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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
ABG icon
4001
PUT
Asbury Automotive
ABG
$3.81B
$46K ﹤0.01%
600
-11,500
-95% -$825K
ACTG icon
4002
CALL
Acacia Research
ACTG
$445M
$46K ﹤0.01%
2,700
-50,200
-95% -$869K
BOIL icon
4003
CALL
ProShares Ultra Bloomberg Natural Gas
BOIL
$387M
– –
-1
Closed -$1.19M
FICO icon
4004
Fair Isaac
FICO
$21.2B
$46K ﹤0.01%
641
+333
+108% +$21.9K
FMC icon
4005
PUT
FMC
FMC
$1.54B
$46K ﹤0.01%
922
-1,845
-67% -$90K
IAU icon
4006
CALL
iShares Gold Trust
IAU
$65.2B
$46K ﹤0.01%
+2,000
New +$46.5K
IBCP icon
4007
PUT
Independent Bank Corp
IBCP
$816M
$46K ﹤0.01%
3,500
+1,500
+75% +$18.3K
KBE icon
4008
State Street SPDR S&P Bank ETF
KBE
$1.58B
$46K ﹤0.01%
+1,359
New +$44.3K
WRB icon
4009
PUT
W.R. Berkley
WRB
$26B
$46K ﹤0.01%
3,038
– –
POLY
4010
DELISTED
Plantronics, Inc.
POLY
$46K ﹤0.01%
875
-1,603
-65% -$80.6K
GLUU
4011
PUT
DELISTED
Glu Mobile Inc.
GLUU
$46K ﹤0.01%
11,500
-700
-6% -$2.85K
LINE
4012
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$46K ﹤0.01%
4,600
-14,400
-76% -$296K
RAS
4013
CALL
DELISTED
RAIT Financial Trust
RAS
$46K ﹤0.01%
+6,000
New +$44.2K
VNR
4014
DELISTED
Vanguard Natural Resources, LLC
VNR
$46K ﹤0.01%
+3,074
New +$68.7K
ABG icon
4015
Asbury Automotive
ABG
$3.81B
$45K ﹤0.01%
590
-2,258
-79% -$162K
CDE icon
4016
PUT
Coeur Mining
CDE
$21.6B
$45K ﹤0.01%
+9,000
New +$40.1K
DAR icon
4017
CALL
Darling Ingredients
DAR
$10.7B
$45K ﹤0.01%
2,500
-4,500
-64% -$81.4K
LPL icon
4018
CALL
LG Display
LPL
$3.22B
$45K ﹤0.01%
3,000
-33,300
-92% -$512K
RRX icon
4019
PUT
Regal Rexnord
RRX
$10.6B
$45K ﹤0.01%
600
-100
-14% -$7.03K
URA icon
4020
PUT
Global X Uranium ETF
URA
$6.56B
$45K ﹤0.01%
1,950
+1,150
+144% +$28.2K
WKC icon
4021
World Kinect Corp
WKC
$1.82B
$45K ﹤0.01%
962
-2,657
-73% -$115K
PDCE
4022
PUT
DELISTED
PDC Energy, Inc.
PDCE
$45K ﹤0.01%
1,100
-600
-35% -$24.2K
EV
4023
PUT
DELISTED
Eaton Vance Corp.
EV
$45K ﹤0.01%
+1,100
New +$43.2K
SDLP
4024
PUT
DELISTED
SEADRILL PARTNERS LLC
SDLP
$45K ﹤0.01%
+280
New +$62.8K
TW
4025
PUT
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$45K ﹤0.01%
400
-1,100
-73% -$121K
159 160
161
162 163

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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.