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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+0.52%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$34.3B
AUM Growth
+$2.76B
Cap. Flow
+$2.18B
Cap. Flow %
6.37%
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 Technology 1.85%
2 Consumer Discretionary 1.26%
3 Financials 0.92%
4 Industrials 0.76%
5 Energy 0.6%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NEM icon
176
PUT
Newmont
NEM
$123B
$38.4M 0.11%
2,029,500
+201,400
+11% +$4.06M
UAL icon
177
PUT
United Airlines
UAL
$41.1B
$38.3M 0.11%
572,700
+255,300
+80% +$14.1M
AMZN icon
178
Amazon
AMZN
$2.94T
$38.2M 0.11%
2,463,920
+1,638,440
+198% +$25.5M
GMCR
179
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
$38.2M 0.11%
288,400
-203,300
-41% -$28.9M
MSFT icon
180
Microsoft
MSFT
$3.74T
$38M 0.11%
818,342
+774,581
+1,770% +$36.4M
WYNN icon
181
PUT
Wynn Resorts
WYNN
$10.7B
$38M 0.11%
255,200
+48,900
+24% +$8.4M
TWTR
182
CALL
DELISTED
Twitter, Inc.
TWTR
$37.9M 0.11%
1,057,500
+278,600
+36% +$11.9M
USB icon
183
CALL
US Bancorp
USB
$100B
$37.4M 0.11%
831,200
-379,700
-31% -$16.3M
CPRI icon
184
CALL
Capri Holdings
CPRI
$1.77B
$37M 0.11%
492,700
+170,200
+53% +$12.7M
GILD icon
185
Gilead Sciences
GILD
$169B
$36.8M 0.11%
390,544
+270,124
+224% +$27.9M
XLE icon
186
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
$36.7M 0.11%
+926,900
New +$38.5M
CDNS icon
187
PUT
Cadence Design Systems
CDNS
$90.1B
$36.6M 0.11%
1,927,400
+645,400
+50% +$11.6M
DVN icon
188
CALL
Devon Energy
DVN
$49.9B
$36.5M 0.11%
595,600
+207,900
+54% +$12.6M
HSBC icon
189
CALL
HSBC
HSBC
$355B
$36.2M 0.11%
889,804
+839,087
+1,654% +$35.8M
SLV icon
190
CALL
iShares Silver Trust
SLV
$31.5B
$35.9M 0.1%
2,386,000
+1,358,400
+132% +$21.5M
BKNG icon
191
Booking.com
BKNG
$160B
$35.6M 0.1%
781,400
+549,425
+237% +$24.8M
BKNG icon
192
CALL
Booking.com
BKNG
$160B
$35.3M 0.1%
775,000
-87,500
-10% -$3.95M
HPQ icon
193
CALL
HP
HPQ
$26.5B
$35.2M 0.1%
1,931,594
-294,188
-13% -$4.93M
WMT icon
194
CALL
Walmart Inc
WMT
$895B
$35.1M 0.1%
1,227,000
-477,300
-28% -$12.9M
XRT icon
195
CALL
State Street SPDR S&P Retail ETF
XRT
$647M
$35.1M 0.1%
731,000
+460,400
+170% +$20.7M
GE icon
196
CALL
GE Aerospace
GE
$382B
$34.5M 0.1%
284,594
+17,214
+6% +$2.12M
HYG icon
197
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
$34.4M 0.1%
383,700
+283,700
+284% +$25.8M
F icon
198
CALL
Ford
F
$56.2B
$34.2M 0.1%
2,207,900
+978,200
+80% +$14.4M
LVS icon
199
CALL
Las Vegas Sands
LVS
$29.6B
$34M 0.1%
584,500
+379,600
+185% +$22.9M
AGN
200
CALL
DELISTED
Allergan plc
AGN
$33.7M 0.1%
+131,100
New +$32.8M
6 7
8
9 10

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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 deployed $2.18B of net new capital in Q4 2014, opening 2,582 new positions and adding to 1,916 existing holdings. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M.

By sector, the portfolio is most concentrated in Technology at 1.8% of assets, up from 1.3% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Walgreens Boots Alliance, an estimated $50.6M trimmed.

  • 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.