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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
DAL icon
151
CALL
Delta Air Lines
DAL
$51.9B
$46.2M 0.13%
938,200
+836,300
+821% +$35.2M
AMTD
152
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
$46.1M 0.13%
1,287,100
+228,900
+22% +$7.76M
TSLA icon
153
CALL
Tesla
TSLA
$1.45T
$46M 0.13%
3,105,000
+804,000
+35% +$12.6M
MSFT icon
154
CALL
Microsoft
MSFT
$3.67T
$44.8M 0.13%
964,200
-1,270,900
-57% -$59.7M
TLT icon
155
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$47.1B
$44.6M 0.13%
354,200
+154,100
+77% +$18.7M
LLY icon
156
PUT
Eli Lilly
LLY
$1T
$44.5M 0.13%
645,100
+489,300
+314% +$33M
TSLA icon
157
PUT
Tesla
TSLA
$1.45T
$44.5M 0.13%
3,000,000
-2,403,000
-44% -$37.6M
ORCL icon
158
CALL
Oracle
ORCL
$468B
$44.3M 0.13%
984,400
+161,500
+20% +$6.57M
VXX
159
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$43.5M 0.13%
86,320
+29,768
+53% +$14.6M
RIO icon
160
PUT
Rio Tinto
RIO
$169B
$43.1M 0.13%
936,100
+906,600
+3,073% +$42.7M
LYB icon
161
PUT
LyondellBasell Industries
LYB
$20.9B
$43M 0.13%
542,000
+502,200
+1,262% +$43.5M
LVS icon
162
PUT
Las Vegas Sands
LVS
$28.5B
$42.8M 0.12%
736,300
+161,800
+28% +$9.75M
IBM icon
163
IBM
IBM
$219B
$42.5M 0.12%
277,149
+176,882
+176% +$28.1M
ULTA icon
164
PUT
Ulta Beauty
ULTA
$23.5B
$41.4M 0.12%
324,000
+209,800
+184% +$25.7M
AMGN icon
165
PUT
Amgen
AMGN
$213B
$40.3M 0.12%
252,900
-398,300
-61% -$62.1M
FDX icon
166
PUT
FedEx
FDX
$74.3B
$40.1M 0.12%
230,900
-81,100
-26% -$13.7M
TBT icon
167
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$302M
$39.5M 0.12%
850,400
+825,000
+3,248% +$42.1M
VALE icon
168
PUT
Vale
VALE
$66.2B
$39.4M 0.12%
4,820,600
+3,380,300
+235% +$31.6M
DHR icon
169
PUT
Danaher
DHR
$144B
$39.2M 0.11%
681,129
+155,924
+30% +$8.46M
GLW icon
170
Corning
GLW
$143B
$38.9M 0.11%
1,694,463
+1,323,264
+356% +$26.9M
KMI icon
171
CALL
Kinder Morgan
KMI
$71.2B
$38.8M 0.11%
917,400
-504,100
-35% -$19.9M
HAL icon
172
PUT
Halliburton
HAL
$30.7B
$38.8M 0.11%
985,300
-274,400
-22% -$13.4M
WFM
173
CALL
DELISTED
Whole Foods Market Inc
WFM
$38.7M 0.11%
766,800
-334,000
-30% -$14.7M
AAL icon
174
American Airlines Group
AAL
$8.55B
$38.6M 0.11%
719,667
+311,406
+76% +$13.4M
TPR icon
175
PUT
Tapestry
TPR
$23.4B
$38.5M 0.11%
1,026,000
+532,700
+108% +$18.8M
5 6
7
8 9

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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.