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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 | |
|---|---|---|---|---|---|---|
76
CALL
Walt Disney
DIS
$180B
| $87.6M | 0.26% |
930,300
+89,400
| +11% | +$8.06M |
|
|
WBA
77
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $87M | 0.25% |
1,142,300
+198,900
| +21% | +$13.3M |
|
|
YHOO
78
PUT
DELISTED
Yahoo Inc
YHOO
| $86.6M | 0.25% |
1,713,800
-4,253,800
| -71% | -$200M |
|
79
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
| $85.9M | 0.25% |
2,517,300
+436,100
| +21% | +$13.8M |
|
80
PUT
Alibaba
BABA
$309B
| $85.7M | 0.25% |
824,200
-352,500
| -30% | -$36.2M |
|
81
PUT
Chevron
CVX
$385B
| $85.6M | 0.25% |
762,900
+189,400
| +33% | +$21.5M |
|
82
CALL
Monster Beverage
MNST
$88.5B
| $85.3M | 0.25% |
9,448,800
+7,766,400
| +462% | +$67M |
|
83
CALL
Morgan Stanley
MS
$338B
| $84.5M | 0.25% |
2,178,400
-307,000
| -12% | -$10.9M |
|
84
PUT
GE Aerospace
GE
$383B
| $84.4M | 0.25% |
696,931
+283,238
| +68% | +$34.8M |
|
85
PUT
Micron Technology
MU
$976B
| $84.1M | 0.25% |
2,403,300
+1,508,500
| +169% | +$49.9M |
|
86
CALL
AT&T
T
$166B
| $82.9M | 0.24% |
3,269,088
+1,847,774
| +130% | +$47.9M |
|
|
PNRA
87
PUT
DELISTED
Panera Bread Co
PNRA
| $82.6M | 0.24% |
472,800
-49,600
| -9% | -$8.27M |
|
88
PUT
HP
HPQ
$26.8B
| $82.5M | 0.24% |
4,528,193
-3,054,834
| -40% | -$51.2M |
|
|
VXX
89
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $82.3M | 0.24% |
163,206
-83,738
| -34% | -$41.1M |
|
90
CALL
eBay
EBAY
$47.3B
| $80.7M | 0.24% |
3,414,550
+1,474,784
| +76% | +$33.5M |
|
91
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$40.7B
| $79.6M | 0.23% |
631,800
-25,300
| -4% | -$3.07M |
|
92
PUT
General Motors
GM
$78.4B
| $76.8M | 0.22% |
2,201,100
-551,200
| -20% | -$17.6M |
|
93
PUT
Caterpillar
CAT
$391B
| $76.7M | 0.22% |
837,600
-402,100
| -32% | -$39.1M |
|
94
PUT
VanEck Gold Miners ETF
GDX
$27.6B
| $74.6M | 0.22% |
4,059,900
-147,100
| -3% | -$2.84M |
|
95
PUT
United Parcel Service
UPS
$88.9B
| $73.8M | 0.22% |
663,900
+376,800
| +131% | +$39.8M |
|
96
CALL
MGM Resorts International
MGM
$11B
| $73.3M | 0.21% |
3,430,400
+2,405,600
| +235% | +$52.3M |
|
97
CALL
Alphabet (Google) Class C
GOOG
$4.29T
| $73M | 0.21% |
2,779,611
+2,398,568
| +629% | +$64.4M |
|
98
PUT
Merck
MRK
$321B
| $71M | 0.21% |
1,310,314
+759,695
| +138% | +$42.3M |
|
99
CALL
Bank of America
BAC
$447B
| $70.3M | 0.21% |
3,926,800
+632,500
| +19% | +$10.8M |
|
|
WFM
100
PUT
DELISTED
Whole Foods Market Inc
WFM
| $70.1M | 0.2% |
1,390,700
+539,000
| +63% | +$23.7M |
|
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.