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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
GS icon
26
CALL
Goldman Sachs
GS
$302B
$175M 0.51%
902,100
+400
+0% +$75.2K
AMZN icon
27
PUT
Amazon
AMZN
$2.77T
$172M 0.5%
11,070,000
-8,478,000
-43% -$132M
EFA icon
28
PUT
iShares MSCI EAFE ETF
EFA
$79.7B
$168M 0.49%
2,760,000
-133,700
-5% -$8.35M
EFA icon
29
CALL
iShares MSCI EAFE ETF
EFA
$79.7B
$161M 0.47%
2,648,700
+2,000,500
+309% +$125M
USB icon
30
PUT
US Bancorp
USB
$97.4B
$161M 0.47%
3,580,400
+1,325,200
+59% +$57M
FXI icon
31
PUT
iShares China Large-Cap ETF
FXI
$4.17B
$156M 0.46%
3,754,900
+802,600
+27% +$31.7M
MCD icon
32
PUT
McDonald's
MCD
$181B
$155M 0.45%
1,655,300
+718,400
+77% +$67.2M
CSCO icon
33
PUT
Cisco
CSCO
$430B
$155M 0.45%
5,554,800
+531,700
+11% +$13.7M
XLE icon
34
PUT
State Street Energy Select Sector SPDR ETF
XLE
$42.6B
$152M 0.44%
3,837,400
+2,147,200
+127% +$89.3M
YHOO
35
CALL
DELISTED
Yahoo Inc
YHOO
$150M 0.44%
2,978,900
+241,700
+9% +$11.4M
EBAY icon
36
PUT
eBay
EBAY
$46.5B
$144M 0.42%
6,086,837
-2,566,555
-30% -$58.2M
DAL icon
37
PUT
Delta Air Lines
DAL
$51.9B
$139M 0.41%
2,833,100
+1,232,500
+77% +$51.9M
WFC icon
38
CALL
Wells Fargo
WFC
$266B
$139M 0.41%
2,532,700
+430,800
+20% +$22.8M
GLD icon
39
CALL
SPDR Gold Trust
GLD
$148B
$138M 0.4%
1,211,100
+1,102,800
+1,018% +$127M
QQQ icon
40
CALL
Invesco QQQ Trust
QQQ
$490B
$136M 0.4%
1,318,600
+300,500
+30% +$30.4M
JPM icon
41
CALL
JPMorgan Chase
JPM
$940B
$136M 0.4%
2,168,500
+791,000
+57% +$47.6M
YUM icon
42
PUT
Yum! Brands
YUM
$40.8B
$135M 0.39%
2,583,226
+1,012,231
+64% +$52.7M
HYG icon
43
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$135M 0.39%
1,505,800
+1,415,800
+1,573% +$129M
XOM icon
44
PUT
ExxonMobil
XOM
$661B
$134M 0.39%
1,447,500
+440,100
+44% +$41M
QQQ icon
45
PUT
Invesco QQQ Trust
QQQ
$490B
$132M 0.39%
1,282,600
+357,200
+39% +$36.1M
F icon
46
PUT
Ford
F
$55.8B
$129M 0.38%
8,328,300
+2,641,300
+46% +$38.9M
XRT icon
47
PUT
State Street SPDR S&P Retail ETF
XRT
$279M
$127M 0.37%
2,636,600
-361,800
-12% -$16.2M
AIG icon
48
PUT
American International
AIG
$39B
$126M 0.37%
2,249,200
+1,199,100
+114% +$64.3M
PG icon
49
PUT
Procter & Gamble
PG
$338B
$126M 0.37%
1,377,900
-559,100
-29% -$49.2M
INTC icon
50
PUT
Intel
INTC
$552B
$125M 0.36%
3,446,100
+311,200
+10% +$10.8M
1
2
3 4 5

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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.