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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 | |
|---|---|---|---|---|---|---|
676
CALL
Humana
HUM
$44.8B
| $5.25M | 0.02% |
36,600
-57,600
| -61% | -$7.87M |
|
|
JCP
677
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $5.24M | 0.02% |
808,600
+577,900
| +250% | +$4.24M |
|
|
ALTR
678
DELISTED
Altera Corp
ALTR
| $5.22M | 0.02% |
141,403
-54,991
| -28% | -$1.95M |
|
679
PUT
Herc Holdings
HRI
$5.72B
| $5.19M | 0.02% |
69,400
+45,833
| +194% | +$3.1M |
|
680
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.05B
| $5.19M | 0.02% |
235,300
-304,900
| -56% | -$6.85M |
|
681
CALL
Transocean
RIG
$6.49B
| $5.18M | 0.02% |
282,700
+225,600
| +395% | +$5.64M |
|
682
PUT
Cleveland-Cliffs
CLF
$7.08B
| $5.18M | 0.02% |
725,600
+686,700
| +1,765% | +$5.97M |
|
683
PUT
lululemon athletica
LULU
$14.3B
| $5.15M | 0.02% |
92,400
-199,100
| -68% | -$9.08M |
|
684
CALL
Pultegroup
PHM
$25.2B
| $5.12M | 0.01% |
238,700
-207,400
| -46% | -$4.14M |
|
685
PUT
Mattel
MAT
$4.29B
| $5.08M | 0.01% |
164,300
-55,300
| -25% | -$1.7M |
|
686
General Dynamics
GD
$106B
| $5.05M | 0.01% |
36,711
+25,574
| +230% | +$3.48M |
|
687
CALL
Carnival Corporation Ltd
CCL
$38B
| $5.01M | 0.01% |
110,600
+28,200
| +34% | +$1.15M |
|
688
Baidu
BIDU
$35.9B
| $4.96M | 0.01% |
21,781
+20,472
| +1,564% | +$4.69M |
|
689
PUT
Lincoln National
LNC
$8.51B
| $4.96M | 0.01% |
86,000
+17,000
| +25% | +$925K |
|
690
PUT
Molson Coors Class B
TAP
$7.83B
| $4.93M | 0.01% |
66,200
+65,000
| +5,417% | +$4.82M |
|
691
PUT
iShares MSCI France ETF
EWQ
$334M
| $4.93M | 0.01% |
+200,000
| New | +$5.06M |
|
692
Lockheed Martin
LMT
$138B
| $4.91M | 0.01% |
25,496
+24,870
| +3,973% | +$4.62M |
|
693
Ulta Beauty
ULTA
$23.3B
| $4.88M | 0.01% |
38,153
+19,767
| +108% | +$2.42M |
|
|
PNRA
694
DELISTED
Panera Bread Co
PNRA
| $4.87M | 0.01% |
27,880
-2,121
| -7% | -$354K |
|
695
CALL
Vipshop
VIPS
$7.2B
| $4.84M | 0.01% |
247,600
-8,400
| -3% | -$177K |
|
696
Home Depot
HD
$353B
| $4.82M | 0.01% |
45,943
-24,741
| -35% | -$2.4M |
|
697
PUT
Accenture
ACN
$110B
| $4.82M | 0.01% |
54,000
-184,500
| -77% | -$15.3M |
|
698
CALL
Coca-Cola Europacific Partners
CCEP
$47.1B
| $4.82M | 0.01% |
108,900
-11,200
| -9% | -$483K |
|
|
TIF
699
DELISTED
Tiffany & Co.
TIF
| $4.8M | 0.01% |
44,891
-8,443
| -16% | -$844K |
|
|
VMW
700
CALL
DELISTED
VMware, Inc
VMW
| $4.79M | 0.01% |
58,000
+41,700
| +256% | +$3.56M |
|
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.