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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
CS
2751
PUT
DELISTED
Credit Suisse Group
CS
$225K ﹤0.01%
9,000
-11,700
-57% -$307K
IWO icon
2752
PUT
iShares Russell 2000 Growth ETF
IWO
$14.4B
$224K ﹤0.01%
1,600
+100
+7% +$13.5K
RNR icon
2753
CALL
RenaissanceRe
RNR
$13.4B
$224K ﹤0.01%
+2,300
New +$229K
SBY
2754
CALL
DELISTED
Silver Bay Realty Trust Corp.
SBY
$224K ﹤0.01%
+13,500
New +$223K
STLD icon
2755
CALL
Steel Dynamics
STLD
$34.5B
$223K ﹤0.01%
11,300
+10,300
+1,030% +$222K
VBR icon
2756
PUT
Vanguard Morningstar Small-Cap Value ETF
VBR
$36.7B
$223K ﹤0.01%
+2,100
New +$217K
ATVI
2757
DELISTED
Activision Blizzard
ATVI
$222K ﹤0.01%
+11,025
New +$222K
FE icon
2758
FirstEnergy
FE
$26.7B
$221K ﹤0.01%
5,664
-32,088
-85% -$1.18M
IRM icon
2759
Iron Mountain
IRM
$34.3B
$221K ﹤0.01%
+5,721
New +$208K
NNN icon
2760
PUT
NNN REIT
NNN
$8.47B
$221K ﹤0.01%
5,600
+300
+6% +$11.4K
AXE
2761
DELISTED
Anixter International Inc
AXE
$221K ﹤0.01%
2,501
+962
+63% +$81.4K
SIAL
2762
DELISTED
SIGMA - ALDRICH CORP
SIAL
$221K ﹤0.01%
1,608
-2,312
-59% -$314K
AOS icon
2763
CALL
A.O. Smith
AOS
$7.86B
$220K ﹤0.01%
+7,800
New +$204K
AWI icon
2764
PUT
Armstrong World Industries
AWI
$7.07B
$220K ﹤0.01%
4,300
+800
+23% +$39.6K
GPC icon
2765
Genuine Parts
GPC
$18.6B
$220K ﹤0.01%
2,064
-842
-29% -$82.5K
MT icon
2766
PUT
ArcelorMittal
MT
$58B
$220K ﹤0.01%
8,703
+1,531
+21% +$42.5K
VOYA icon
2767
PUT
Voya Financial
VOYA
$9.25B
$220K ﹤0.01%
5,200
-31,600
-86% -$1.26M
RGP
2768
CALL
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
$220K ﹤0.01%
9,200
-400
-4% -$11.3K
IWV icon
2769
iShares Russell 3000 ETF
IWV
$20.3B
$218K ﹤0.01%
+1,785
New +$213K
UTEK
2770
DELISTED
Ultratech Inc.
UTEK
$218K ﹤0.01%
11,772
+2,348
+25% +$45.6K
ARCC icon
2771
CALL
Ares Capital
ARCC
$14.1B
$217K ﹤0.01%
+13,900
New +$222K
FTK icon
2772
CALL
Flotek Industries
FTK
$1.01B
$217K ﹤0.01%
1,933
-10,667
-85% -$1.32M
IAU icon
2773
PUT
iShares Gold Trust
IAU
$65.2B
$217K ﹤0.01%
9,500
+8,500
+850% +$198K
NXST icon
2774
Nexstar Media Group
NXST
$5.08B
$217K ﹤0.01%
+4,193
New +$194K
SCCO icon
2775
Southern Copper
SCCO
$177B
$217K ﹤0.01%
8,405
-5,627
-40% -$150K
109 110
111
112 113

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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.