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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 | |
|---|---|---|---|---|---|---|
51
PUT
Gilead Sciences
GILD
$168B
| $124M | 0.36% |
1,316,600
+672,700
| +104% | +$69.6M |
|
52
CALL
Target
TGT
$70.3B
| $123M | 0.36% |
1,625,400
-672,500
| -29% | -$45.4M |
|
|
MON
53
PUT
DELISTED
Monsanto Co
MON
| $118M | 0.34% |
988,000
+119,600
| +14% | +$13.9M |
|
|
54
PUT
Meta Platforms (Facebook)
META
$1.55T
| $117M | 0.34% |
1,497,700
-478,100
| -24% | -$36.5M |
|
55
PUT
Pfizer
PFE
$153B
| $116M | 0.34% |
3,924,147
-364,474
| -8% | -$10.5M |
|
56
CALL
Verizon
VZ
$196B
| $114M | 0.33% |
2,445,100
+1,725,500
| +240% | +$84.4M |
|
57
PUT
Texas Instruments
TXN
$258B
| $114M | 0.33% |
2,132,800
+85,900
| +4% | +$4.35M |
|
58
PUT
Coca-Cola
KO
$371B
| $112M | 0.33% |
2,656,400
-479,800
| -15% | -$20.5M |
|
59
CALL
Qualcomm
QCOM
$172B
| $111M | 0.32% |
1,495,300
+1,183,300
| +379% | +$86.6M |
|
60
PUT
Booking.com
BKNG
$161B
| $110M | 0.32% |
2,407,500
-587,500
| -20% | -$26.5M |
|
61
CALL
Micron Technology
MU
$976B
| $108M | 0.32% |
3,097,800
+1,579,200
| +104% | +$52.3M |
|
|
62
CALL
Meta Platforms (Facebook)
META
$1.55T
| $106M | 0.31% |
1,356,600
+239,600
| +21% | +$18.3M |
|
63
PUT
AutoZone
AZO
$50.3B
| $105M | 0.31% |
169,900
-33,100
| -16% | -$18.7M |
|
|
64
PUT
Verizon
VZ
$196B
| $105M | 0.3% |
2,234,190
-1,537,300
| -41% | -$75.2M |
|
65
PUT
Comcast
CMCSA
$90.2B
| $104M | 0.3% |
3,578,600
+93,800
| +3% | +$2.57M |
|
66
PUT
Starbucks
SBUX
$121B
| $103M | 0.3% |
2,515,600
-339,200
| -12% | -$13.2M |
|
67
PUT
Salesforce
CRM
$163B
| $103M | 0.3% |
1,737,200
+221,000
| +15% | +$13M |
|
68
PUT
Capri Holdings
CPRI
$1.78B
| $102M | 0.3% |
1,353,400
+468,400
| +53% | +$34.9M |
|
69
CALL
Cisco
CSCO
$480B
| $101M | 0.3% |
3,636,600
+1,043,800
| +40% | +$26.9M |
|
|
70
PUT
Oracle
ORCL
$421B
| $97.9M | 0.29% |
2,177,900
-829,700
| -28% | -$33.8M |
|
71
PUT
Costco
COST
$418B
| $94.1M | 0.27% |
663,600
-366,600
| -36% | -$49.8M |
|
72
PUT
Berkshire Hathaway Class B
BRK.B
$1.12T
| $93.6M | 0.27% |
623,600
+67,700
| +12% | +$9.77M |
|
73
CALL
Citigroup
C
$228B
| $92.4M | 0.27% |
1,707,500
-558,000
| -25% | -$29.6M |
|
74
PUT
Walmart Inc
WMT
$897B
| $90.4M | 0.26% |
3,157,500
-1,168,500
| -27% | -$31.6M |
|
75
CALL
McDonald's
MCD
$192B
| $88.2M | 0.26% |
941,600
+894,100
| +1,882% | +$83.7M |
|
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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.