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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
ADT
626
PUT
DELISTED
ADT Corp
ADT
$6.01M 0.02%
166,100
+156,600
+1,648% +$5.39M
ETP
627
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
$6.01M 0.02%
143,800
+136,100
+1,768% +$6.27M
AEM icon
628
PUT
Agnico Eagle Mines
AEM
$103B
$6M 0.02%
241,100
-21,100
-8% -$550K
BAC icon
629
Bank of America
BAC
$439B
$5.99M 0.02%
+334,694
New +$5.73M
GAP
630
CALL
The Gap Inc
GAP
$7.53B
$5.97M 0.02%
141,800
+14,800
+12% +$580K
PSX icon
631
PUT
Phillips 66
PSX
$104B
$5.96M 0.02%
83,000
-30,300
-27% -$2.24M
BB icon
632
BlackBerry
BB
$4.52B
$5.93M 0.02%
540,437
+275,440
+104% +$2.82M
DLTR icon
633
PUT
Dollar Tree
DLTR
$22.3B
$5.93M 0.02%
84,200
+80,600
+2,239% +$5.08M
SMH icon
634
VanEck Semiconductor ETF
SMH
$69.7B
$5.92M 0.02%
+216,682
New +$5.64M
LMT icon
635
PUT
Lockheed Martin
LMT
$121B
$5.89M 0.02%
30,600
+13,600
+80% +$2.52M
LUMN icon
636
PUT
Lumen
LUMN
$7B
$5.87M 0.02%
148,300
+25,200
+20% +$1.01M
COP icon
637
CALL
ConocoPhillips
COP
$165B
$5.86M 0.02%
84,800
-16,700
-16% -$1.17M
ANF icon
638
Abercrombie & Fitch
ANF
$6.47B
$5.84M 0.02%
204,081
+115,104
+129% +$3.53M
AGU
639
PUT
DELISTED
Agrium
AGU
$5.82M 0.02%
61,500
-16,300
-21% -$1.53M
CHK
640
PUT
DELISTED
Chesapeake Energy Corporation
CHK
$5.82M 0.02%
1,485
+243
+20% +$1.01M
CAR icon
641
CALL
Avis
CAR
$4.69B
$5.8M 0.02%
87,500
+57,300
+190% +$3.28M
ETN icon
642
PUT
Eaton
ETN
$162B
$5.76M 0.02%
84,700
-94,500
-53% -$6.23M
AGCO icon
643
CALL
AGCO
AGCO
$8.89B
$5.74M 0.02%
126,900
+118,400
+1,393% +$5.24M
EWJ icon
644
PUT
iShares MSCI Japan ETF
EWJ
$23.3B
$5.72M 0.02%
127,250
+87,500
+220% +$4.01M
LLY icon
645
Eli Lilly
LLY
$1T
$5.71M 0.02%
+82,731
New +$5.58M
AA icon
646
Alcoa
AA
$13.4B
$5.7M 0.02%
150,299
+79,853
+113% +$3.1M
B
647
CALL
Barrick Mining
B
$73.4B
$5.67M 0.02%
527,300
-315,900
-37% -$3.9M
AVP
648
PUT
DELISTED
Avon Products, Inc.
AVP
$5.65M 0.02%
601,800
-95,100
-14% -$983K
CBRL icon
649
PUT
Cracker Barrel
CBRL
$1.15B
$5.64M 0.02%
40,100
+37,300
+1,332% +$4.49M
SONY icon
650
PUT
Sony
SONY
$137B
$5.63M 0.02%
1,377,000
-175,000
-11% -$690K
24 25
26
27 28

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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.