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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 | |
|---|---|---|---|---|---|---|
|
DTV
301
DELISTED
DIRECTV COM STK (DE)
DTV
| $19.7M | 0.06% |
227,536
+24,732
| +12% | +$2.13M |
|
302
Caterpillar
CAT
$388B
| $19.7M | 0.06% |
215,009
-85,870
| -29% | -$8.36M |
|
303
PUT
Occidental Petroleum
OXY
$59B
| $19.4M | 0.06% |
241,611
-308,562
| -56% | -$25.6M |
|
304
PUT
Aflac
AFL
$60.7B
| $19.3M | 0.06% |
633,400
+391,000
| +161% | +$11.5M |
|
305
CALL
Johnson & Johnson
JNJ
$626B
| $19M | 0.06% |
+182,000
| New | +$19.2M |
|
306
CALL
APA Corp
APA
$14.2B
| $19M | 0.06% |
302,500
-604,100
| -67% | -$43M |
|
307
CALL
Cadence Design Systems
CDNS
$90.2B
| $18.9M | 0.06% |
995,000
+10,000
| +1% | +$179K |
|
308
PUT
Intuit
INTU
$92B
| $18.8M | 0.05% |
203,500
-8,600
| -4% | -$765K |
|
309
CALL
Blackstone
BX
$118B
| $18.6M | 0.05% |
561,265
+90,181
| +19% | +$2.82M |
|
310
CALL
Abbott
ABT
$190B
| $18.6M | 0.05% |
412,700
+184,700
| +81% | +$8.05M |
|
|
CHK
311
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $18.5M | 0.05% |
4,729
-1,896
| -29% | -$7.87M |
|
312
PUT
Nokia
NOK
$52.8B
| $18.4M | 0.05% |
2,339,900
-676,000
| -22% | -$5.46M |
|
|
TIF
313
PUT
DELISTED
Tiffany & Co.
TIF
| $18.4M | 0.05% |
171,800
+43,100
| +33% | +$4.31M |
|
314
PUT
Western Digital
WDC
$151B
| $18.2M | 0.05% |
217,766
+9,129
| +4% | +$689K |
|
315
PUT
Kohl's
KSS
$2.1B
| $18.2M | 0.05% |
298,200
+143,700
| +93% | +$8.31M |
|
316
CALL
United Airlines
UAL
$41B
| $18.2M | 0.05% |
271,600
+189,100
| +229% | +$10.5M |
|
317
CALL
The Mosaic Company
MOS
$7.34B
| $18.1M | 0.05% |
396,300
+304,300
| +331% | +$13.5M |
|
|
ATVI
318
CALL
DELISTED
Activision Blizzard
ATVI
| $17.8M | 0.05% |
882,400
+565,500
| +178% | +$11.4M |
|
319
PUT
JD.com
JD
$43.1B
| $17.6M | 0.05% |
760,000
+401,500
| +112% | +$9.89M |
|
320
Dollar General
DG
$26.5B
| $17.5M | 0.05% |
247,629
+247,122
| +48,742% | +$16.1M |
|
321
CALL
Yum! Brands
YUM
$39.5B
| $17.4M | 0.05% |
333,145
+189,872
| +133% | +$9.89M |
|
322
PUT
Capital One
COF
$134B
| $17.4M | 0.05% |
211,300
-61,300
| -22% | -$4.99M |
|
323
Verizon
VZ
$196B
| $17.3M | 0.05% |
+369,889
| New | +$18.1M |
|
324
CALL
LyondellBasell Industries
LYB
$20.7B
| $17.2M | 0.05% |
217,200
+213,100
| +5,198% | +$18.5M |
|
325
CALL
Gilead Sciences
GILD
$168B
| $17.1M | 0.05% |
+181,900
| New | +$18.8M |
|
Similar funds
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.