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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
DIS icon
76
CALL
Walt Disney
DIS
$181B
$87.6M 0.26%
930,300
+89,400
+11% +$8.06M
WBA
77
PUT
DELISTED
Walgreens Boots Alliance
WBA
$87M 0.25%
1,142,300
+198,900
+21% +$13.3M
YHOO
78
PUT
DELISTED
Yahoo Inc
YHOO
$86.6M 0.25%
1,713,800
-4,253,800
-71% -$200M
XHB icon
79
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.38B
$85.9M 0.25%
2,517,300
+436,100
+21% +$13.8M
BABA icon
80
PUT
Alibaba
BABA
$280B
$85.7M 0.25%
824,200
-352,500
-30% -$36.2M
CVX icon
81
PUT
Chevron
CVX
$412B
$85.6M 0.25%
762,900
+189,400
+33% +$21.5M
MNST icon
82
CALL
Monster Beverage
MNST
$84.5B
$85.3M 0.25%
9,448,800
+7,766,400
+462% +$67M
MS icon
83
CALL
Morgan Stanley
MS
$340B
$84.5M 0.25%
2,178,400
-307,000
-12% -$10.9M
GE icon
84
PUT
GE Aerospace
GE
$347B
$84.4M 0.25%
696,931
+283,238
+68% +$34.8M
MU icon
85
PUT
Micron Technology
MU
$1.13T
$84.1M 0.25%
2,403,300
+1,508,500
+169% +$49.9M
T icon
86
CALL
AT&T
T
$175B
$82.9M 0.24%
3,269,088
+1,847,774
+130% +$47.9M
PNRA
87
PUT
DELISTED
Panera Bread Co
PNRA
$82.6M 0.24%
472,800
-49,600
-9% -$8.27M
HPQ icon
88
PUT
HP
HPQ
$28.1B
$82.5M 0.24%
4,528,193
-3,054,834
-40% -$51.2M
VXX
89
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$82.3M 0.24%
163,206
-83,738
-34% -$41.1M
EBAY icon
90
CALL
eBay
EBAY
$46.5B
$80.7M 0.24%
3,414,550
+1,474,784
+76% +$33.5M
TLT icon
91
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$79.6M 0.23%
631,800
-25,300
-4% -$3.07M
GM icon
92
PUT
General Motors
GM
$75.3B
$76.8M 0.22%
2,201,100
-551,200
-20% -$17.6M
CAT icon
93
PUT
Caterpillar
CAT
$378B
$76.7M 0.22%
837,600
-402,100
-32% -$39.1M
GDX icon
94
PUT
VanEck Gold Miners ETF
GDX
$29.9B
$74.6M 0.22%
4,059,900
-147,100
-3% -$2.84M
UPS icon
95
PUT
United Parcel Service
UPS
$85.5B
$73.8M 0.22%
663,900
+376,800
+131% +$39.8M
MGM icon
96
CALL
MGM Resorts International
MGM
$10.2B
$73.3M 0.21%
3,430,400
+2,405,600
+235% +$52.3M
GOOG icon
97
CALL
Alphabet (Google) Class C
GOOG
$4.1T
$73M 0.21%
2,779,611
+2,398,568
+629% +$64.4M
MRK icon
98
PUT
Merck
MRK
$366B
$71M 0.21%
1,310,314
+759,695
+138% +$42.3M
BAC icon
99
CALL
Bank of America
BAC
$436B
$70.3M 0.21%
3,926,800
+632,500
+19% +$10.8M
WFM
100
PUT
DELISTED
Whole Foods Market Inc
WFM
$70.1M 0.2%
1,390,700
+539,000
+63% +$23.7M
2 3
4
5 6

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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.