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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
RTN
801
PUT
DELISTED
Raytheon Company
RTN
$3.84M 0.01%
35,500
+25,500
+255% +$2.63M
AMAT icon
802
Applied Materials
AMAT
$372B
$3.83M 0.01%
153,796
+110,865
+258% +$2.5M
EXC icon
803
PUT
Exelon
EXC
$45B
$3.83M 0.01%
144,686
+133,610
+1,206% +$3.43M
AEP icon
804
PUT
American Electric Power
AEP
$67.9B
$3.81M 0.01%
62,700
+36,100
+136% +$2.07M
IYT icon
805
CALL
iShares US Transportation ETF
IYT
$2.1B
$3.81M 0.01%
92,800
+56,400
+155% +$2.22M
QIHU
806
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$3.81M 0.01%
66,457
-64,461
-49% -$4.25M
USB icon
807
US Bancorp
USB
$96.8B
$3.79M 0.01%
84,287
-84,680
-50% -$3.64M
GEN icon
808
Gen Digital
GEN
$17.8B
$3.79M 0.01%
147,533
-99,126
-40% -$2.47M
FITB
809
CALL
Fifth Third Bancorp
FITB
$49.1B
$3.75M 0.01%
184,200
-69,000
-27% -$1.37M
QEP
810
PUT
DELISTED
QEP RESOURCES, INC.
QEP
$3.75M 0.01%
185,600
-22,900
-11% -$534K
CNX icon
811
PUT
CNX Resources
CNX
$5.44B
$3.74M 0.01%
132,840
-118,440
-47% -$3.59M
TYC
812
CALL
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
$3.74M 0.01%
81,557
+78,597
+2,655% +$3.5M
QLIK
813
PUT
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$3.74M 0.01%
121,000
+70,000
+137% +$2M
CME icon
814
CME Group
CME
$98.8B
$3.73M 0.01%
42,062
-16,955
-29% -$1.44M
SHW icon
815
Sherwin-Williams
SHW
$77.8B
$3.71M 0.01%
42,270
+33,309
+372% +$2.62M
MSI icon
816
PUT
Motorola Solutions
MSI
$76.1B
$3.7M 0.01%
55,200
-200
-0.4% -$12.8K
VIPS icon
817
PUT
Vipshop
VIPS
$5.95B
$3.7M 0.01%
189,200
-365,800
-66% -$7.72M
PAYX icon
818
PUT
Paychex
PAYX
$40.8B
$3.69M 0.01%
80,000
-84,700
-51% -$3.91M
BKS
819
DELISTED
Barnes & Noble
BKS
$3.68M 0.01%
242,062
+121,925
+101% +$1.73M
ARUN
820
PUT
DELISTED
ARUBA NETWORKS, INC.
ARUN
$3.68M 0.01%
202,400
+178,000
+730% +$3.55M
HRB icon
821
PUT
H&R Block
HRB
$5.56B
$3.67M 0.01%
108,800
-118,700
-52% -$3.8M
SPLK
822
CALL
DELISTED
Splunk Inc
SPLK
$3.67M 0.01%
62,100
-15,100
-20% -$927K
FSLR icon
823
CALL
First Solar
FSLR
$21.8B
$3.66M 0.01%
82,200
-38,700
-32% -$1.97M
BLK icon
824
PUT
Blackrock
BLK
$166B
$3.65M 0.01%
10,200
-3,500
-26% -$1.2M
WLB
825
DELISTED
Westmoreland Coal Company
WLB
$3.64M 0.01%
109,597
+105,493
+2,570% +$3.69M
31 32
33
34 35

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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.