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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
CI icon
876
CALL
Cigna
CI
$73.5B
$3.23M 0.01%
31,400
+30,500
+3,389% +$3.01M
CI icon
877
PUT
Cigna
CI
$73.5B
$3.23M 0.01%
31,400
+29,400
+1,470% +$2.9M
NOC icon
878
PUT
Northrop Grumman
NOC
$73.2B
$3.23M 0.01%
21,900
-11,000
-33% -$1.51M
V icon
879
Visa
V
$686B
$3.23M 0.01%
49,236
-13,692
-22% -$824K
NUAN
880
PUT
DELISTED
Nuance Communications, Inc.
NUAN
$3.21M 0.01%
260,106
-5,775
-2% -$74.1K
CA
881
CALL
DELISTED
CA, Inc.
CA
$3.21M 0.01%
105,300
+88,900
+542% +$2.6M
MO icon
882
Altria Group
MO
$113B
$3.18M 0.01%
+64,598
New +$3.15M
KR icon
883
CALL
Kroger
KR
$34.6B
$3.18M 0.01%
99,000
+40,600
+70% +$1.18M
HIG icon
884
PUT
Hartford Financial Services
HIG
$37B
$3.17M 0.01%
75,900
-155,400
-67% -$6.15M
JCP
885
DELISTED
J.C. Penney Company, Inc.
JCP
$3.17M 0.01%
488,569
+485,956
+18,598% +$3.57M
MMM icon
886
3M
MMM
$84.8B
$3.16M 0.01%
22,991
-79,129
-77% -$10.2M
XME icon
887
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.89B
$3.16M 0.01%
102,400
+23,500
+30% +$786K
XRX icon
888
PUT
Xerox
XRX
$412M
$3.14M 0.01%
86,033
-188,156
-69% -$6.64M
WM icon
889
PUT
Waste Management
WM
$86.5B
$3.11M 0.01%
60,500
+49,400
+445% +$2.41M
EWY icon
890
CALL
iShares MSCI South Korea ETF
EWY
$29.1B
$3.1M 0.01%
56,100
-23,100
-29% -$1.31M
SYNA icon
891
PUT
Synaptics
SYNA
$3.67B
$3.1M 0.01%
45,000
+40,500
+900% +$2.71M
DIA icon
892
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$3.08M 0.01%
17,300
-3,000
-15% -$520K
WELL icon
893
PUT
Welltower
WELL
$170B
$3.07M 0.01%
40,600
-100,000
-71% -$7.14M
MRSH
894
CALL
Marsh
MRSH
$84.4B
$3.06M 0.01%
53,500
-9,900
-16% -$543K
SPLK
895
DELISTED
Splunk Inc
SPLK
$3.04M 0.01%
51,590
+12,210
+31% +$749K
WFT
896
DELISTED
Weatherford International plc
WFT
$3.03M 0.01%
264,289
+247,793
+1,502% +$3.71M
T icon
897
AT&T
T
$172B
$3.02M 0.01%
119,183
-27,605
-19% -$716K
NEE icon
898
PUT
NextEra Energy
NEE
$172B
$3.02M 0.01%
113,600
+16,800
+17% +$424K
RMD icon
899
PUT
ResMed
RMD
$31.7B
$3.02M 0.01%
53,800
-57,500
-52% -$3M
WU icon
900
Western Union
WU
$2.16B
$3.01M 0.01%
167,847
+26,963
+19% +$468K
34 35
36
37 38

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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.