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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
SPY icon
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$2.35B 6.86%
11,445,600
+4,443,900
+63% +$893M
SPY icon
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$810B
$1.9B 5.54%
9,244,300
+2,916,500
+46% +$586M
AAPL icon
3
PUT
Apple
AAPL
$4.61T
$1.03B 3.01%
37,388,400
-23,037,200
-38% -$627M
IWM icon
4
PUT
iShares Russell 2000 ETF
IWM
$80.1B
$685M 2%
5,728,500
+435,800
+8% +$49.8M
EEM icon
5
PUT
iShares MSCI Emerging Markets ETF
EEM
$32B
$653M 1.9%
16,615,200
+3,486,800
+27% +$142M
EWZ icon
6
PUT
iShares MSCI Brazil ETF
EWZ
$8.79B
$496M 1.45%
13,551,600
-1,744,700
-11% -$70.9M
GS icon
7
PUT
Goldman Sachs
GS
$302B
$474M 1.38%
2,446,000
+800,000
+49% +$150M
C icon
8
PUT
Citigroup
C
$229B
$393M 1.15%
7,268,600
+1,636,700
+29% +$86.9M
CMG icon
9
PUT
Chipotle Mexican Grill
CMG
$46.8B
$307M 0.89%
22,395,000
+8,850,000
+65% +$116M
EWZ icon
10
CALL
iShares MSCI Brazil ETF
EWZ
$8.79B
$293M 0.85%
8,005,200
+1,149,800
+17% +$46.7M
DIS icon
11
PUT
Walt Disney
DIS
$181B
$282M 0.82%
2,992,100
+1,582,700
+112% +$143M
JPM icon
12
PUT
JPMorgan Chase
JPM
$940B
$269M 0.78%
4,293,200
+526,300
+14% +$31.7M
WFC icon
13
PUT
Wells Fargo
WFC
$266B
$266M 0.78%
4,856,600
-1,565,200
-24% -$82.9M
AAPL icon
14
Apple
AAPL
$4.61T
$264M 0.77%
9,562,468
+4,694,160
+96% +$128M
IWM icon
15
CALL
iShares Russell 2000 ETF
IWM
$80.1B
$249M 0.73%
2,080,700
-5,306,400
-72% -$607M
AMZN icon
16
CALL
Amazon
AMZN
$2.77T
$247M 0.72%
15,930,000
-2,940,000
-16% -$45.8M
MSFT icon
17
PUT
Microsoft
MSFT
$3.67T
$240M 0.7%
5,174,000
-1,791,900
-26% -$84.1M
MS icon
18
PUT
Morgan Stanley
MS
$340B
$231M 0.67%
5,952,000
+1,030,700
+21% +$36.7M
QCOM icon
19
PUT
Qualcomm
QCOM
$186B
$215M 0.63%
2,886,500
+341,500
+13% +$25M
GOOG icon
20
PUT
Alphabet (Google) Class C
GOOG
$4.1T
$211M 0.61%
8,007,926
+1,586,344
+25% +$42.6M
EWZ icon
21
iShares MSCI Brazil ETF
EWZ
$8.79B
$210M 0.61%
5,749,349
+4,572,189
+388% +$186M
CMG icon
22
CALL
Chipotle Mexican Grill
CMG
$46.8B
$209M 0.61%
15,270,000
+11,635,000
+320% +$152M
EEM icon
23
CALL
iShares MSCI Emerging Markets ETF
EEM
$32B
$209M 0.61%
5,309,500
-130,300
-2% -$5.3M
IBM icon
24
PUT
IBM
IBM
$219B
$199M 0.58%
1,296,203
+266,311
+26% +$42.4M
AAPL icon
25
CALL
Apple
AAPL
$4.61T
$192M 0.56%
6,956,000
-13,072,400
-65% -$356M
1
2 3 4 5

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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.