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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
GILD icon
51
PUT
Gilead Sciences
GILD
$182B
$124M 0.36%
1,316,600
+672,700
+104% +$69.6M
TGT icon
52
CALL
Target
TGT
$73.9B
$123M 0.36%
1,625,400
-672,500
-29% -$45.4M
MON
53
PUT
DELISTED
Monsanto Co
MON
$118M 0.34%
988,000
+119,600
+14% +$13.9M
META icon
54
PUT
Meta Platforms (Facebook)
META
$1.56T
$117M 0.34%
1,497,700
-478,100
-24% -$36.5M
PFE icon
55
PUT
Pfizer
PFE
$158B
$116M 0.34%
3,924,147
-364,474
-8% -$10.5M
VZ icon
56
CALL
Verizon
VZ
$209B
$114M 0.33%
2,445,100
+1,725,500
+240% +$84.4M
TXN icon
57
PUT
Texas Instruments
TXN
$236B
$114M 0.33%
2,132,800
+85,900
+4% +$4.35M
KO icon
58
PUT
Coca-Cola
KO
$380B
$112M 0.33%
2,656,400
-479,800
-15% -$20.5M
QCOM icon
59
CALL
Qualcomm
QCOM
$186B
$111M 0.32%
1,495,300
+1,183,300
+379% +$86.6M
BKNG icon
60
PUT
Booking.com
BKNG
$135B
$110M 0.32%
2,407,500
-587,500
-20% -$26.5M
MU icon
61
CALL
Micron Technology
MU
$1.13T
$108M 0.32%
3,097,800
+1,579,200
+104% +$52.3M
META icon
62
CALL
Meta Platforms (Facebook)
META
$1.56T
$106M 0.31%
1,356,600
+239,600
+21% +$18.3M
AZO icon
63
PUT
AutoZone
AZO
$48.2B
$105M 0.31%
169,900
-33,100
-16% -$18.7M
VZ icon
64
PUT
Verizon
VZ
$209B
$105M 0.3%
2,234,190
-1,537,300
-41% -$75.2M
CMCSA icon
65
PUT
Comcast
CMCSA
$93.4B
$104M 0.3%
3,578,600
+93,800
+3% +$2.57M
SBUX icon
66
PUT
Starbucks
SBUX
$116B
$103M 0.3%
2,515,600
-339,200
-12% -$13.2M
CRM icon
67
PUT
Salesforce
CRM
$205B
$103M 0.3%
1,737,200
+221,000
+15% +$13M
CPRI icon
68
PUT
Capri Holdings
CPRI
$1.49B
$102M 0.3%
1,353,400
+468,400
+53% +$34.9M
CSCO icon
69
CALL
Cisco
CSCO
$430B
$101M 0.3%
3,636,600
+1,043,800
+40% +$26.9M
ORCL icon
70
PUT
Oracle
ORCL
$468B
$97.9M 0.29%
2,177,900
-829,700
-28% -$33.8M
COST icon
71
PUT
Costco
COST
$404B
$94.1M 0.27%
663,600
-366,600
-36% -$49.8M
BRK.B icon
72
PUT
Berkshire Hathaway Class B
BRK.B
$1.08T
$93.6M 0.27%
623,600
+67,700
+12% +$9.77M
C icon
73
CALL
Citigroup
C
$229B
$92.4M 0.27%
1,707,500
-558,000
-25% -$29.6M
WMT icon
74
PUT
Walmart Inc
WMT
$841B
$90.4M 0.26%
3,157,500
-1,168,500
-27% -$31.6M
MCD icon
75
CALL
McDonald's
MCD
$181B
$88.2M 0.26%
941,600
+894,100
+1,882% +$83.7M
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.