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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
EXPR
3576
PUT
DELISTED
Express, Inc.
EXPR
$87K ﹤0.01%
+295
New +$85.1K
ATW
3577
DELISTED
Atwood Oceanics
ATW
$87K ﹤0.01%
3,077
-7,467
-71% -$266K
ALR
3578
PUT
DELISTED
Alere Inc
ALR
$87K ﹤0.01%
2,300
-8,000
-78% -$309K
PBY
3579
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$87K ﹤0.01%
8,824
+4,998
+131% +$46.3K
UN
3580
DELISTED
Unilever NV New York Registry Shares
UN
$87K ﹤0.01%
2,217
+834
+60% +$32.6K
LTC
3581
PUT
LTC Properties
LTC
$2.29B
$86K ﹤0.01%
+2,000
New +$81.8K
SHOO icon
3582
CALL
Steven Madden
SHOO
$3.18B
$86K ﹤0.01%
+4,050
New +$86.4K
WLK icon
3583
PUT
Westlake Corp
WLK
$9.17B
$86K ﹤0.01%
1,400
-4,300
-75% -$293K
XPRO icon
3584
PUT
Expro Ltd
XPRO
$2.04B
$86K ﹤0.01%
867
+384
+80% +$40.8K
LL
3585
PUT
DELISTED
LL Flooring Holdings, Inc.
LL
$86K ﹤0.01%
1,300
-5,300
-80% -$307K
REGI
3586
DELISTED
Renewable Energy Group, Inc.
REGI
$86K ﹤0.01%
+8,855
New +$88.3K
BAS
3587
DELISTED
Basis Energy Services, Inc.
BAS
$86K ﹤0.01%
22
+17
+340% +$107K
BR icon
3588
Broadridge
BR
$19.2B
$85K ﹤0.01%
+1,837
New +$80.4K
KODK icon
3589
PUT
Kodak
KODK
$882M
$85K ﹤0.01%
+3,900
New +$81.1K
MTG icon
3590
CALL
MGIC Investment
MTG
$6.33B
$85K ﹤0.01%
9,000
-160,700
-95% -$1.41M
RES icon
3591
CALL
RPC Inc
RES
$1.46B
$85K ﹤0.01%
6,500
+4,700
+261% +$72.4K
EV
3592
CALL
DELISTED
Eaton Vance Corp.
EV
$85K ﹤0.01%
+2,100
New +$82.6K
ADT
3593
DELISTED
ADT Corp
ADT
$85K ﹤0.01%
+2,352
New +$80.9K
CMLP
3594
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
$85K ﹤0.01%
5,615
+445
+9% +$8.5K
ROSE
3595
DELISTED
ROSETTA RESOURCES INC
ROSE
$85K ﹤0.01%
+3,788
New +$123K
GCO icon
3596
CALL
Genesco
GCO
$381M
$84K ﹤0.01%
+1,100
New +$83.5K
LKQ icon
3597
LKQ Corp
LKQ
$6.12B
$84K ﹤0.01%
2,988
-807
-21% -$22.5K
MORN icon
3598
CALL
Morningstar
MORN
$7.43B
$84K ﹤0.01%
+1,300
New +$86.1K
CVA
3599
PUT
DELISTED
Covanta Holding Corporation
CVA
$84K ﹤0.01%
3,800
-144,200
-97% -$3.25M
TEG
3600
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$84K ﹤0.01%
1,080
+843
+356% +$61K
142 143
144
145 146

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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.