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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+0.52%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$34.3B
AUM Growth
+$2.76B
Cap. Flow
+$756M
Cap. Flow %
2.21%
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
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$186M
2
AAPL icon
Apple
AAPL
+$128M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$38.5M
4
MSFT icon
Microsoft
MSFT
+$36.4M
5
HAL icon
Halliburton
HAL
+$35.1M

Top Sells

Rank Stock Value
1
WBA
Walgreens Boots Alliance
WBA
+$50.6M
2
ORCL icon
Oracle
ORCL
+$25.7M
3
META icon
Meta Platforms (Facebook)
META
+$25.2M
4
WFC icon
Wells Fargo
WFC
+$25M
5
DE icon
Deere & Co
DE
+$24.9M

Sector Composition

Rank Sector Weight
1 Miscellaneous 92.48%
2 Technology 1.89%
3 Consumer Discretionary 1.28%
4 Financials 0.92%
5 Industrials 0.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EA
226
PUT
DELISTED
Electronic Arts
EA
$29.1M 0.08%
618,300
+412,900
+201% +$17M
HAL icon
227
Halliburton
HAL
$30.7B
$29M 0.08%
738,546
+721,086
+4,130% +$35.1M
FCX icon
228
CALL
Freeport-McMoran
FCX
$110B
$28.9M 0.08%
1,238,600
-505,600
-29% -$14M
STX icon
229
PUT
Seagate
STX
$205B
$28.4M 0.08%
426,900
+235,600
+123% +$14.6M
GM icon
230
General Motors
GM
$75.3B
$28.2M 0.08%
807,307
-52,120
-6% -$1.66M
SCTY
231
PUT
DELISTED
SolarCity Corporation
SCTY
$27.9M 0.08%
520,900
-944,200
-64% -$50.7M
KO icon
232
CALL
Coca-Cola
KO
$380B
$27.6M 0.08%
654,800
+25,100
+4% +$1.07M
PANW icon
233
PUT
Palo Alto Networks
PANW
$275B
$27.6M 0.08%
1,353,000
+303,600
+29% +$5.6M
DHR icon
234
CALL
Danaher
DHR
$144B
$27.5M 0.08%
478,040
+892
+0.2% +$48.4K
FCX icon
235
PUT
Freeport-McMoran
FCX
$110B
$27.5M 0.08%
1,176,100
-110,400
-9% -$3.05M
RSX
236
PUT
DELISTED
VanEck Russia ETF
RSX
$27.4M 0.08%
1,870,000
+1,869,000
+186,900% +$36.7M
PM icon
237
CALL
Philip Morris
PM
$288B
$27.3M 0.08%
335,300
+114,700
+52% +$9.85M
WHR icon
238
PUT
Whirlpool
WHR
$2.45B
$27.1M 0.08%
140,100
+106,100
+312% +$18.2M
BA icon
239
CALL
Boeing
BA
$167B
$27.1M 0.08%
208,400
-80,300
-28% -$10.2M
HSBC icon
240
PUT
HSBC
HSBC
$364B
$27M 0.08%
662,334
+557,303
+531% +$23.8M
PRU icon
241
PUT
Prudential Financial
PRU
$41.2B
$26.9M 0.08%
296,900
+254,200
+595% +$21.8M
INTC icon
242
CALL
Intel
INTC
$552B
$26.9M 0.08%
740,100
-296,000
-29% -$10.3M
DRI icon
243
PUT
Darden Restaurants
DRI
$24.2B
$26.8M 0.08%
512,026
+377,895
+282% +$18.3M
USO icon
244
CALL
United States Oil Fund
USO
$1.65B
$26.8M 0.08%
164,513
+57,275
+53% +$12.7M
DXJ icon
245
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.14B
$26.8M 0.08%
543,900
-490,300
-47% -$25.6M
CMI icon
246
PUT
Cummins
CMI
$77.3B
$26.6M 0.08%
184,200
-63,300
-26% -$8.95M
INTC icon
247
Intel
INTC
$552B
$25.6M 0.07%
706,152
+528,337
+297% +$18.4M
GAP
248
PUT
The Gap Inc
GAP
$7.86B
$25.6M 0.07%
607,500
+337,500
+125% +$13.2M
KEY icon
249
PUT
KeyCorp
KEY
$23.3B
$25.5M 0.07%
1,835,200
+475,100
+35% +$6.32M
ASH icon
250
CALL
Ashland
ASH
$3.33B
$25.4M 0.07%
432,919
+432,101
+52,824% +$23.3M
8 9
10
11 12

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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's Q4 2014 filing shows 2,582 new, 1,916 increased, 1,653 reduced and 442 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M. The largest sale was Walgreens Boots Alliance, an estimated $50.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.