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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
RGA icon
3476
Reinsurance Group of America
RGA
$16B
$98K ﹤0.01%
+1,116
New +$93.3K
BERY
3477
PUT
DELISTED
Berry Global Group, Inc.
BERY
$98K ﹤0.01%
3,376
-5,663
-63% -$142K
IOC
3478
PUT
DELISTED
Interoil Corporation
IOC
$98K ﹤0.01%
2,000
– –
AXLL
3479
PUT
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$98K ﹤0.01%
2,300
+600
+35% +$24.4K
CYH icon
3480
CALL
Community Health Systems
CYH
$416M
$97K ﹤0.01%
2,178
-7,018
-76% -$300K
IVR icon
3481
CALL
Invesco Mortgage Capital
IVR
$763M
$97K ﹤0.01%
630
+610
+3,050% +$98.5K
LZB icon
3482
CALL
La-Z-Boy
LZB
$1.26B
$97K ﹤0.01%
3,600
-200
-5% -$4.73K
MBI icon
3483
CALL
MBIA
MBI
$233M
$97K ﹤0.01%
10,000
-34,300
-77% -$331K
SNCR
3484
CALL
DELISTED
Synchronoss Technologies
SNCR
$97K ﹤0.01%
256
-2,822
-92% -$1.14M
TDW icon
3485
PUT
Tidewater
TDW
$4.63B
$97K ﹤0.01%
93
+77
+481% +$87.2K
SNP
3486
PUT
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$97K ﹤0.01%
1,200
-2,100
-64% -$174K
SN
3487
CALL
DELISTED
Sanchez Energy Corporation
SN
$97K ﹤0.01%
10,300
+2,800
+37% +$41.9K
NSH
3488
PUT
DELISTED
NuStar GP Holdings LLC
NSH
$97K ﹤0.01%
2,800
-200
-7% -$7.39K
BBEP
3489
CALL
DELISTED
BREITBURN ENERGY PARTNERS LP COM UNITS RPTNG LTD PRTNRSHIP
BBEP
$97K ﹤0.01%
13,778
+8,478
+160% +$116K
ORIG
3490
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$97K ﹤0.01%
+1
New +$112K
IPCM
3491
CALL
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$97K ﹤0.01%
+2,100
New +$91.4K
CP icon
3492
CALL
Canadian Pacific Kansas City
CP
$79.2B
$96K ﹤0.01%
2,500
-500
-17% -$19.8K
HIMX
3493
CALL
Himax Technologies
HIMX
$2.43B
$96K ﹤0.01%
12,000
-4,500
-27% -$35.5K
VJET
3494
DELISTED
VOXELJET AG American Depositary Shares (each representing one Ordinary Share)
VJET
$96K ﹤0.01%
+2,367
New +$133K
HCR
3495
CALL
DELISTED
Hi-Crush Inc. Common Stock
HCR
$96K ﹤0.01%
+3,100
New +$129K
NFX
3496
DELISTED
Newfield Exploration
NFX
$96K ﹤0.01%
3,543
+2,517
+245% +$74.8K
TRLA
3497
CALL
DELISTED
TRULIA INC (DEL)
TRLA
$96K ﹤0.01%
2,100
-400
-16% -$18.8K
PEI
3498
CALL
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$96K ﹤0.01%
273
+180
+194% +$59K
DDC
3499
PUT
DELISTED
Dominion Diamond Corporation
DDC
$96K ﹤0.01%
+5,300
New +$82.2K
FIVE icon
3500
Five Below
FIVE
$13.6B
$95K ﹤0.01%
2,331
-33,841
-94% -$1.37M
138 139
140
141 142

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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.