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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
TREX icon
3376
PUT
Trex
TREX
$4.63B
$111K ﹤0.01%
+10,400
New +$104K
AMJ
3377
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$111K ﹤0.01%
+2,400
New +$117K
HCR
3378
PUT
DELISTED
Hi-Crush Inc. Common Stock
HCR
$111K ﹤0.01%
3,600
-3,400
-49% -$142K
MJN
3379
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
$111K ﹤0.01%
+1,100
New +$110K
RDEN
3380
CALL
DELISTED
ELIZABETH ARDEN INC
RDEN
$111K ﹤0.01%
5,200
+3,200
+160% +$56.8K
AL
3381
PUT
DELISTED
Air Lease Corp
AL
$110K ﹤0.01%
3,200
+1,600
+100% +$56.3K
EGHT icon
3382
CALL
8x8 Inc
EGHT
$257M
$110K ﹤0.01%
12,000
+11,500
+2,300% +$88.1K
MTN icon
3383
Vail Resorts
MTN
$4.64B
$110K ﹤0.01%
1,202
-865
-42% -$75K
OXM icon
3384
PUT
Oxford Industries
OXM
$459M
$110K ﹤0.01%
2,000
-600
-23% -$36.6K
SBAC icon
3385
PUT
SBA Communications
SBAC
$19.8B
$110K ﹤0.01%
1,000
-1,200
-55% -$135K
DNR
3386
DELISTED
Denbury Resources, Inc.
DNR
$110K ﹤0.01%
13,538
+10,765
+388% +$112K
CALL
3387
PUT
DELISTED
magicJack VocalTec Ltd
CALL
$110K ﹤0.01%
13,500
-14,000
-51% -$121K
EVEP
3388
PUT
DELISTED
EV Energy Partners, L.P.
EVEP
$110K ﹤0.01%
5,700
+1,600
+39% +$45.9K
CPRT icon
3389
CALL
Copart
CPRT
$29.7B
$109K ﹤0.01%
24,000
-15,200
-39% -$65.2K
CWEN icon
3390
PUT
Clearway Energy Class C
CWEN
$6.58B
$109K ﹤0.01%
+4,600
New +$107K
IFF icon
3391
International Flavors & Fragrances
IFF
$21.5B
$109K ﹤0.01%
1,080
-679
-39% -$67.1K
IMOS
3392
PUT
ChipMOS TECHNOLOGIES
IMOS
$2.03B
$109K ﹤0.01%
4,265
-4,357
-51% -$104K
NOG icon
3393
PUT
Northern Oil and Gas
NOG
$2.74B
$109K ﹤0.01%
1,920
+170
+10% +$16.3K
TMX
3394
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
$109K ﹤0.01%
+6,121
New +$102K
NE
3395
DELISTED
Noble Corporation
NE
$109K ﹤0.01%
6,568
-44,131
-87% -$841K
GIMO
3396
PUT
DELISTED
Gigamon Inc.
GIMO
$109K ﹤0.01%
6,200
+3,900
+170% +$55K
FIG
3397
CALL
DELISTED
Fortress Investment Group Llc
FIG
$109K ﹤0.01%
+13,600
New +$99.9K
SWY
3398
DELISTED
SAFEWAY INC
SWY
$109K ﹤0.01%
+3,096
New +$107K
BPT
3399
CALL
DELISTED
BP Prudhoe Bay Royalty Trust
BPT
$108K ﹤0.01%
1,600
-400
-20% -$31.8K
EWI icon
3400
iShares MSCI Italy ETF
EWI
$1.11B
$108K ﹤0.01%
+3,968
New +$114K
134 135
136
137 138

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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.