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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+0.52%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$34.3B
AUM Growth
+$2.76B
(+8.7%)
Cap. Flow
+$2.18B
Cap. Flow
% of AUM
6.37%
Top 10 Holdings %
Top 10 Hldgs %
25.05%
Holding
6,782
New
2,582
Increased
1,916
Reduced
1,653
Closed
442
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Brazil ETF
EWZ
|
+$186M |
| 2 |
Apple
AAPL
|
+$128M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$38.5M |
| 4 |
Microsoft
MSFT
|
+$36.4M |
| 5 |
Halliburton
HAL
|
+$35.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
WBA
Walgreens Boots Alliance
WBA
|
+$50.6M |
| 2 |
Oracle
ORCL
|
+$25.7M |
| 3 |
Meta Platforms (Facebook)
META
|
+$25.2M |
| 4 |
Wells Fargo
WFC
|
+$25M |
| 5 |
Deere & Co
DE
|
+$24.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 1.85% |
| 2 | Consumer Discretionary | 1.26% |
| 3 | Financials | 0.92% |
| 4 | Industrials | 0.76% |
| 5 | Energy | 0.6% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
851
CALL
Agnico Eagle Mines
AEM
$91.2B
| $3.44M | 0.01% |
138,200
-36,000
| -21% | -$938K |
|
|
ALU
852
DELISTED
Alcatel-Lucent
ALU
| $3.43M | 0.01% |
966,213
+618,007
| +177% | +$1.93M |
|
|
DCH
853
PUT
Dauch Corp
DCH
$1.6B
| $3.43M | 0.01% |
151,800
+134,000
| +753% | +$2.67M |
|
|
S
854
DELISTED
Sprint Corporation
S
| $3.42M | 0.01% |
824,668
+821,055
| +22,725% | +$4.23M |
|
|
SWN
855
DELISTED
Southwestern Energy Company
SWN
| $3.42M | 0.01% |
125,132
+117,941
| +1,640% | +$3.79M |
|
856
PUT
Advance Auto Parts
AAP
$3.48B
| $3.41M | 0.01% |
21,400
+18,800
| +723% | +$2.76M |
|
|
SWC
857
DELISTED
Stillwater Mining Co
SWC
| $3.41M | 0.01% |
+231,114
| New | +$3.17M |
|
|
LVLT
858
DELISTED
Level 3 Communications Inc
LVLT
| $3.4M | 0.01% |
68,829
+63,841
| +1,280% | +$2.95M |
|
|
AXON
859
CALL
Axon Enterprise
AXON
$50B
| $3.39M | 0.01% |
128,000
-67,500
| -35% | -$1.33M |
|
|
860
Deere & Co
DE
$165B
| $3.38M | 0.01% |
38,248
-288,294
| -88% | -$24.9M |
|
861
Tapestry
TPR
$26.1B
| $3.38M | 0.01% |
89,952
-211,157
| -70% | -$7.45M |
|
862
CALL
America Movil
AMX
$69.9B
| $3.37M | 0.01% |
152,100
+41,100
| +37% | +$957K |
|
863
PUT
Illinois Tool Works
ITW
$82.8B
| $3.36M | 0.01% |
35,500
+32,700
| +1,168% | +$2.98M |
|
|
LLL
864
DELISTED
L3 Technologies, Inc.
LLL
| $3.34M | 0.01% |
26,492
-6,298
| -19% | -$753K |
|
|
ANDV
865
CALL
DELISTED
Andeavor
ANDV
| $3.33M | 0.01% |
44,800
-10,700
| -19% | -$755K |
|
|
NE
866
CALL
DELISTED
Noble Corporation
NE
| $3.33M | 0.01% |
200,800
+130,700
| +186% | +$2.49M |
|
867
PUT
American Eagle Outfitters
AEO
$2.73B
| $3.33M | 0.01% |
239,700
+77,400
| +48% | +$1.05M |
|
868
PUT
Parker-Hannifin
PH
$133B
| $3.31M | 0.01% |
25,700
-143,900
| -85% | -$17.7M |
|
869
CALL
Gen Digital
GEN
$17.7B
| $3.3M | 0.01% |
128,500
+31,500
| +32% | +$783K |
|
870
CALL
PACCAR
PCAR
$68.7B
| $3.29M | 0.01% |
+72,600
| New | +$3.13M |
|
871
WisdomTree Japan Hedged Equity Fund
DXJ
$7.55B
| $3.27M | 0.01% |
66,525
+54,279
| +443% | +$2.83M |
|
872
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.46B
| $3.27M | 0.01% |
106,000
+15,300
| +17% | +$511K |
|
|
COL
873
DELISTED
Rockwell Collins
COL
| $3.27M | 0.01% |
38,669
+11,270
| +41% | +$925K |
|
|
AGU
874
DELISTED
Agrium
AGU
| $3.26M | 0.01% |
34,378
+11,277
| +49% | +$1.06M |
|
|
HOT
875
CALL
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $3.25M | 0.01% |
40,100
-42,500
| -51% | -$3.32M |
|
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HF
Parallax Volatility Advisers's Q4 2014 Portfolio in Review
As of Q4 2014, Parallax Volatility Advisers held 6,782 positions worth $34.3B, up 8.7% from $31.5B the previous quarter. Its ten largest holdings account for 25% of the portfolio.
Parallax Volatility Advisers deployed $2.18B of net new capital in Q4 2014, opening 2,582 new positions and adding to 1,916 existing holdings. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M.
By sector, the portfolio is most concentrated in Technology at 1.8% of assets, up from 1.3% a quarter earlier, followed by Consumer Discretionary and Financials.
On the sell side, the largest reduction was Walgreens Boots Alliance, an estimated $50.6M trimmed.
- Parallax Volatility Advisers's largest Q4 2014 buy was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M.
- Parallax Volatility Advisers added most to iShares MSCI Brazil ETF in Q4 2014, an estimated $186M increase.
- Parallax Volatility Advisers's biggest Q4 2014 reduction was Walgreens Boots Alliance, cutting an estimated $50.6M.
- Parallax Volatility Advisers fully exited Outfront Media in Q4 2014, selling an estimated $10.2M.
- Parallax Volatility Advisers's ten largest holdings make up 25% of its $34.3B portfolio in Q4 2014.
- Parallax Volatility Advisers opened 2,582 new positions and closed 442 in Q4 2014.
- Parallax Volatility Advisers's portfolio value rose 8.7% quarter-over-quarter to $34.3B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2014, filed 17 Feb 2015.