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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
ICE icon
201
CALL
Intercontinental Exchange
ICE
$88.6B
$33.6M 0.1%
765,000
+5,000
+0.7% +$214K
ADBE icon
202
PUT
Adobe
ADBE
$102B
$33.2M 0.1%
456,500
+59,700
+15% +$4.18M
PEP icon
203
CALL
PepsiCo
PEP
$189B
$32.9M 0.1%
348,100
+265,400
+321% +$25.4M
XLI icon
204
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.1B
$32.9M 0.1%
581,300
+566,200
+3,750% +$31.1M
GE icon
205
GE Aerospace
GE
$347B
$32.6M 0.1%
269,253
+190,636
+242% +$23.4M
B
206
PUT
Barrick Mining
B
$72.6B
$32.6M 0.1%
3,033,200
+903,400
+42% +$11.1M
GT icon
207
PUT
Goodyear
GT
$1.68B
$32.5M 0.09%
1,138,200
+363,800
+47% +$9M
EWW icon
208
PUT
iShares MSCI Mexico ETF
EWW
$1.8B
$32.3M 0.09%
544,100
-45,400
-8% -$2.92M
UNP icon
209
PUT
Union Pacific
UNP
$171B
$32.2M 0.09%
270,400
-78,800
-23% -$9.05M
COP icon
210
PUT
ConocoPhillips
COP
$162B
$32.2M 0.09%
466,300
+125,000
+37% +$8.73M
T icon
211
PUT
AT&T
T
$175B
$32.2M 0.09%
1,268,260
-2,529,237
-67% -$65.6M
ADSK icon
212
PUT
Autodesk
ADSK
$44.4B
$31.8M 0.09%
529,600
+375,400
+243% +$21.7M
AA icon
213
PUT
Alcoa
AA
$13.7B
$31.6M 0.09%
833,958
+439,160
+111% +$17M
PEP icon
214
PUT
PepsiCo
PEP
$189B
$31.4M 0.09%
332,300
+280,300
+539% +$26.9M
SNDK
215
PUT
DELISTED
SANDISK CORP
SNDK
$31.2M 0.09%
318,000
-175,100
-36% -$16.7M
BX icon
216
PUT
Blackstone
BX
$101B
$31.1M 0.09%
937,990
-383,653
-29% -$12M
POT
217
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
$30.3M 0.09%
859,200
+183,800
+27% +$6.26M
LNG icon
218
CALL
Cheniere Energy
LNG
$57B
$30.2M 0.09%
428,500
+124,100
+41% +$8.75M
PG icon
219
Procter & Gamble
PG
$338B
$30.1M 0.09%
330,733
+138,210
+72% +$12.2M
PRU icon
220
Prudential Financial
PRU
$41.2B
$29.7M 0.09%
328,183
+301,747
+1,141% +$25.9M
TGT icon
221
PUT
Target
TGT
$73.9B
$29.7M 0.09%
390,800
-430,700
-52% -$29.1M
EOG icon
222
CALL
EOG Resources
EOG
$76.2B
$29.5M 0.09%
320,600
+208,000
+185% +$19.4M
LNKD
223
PUT
DELISTED
LinkedIn Corporation
LNKD
$29.5M 0.09%
128,200
+2,900
+2% +$629K
GLW icon
224
CALL
Corning
GLW
$143B
$29.4M 0.09%
1,281,700
+59,900
+5% +$1.22M
DG icon
225
CALL
Dollar General
DG
$28.2B
$29.2M 0.09%
413,500
-551,900
-57% -$35.9M
7 8
9
10 11

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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.