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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 | 1.89% |
| 2 | Consumer Discretionary | 1.28% |
| 3 | Financials | 0.92% |
| 4 | Industrials | 0.77% |
| 5 | Energy | 0.65% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
EEP
1951
PUT
DELISTED
Enbridge Energy Partners
EEP
| $560K | ﹤0.01% |
14,000
+4,000
| +40% | +$150K |
|
1952
PUT
Leggett & Platt
LEG
$1.32B
| $559K | ﹤0.01% |
13,100
+11,000
| +524% | +$433K |
|
1953
Manulife Financial
MFC
$73.7B
| $559K | ﹤0.01% |
29,301
+27,787
| +1,835% | +$526K |
|
1954
Invesco S&P 500 Equal Weight ETF
RSP
$100B
| $559K | ﹤0.01% |
+6,981
| New | +$543K |
|
|
HIMX
1955
PUT
Himax Technologies
HIMX
$2.63B
| $558K | ﹤0.01% |
69,300
+34,400
| +99% | +$272K |
|
1956
CALL
Flowserve
FLS
$10.2B
| $557K | ﹤0.01% |
9,300
-18,400
| -66% | -$1.17M |
|
|
RDUS
1957
PUT
DELISTED
Radius Recycling
RDUS
| $557K | ﹤0.01% |
24,700
-27,100
| -52% | -$623K |
|
|
NSM
1958
PUT
DELISTED
Nationstar Mortgage Holdings
NSM
| $557K | ﹤0.01% |
19,800
+13,000
| +191% | +$402K |
|
1959
Dick's Sporting Goods
DKS
$18.2B
| $556K | ﹤0.01% |
+11,194
| New | +$524K |
|
|
LGF
1960
PUT
DELISTED
Lions Gate Entertainment
LGF
| $556K | ﹤0.01% |
17,400
-34,500
| -66% | -$1.13M |
|
|
RFMD
1961
CALL
DELISTED
RF MICRO DEVICES INC
RFMD
| $556K | ﹤0.01% |
33,500
+25,600
| +324% | +$342K |
|
1962
PUT
AGCO
AGCO
$7.04B
| $555K | ﹤0.01% |
12,300
-18,700
| -60% | -$828K |
|
1963
TE Connectivity
TEL
$62.8B
| $555K | ﹤0.01% |
8,769
+7,653
| +686% | +$460K |
|
1964
Cincinnati Financial
CINF
$26.6B
| $554K | ﹤0.01% |
+10,693
| New | +$535K |
|
1965
Rockwell Automation
ROK
$49.8B
| $554K | ﹤0.01% |
4,986
+3,783
| +314% | +$415K |
|
1966
PUT
iShares S&P Small-Cap 600 Value ETF
IJS
$8.44B
| $553K | ﹤0.01% |
+9,400
| New | +$530K |
|
|
CLR
1967
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $553K | ﹤0.01% |
14,400
-29,300
| -67% | -$1.44M |
|
1968
PUT
Knowles
KN
$3.29B
| $552K | ﹤0.01% |
+23,500
| New | +$486K |
|
1969
CALL
Landstar System
LSTR
$6.44B
| $552K | ﹤0.01% |
+7,600
| New | +$565K |
|
|
SWIR
1970
DELISTED
Sierra Wireless
SWIR
| $552K | ﹤0.01% |
11,643
+5,246
| +82% | +$180K |
|
|
KKD
1971
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $552K | ﹤0.01% |
27,955
+5,418
| +24% | +$103K |
|
|
IM
1972
PUT
DELISTED
Ingram Micro
IM
| $551K | ﹤0.01% |
+19,900
| New | +$524K |
|
1973
iShares MSCI Taiwan ETF
EWT
$11.5B
| $550K | ﹤0.01% |
18,211
+11,482
| +171% | +$353K |
|
1974
Invesco
IVZ
$14.4B
| $550K | ﹤0.01% |
13,910
+11,122
| +399% | +$438K |
|
1975
Buckle
BKE
$2.28B
| $549K | ﹤0.01% |
10,449
+10,407
| +24,779% | +$511K |
|
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GAM
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 1.9% 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.