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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
XLF icon
126
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$54.9M 0.16%
2,528,059
+1,311,537
+108% +$27.5M
BRCM
127
PUT
DELISTED
BROADCOM CORP CL-A
BRCM
$54.5M 0.16%
1,258,500
+1,122,000
+822% +$46M
CMCSA icon
128
CALL
Comcast
CMCSA
$93.4B
$54.3M 0.16%
1,873,600
-608,000
-25% -$16.7M
ABT icon
129
PUT
Abbott
ABT
$183B
$54.3M 0.16%
1,205,100
+358,000
+42% +$15.6M
V icon
130
PUT
Visa
V
$688B
$53.8M 0.16%
821,200
+25,600
+3% +$1.54M
DD icon
131
PUT
DuPont de Nemours
DD
$17.7B
$53.5M 0.16%
462,801
+263,820
+133% +$32.1M
MNST icon
132
PUT
Monster Beverage
MNST
$84.5B
$53.5M 0.16%
5,919,600
+3,444,000
+139% +$29.7M
AXP icon
133
PUT
American Express
AXP
$220B
$52.6M 0.15%
565,100
+124,300
+28% +$11.1M
USO icon
134
PUT
United States Oil Fund
USO
$1.65B
$51.7M 0.15%
317,713
+235,975
+289% +$52.3M
XOP icon
135
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.19B
$51.3M 0.15%
268,025
+260,675
+3,547% +$58M
BA icon
136
PUT
Boeing
BA
$167B
$51.2M 0.15%
394,200
-254,000
-39% -$32.2M
AIG icon
137
CALL
American International
AIG
$39B
$51.2M 0.15%
914,400
+312,100
+52% +$16.7M
CEF icon
138
Sprott Physical Gold and Silver Trust
CEF
$7.8B
$50.8M 0.15%
4,385,701
+177,192
+4% +$2.1M
MET icon
139
CALL
MetLife
MET
$60.7B
$50.6M 0.15%
1,049,968
+656,370
+167% +$31.2M
BIDU icon
140
PUT
Baidu
BIDU
$31.4B
$50.2M 0.15%
220,300
-159,000
-42% -$36.4M
EMC
141
CALL
DELISTED
EMC CORPORATION
EMC
$49.7M 0.14%
1,670,500
+149,700
+10% +$4.36M
GMCR
142
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
$48.6M 0.14%
366,900
-362,700
-50% -$51.5M
EWJ icon
143
CALL
iShares MSCI Japan ETF
EWJ
$23.5B
$48.3M 0.14%
1,075,025
+632,300
+143% +$29M
AAL icon
144
CALL
American Airlines Group
AAL
$8.55B
$48.3M 0.14%
900,400
+552,600
+159% +$23.8M
GLD icon
145
PUT
SPDR Gold Trust
GLD
$148B
$47.8M 0.14%
421,200
+196,000
+87% +$22.6M
F icon
146
Ford
F
$55.8B
$47.6M 0.14%
3,071,154
+48,741
+2% +$718K
PFE icon
147
CALL
Pfizer
PFE
$158B
$47.6M 0.14%
1,609,774
+1,285,564
+397% +$36.9M
PAY
148
CALL
DELISTED
Verifone Systems Inc
PAY
$47.2M 0.14%
1,268,200
+1,238,800
+4,214% +$43.6M
DHI icon
149
PUT
D.R. Horton
DHI
$38.7B
$47.1M 0.14%
1,862,900
-233,300
-11% -$5.46M
X
150
PUT
DELISTED
US Steel
X
$46.4M 0.14%
1,735,800
+1,035,100
+148% +$34.5M
4 5
6
7 8

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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.