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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
NES
4051
DELISTED
NUVERRA ENVIRONMENTAL INC NEW COM STK (DE)
NES
$43K ﹤0.01%
7,807
+6,655
+578% +$58.4K
WPZ
4052
PUT
DELISTED
Williams Partners L.P.
WPZ
$43K ﹤0.01%
849
-1,273
-60% -$72K
UN
4053
PUT
DELISTED
Unilever NV New York Registry Shares
UN
$43K ﹤0.01%
1,100
-2,400
-69% -$93.9K
NTT
4054
DELISTED
Nippon Telegraph & Telephone
NTT
$43K ﹤0.01%
1,688
+1,601
+1,840% +$45K
HI
4055
DELISTED
Hillenbrand
HI
$42K ﹤0.01%
1,220
+1,187
+3,597% +$38.7K
MOH icon
4056
CALL
Molina Healthcare
MOH
$10.1B
$42K ﹤0.01%
800
-2,700
-77% -$131K
MTDR icon
4057
PUT
Matador Resources
MTDR
$7.51B
$42K ﹤0.01%
2,100
-4,000
-66% -$83K
NMM icon
4058
CALL
Navios Maritime Partners
NMM
$2.58B
$42K ﹤0.01%
+273
New +$56.8K
QUAD icon
4059
PUT
Quad
QUAD
$522M
$42K ﹤0.01%
+1,800
New +$38K
RYN icon
4060
Rayonier
RYN
$6.09B
$42K ﹤0.01%
1,653
+222
+16% +$5.95K
SBS icon
4061
Sabesp
SBS
$18.2B
$42K ﹤0.01%
+34,074
New +$48.6K
ABB
4062
PUT
DELISTED
ABB Ltd
ABB
$42K ﹤0.01%
2,000
-2,000
-50% -$43.3K
ELLI
4063
DELISTED
Ellie Mae Inc
ELLI
$42K ﹤0.01%
1,034
-2,629
-72% -$102K
RALY
4064
DELISTED
RALLY SOFTWARE DEV CORP
RALY
$42K ﹤0.01%
+3,721
New +$38.6K
STMP
4065
DELISTED
Stamps.com, Inc.
STMP
$42K ﹤0.01%
+882
New +$36.8K
ANGI icon
4066
PUT
Angi Inc
ANGI
$191M
$41K ﹤0.01%
660
+60
+10% +$4.01K
FR icon
4067
CALL
First Industrial Realty Trust
FR
$8.08B
$41K ﹤0.01%
+2,000
New +$38.5K
HXL icon
4068
PUT
Hexcel
HXL
$6.84B
$41K ﹤0.01%
1,000
-6,500
-87% -$268K
IWN icon
4069
CALL
iShares Russell 2000 Value ETF
IWN
$14.3B
$41K ﹤0.01%
400
-1,700
-81% -$167K
IYM icon
4070
PUT
iShares US Basic Materials ETF
IYM
$1.21B
$41K ﹤0.01%
+500
New +$41.6K
JAKK icon
4071
CALL
Jakks Pacific
JAKK
$273M
$41K ﹤0.01%
+600
New +$42.1K
KRC icon
4072
PUT
Kilroy Realty
KRC
$4.1B
$41K ﹤0.01%
+600
New +$39.9K
PBT
4073
CALL
Permian Basin Royalty Trust
PBT
$1.64B
$41K ﹤0.01%
+4,200
New +$47.8K
PBT
4074
PUT
Permian Basin Royalty Trust
PBT
$1.64B
$41K ﹤0.01%
+4,300
New +$49K
PLAB icon
4075
PUT
Photronics
PLAB
$1.72B
$41K ﹤0.01%
5,000
+3,000
+150% +$25.7K
161 162
163
164 165

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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.