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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
SYNA icon
726
CALL
Synaptics
SYNA
$3.67B
$4.46M 0.01%
64,800
+49,100
+313% +$3.29M
TRV icon
727
PUT
Travelers Companies
TRV
$76.5B
$4.46M 0.01%
42,100
+38,000
+927% +$3.84M
FSLR icon
728
PUT
First Solar
FSLR
$21.8B
$4.44M 0.01%
99,700
-8,000
-7% -$408K
SWK icon
729
CALL
Stanley Black & Decker
SWK
$13.8B
$4.44M 0.01%
46,200
-78,200
-63% -$7.21M
VLO icon
730
Valero Energy
VLO
$112B
$4.43M 0.01%
89,508
-18,151
-17% -$879K
NOK icon
731
CALL
Nokia
NOK
$60.2B
$4.43M 0.01%
563,400
-900,600
-62% -$7.28M
HLF icon
732
PUT
Herbalife
HLF
$1.32B
$4.42M 0.01%
234,600
+107,000
+84% +$2.29M
BIDU icon
733
CALL
Baidu
BIDU
$31.4B
$4.41M 0.01%
19,300
-260,600
-93% -$59.7M
ETN icon
734
CALL
Eaton
ETN
$161B
$4.41M 0.01%
64,800
-32,100
-33% -$2.12M
GIS icon
735
PUT
General Mills
GIS
$19.8B
$4.4M 0.01%
82,600
+68,900
+503% +$3.56M
LRCX icon
736
Lam Research
LRCX
$395B
$4.4M 0.01%
554,320
-568,530
-51% -$4.41M
NEE icon
737
CALL
NextEra Energy
NEE
$172B
$4.39M 0.01%
165,200
+126,400
+326% +$3.19M
WDAY icon
738
CALL
Workday
WDAY
$44.8B
$4.37M 0.01%
53,600
+28,900
+117% +$2.5M
TJX icon
739
PUT
TJX Companies
TJX
$139B
$4.36M 0.01%
127,000
-239,800
-65% -$7.64M
ETP
740
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
$4.34M 0.01%
66,700
+56,800
+574% +$3.63M
MAR icon
741
PUT
Marriott International
MAR
$86.4B
$4.32M 0.01%
55,400
-73,300
-57% -$5.41M
PANW icon
742
Palo Alto Networks
PANW
$273B
$4.32M 0.01%
211,608
+179,910
+568% +$3.32M
TSM icon
743
PUT
TSMC
TSM
$2.26T
$4.32M 0.01%
193,000
+190,000
+6,333% +$4.14M
PSX icon
744
CALL
Phillips 66
PSX
$104B
$4.28M 0.01%
59,600
-20,400
-26% -$1.51M
FOSL icon
745
PUT
Fossil Group
FOSL
$287M
$4.26M 0.01%
38,500
-32,700
-46% -$3.42M
PETM
746
PUT
DELISTED
PETSMART INC
PETM
$4.24M 0.01%
52,200
+15,200
+41% +$1.13M
WNR
747
CALL
DELISTED
Western Refining Inc
WNR
$4.24M 0.01%
112,200
+92,300
+464% +$3.82M
PAYX icon
748
CALL
Paychex
PAYX
$40.8B
$4.24M 0.01%
91,700
-128,300
-58% -$5.92M
TYC
749
PUT
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$4.23M 0.01%
92,157
+30,942
+51% +$1.38M
GT icon
750
Goodyear
GT
$1.66B
$4.23M 0.01%
148,063
-83,574
-36% -$2.07M
28 29
30
31 32

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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.