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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 | |
|---|---|---|---|---|---|---|
201
CALL
Intercontinental Exchange
ICE
$84.5B
| $33.6M | 0.1% |
765,000
+5,000
| +0.7% | +$214K |
|
202
PUT
Adobe
ADBE
$105B
| $33.2M | 0.1% |
456,500
+59,700
| +15% | +$4.18M |
|
203
CALL
PepsiCo
PEP
$188B
| $32.9M | 0.1% |
348,100
+265,400
| +321% | +$25.4M |
|
204
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $32.9M | 0.1% |
581,300
+566,200
| +3,750% | +$31.1M |
|
205
GE Aerospace
GE
$382B
| $32.6M | 0.1% |
269,253
+190,636
| +242% | +$23.4M |
|
|
B
206
PUT
Barrick Mining
B
$67.8B
| $32.6M | 0.1% |
3,033,200
+903,400
| +42% | +$11.1M |
|
207
PUT
Goodyear
GT
$1.77B
| $32.5M | 0.09% |
1,138,200
+363,800
| +47% | +$9M |
|
208
PUT
iShares MSCI Mexico ETF
EWW
$1.89B
| $32.3M | 0.09% |
544,100
-45,400
| -8% | -$2.92M |
|
209
PUT
Union Pacific
UNP
$174B
| $32.2M | 0.09% |
270,400
-78,800
| -23% | -$9.05M |
|
210
PUT
ConocoPhillips
COP
$151B
| $32.2M | 0.09% |
466,300
+125,000
| +37% | +$8.73M |
|
211
PUT
AT&T
T
$167B
| $32.2M | 0.09% |
1,268,260
-2,529,237
| -67% | -$65.6M |
|
212
PUT
Autodesk
ADSK
$53.4B
| $31.8M | 0.09% |
529,600
+375,400
| +243% | +$21.7M |
|
213
PUT
Alcoa
AA
$14.1B
| $31.6M | 0.09% |
833,958
+439,160
| +111% | +$17M |
|
|
214
PUT
PepsiCo
PEP
$188B
| $31.4M | 0.09% |
332,300
+280,300
| +539% | +$26.9M |
|
|
SNDK
215
PUT
DELISTED
SANDISK CORP
SNDK
| $31.2M | 0.09% |
318,000
-175,100
| -36% | -$16.7M |
|
216
PUT
Blackstone
BX
$118B
| $31.1M | 0.09% |
937,990
-383,653
| -29% | -$12M |
|
|
POT
217
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $30.3M | 0.09% |
859,200
+183,800
| +27% | +$6.26M |
|
218
CALL
Cheniere Energy
LNG
$55.3B
| $30.2M | 0.09% |
428,500
+124,100
| +41% | +$8.75M |
|
219
Procter & Gamble
PG
$336B
| $30.1M | 0.09% |
330,733
+138,210
| +72% | +$12.2M |
|
220
Prudential Financial
PRU
$42.2B
| $29.7M | 0.09% |
328,183
+301,747
| +1,141% | +$25.9M |
|
221
PUT
Target
TGT
$68.9B
| $29.7M | 0.09% |
390,800
-430,700
| -52% | -$29.1M |
|
222
CALL
EOG Resources
EOG
$74.9B
| $29.5M | 0.09% |
320,600
+208,000
| +185% | +$19.4M |
|
|
LNKD
223
PUT
DELISTED
LinkedIn Corporation
LNKD
| $29.5M | 0.09% |
128,200
+2,900
| +2% | +$629K |
|
224
CALL
Corning
GLW
$137B
| $29.4M | 0.09% |
1,281,700
+59,900
| +5% | +$1.22M |
|
225
CALL
Dollar General
DG
$26.5B
| $29.2M | 0.09% |
413,500
-551,900
| -57% | -$35.9M |
|
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.