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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
APOL
1101
PUT
DELISTED
Apollo Education Group Inc Class A
APOL
$1.91M 0.01%
56,100
-20,800
-27% -$613K
JOY
1102
PUT
DELISTED
Joy Global Inc
JOY
$1.91M 0.01%
41,100
-1,000
-2% -$51.1K
ADM icon
1103
PUT
Archer Daniels Midland
ADM
$41.7B
$1.91M 0.01%
36,700
+29,700
+424% +$1.48M
XLU icon
1104
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.3B
$1.91M 0.01%
80,800
-472,000
-85% -$10.7M
EIX icon
1105
PUT
Edison International
EIX
$22.1B
$1.9M 0.01%
29,000
+27,800
+2,317% +$1.73M
LOCO icon
1106
PUT
El Pollo Loco
LOCO
$459M
$1.9M 0.01%
+95,000
New +$2.86M
AMBA icon
1107
PUT
Ambarella
AMBA
$3.04B
$1.89M 0.01%
37,400
-182,600
-83% -$8.53M
CMPR icon
1108
PUT
Cimpress
CMPR
$2.08B
$1.89M 0.01%
25,300
-66,800
-73% -$4.33M
MS icon
1109
Morgan Stanley
MS
$338B
$1.89M 0.01%
48,709
+29,774
+157% +$1.06M
STI
1110
PUT
DELISTED
SunTrust Banks, Inc.
STI
$1.89M 0.01%
45,000
+43,300
+2,547% +$1.7M
AKS
1111
DELISTED
AK Steel Holding Corp
AKS
$1.88M 0.01%
316,978
+158,116
+100% +$994K
KMI icon
1112
Kinder Morgan
KMI
$69.9B
$1.88M 0.01%
44,339
+43,791
+7,991% +$1.72M
EGO icon
1113
PUT
Eldorado Gold
EGO
$11.6B
$1.87M 0.01%
61,680
+1,600
+3% +$51.8K
CB icon
1114
Chubb
CB
$130B
$1.86M 0.01%
16,198
+16,173
+64,692% +$1.79M
GLNG icon
1115
CALL
Golar LNG
GLNG
$5.3B
$1.86M 0.01%
51,000
+49,500
+3,300% +$2.35M
KMB icon
1116
Kimberly-Clark
KMB
$32.8B
$1.86M 0.01%
16,062
+11,679
+266% +$1.3M
EA
1117
CALL
DELISTED
Electronic Arts
EA
$1.85M 0.01%
39,400
+37,700
+2,218% +$1.55M
YPF icon
1118
PUT
YPF Sociedad Anonima ADS
YPF
$21.4B
$1.85M 0.01%
+70,000
New +$2.17M
LNC icon
1119
CALL
Lincoln National
LNC
$8.34B
$1.85M 0.01%
32,100
-14,600
-31% -$795K
BCE icon
1120
PUT
BCE
BCE
$21.8B
$1.84M 0.01%
40,100
+34,400
+604% +$1.54M
UAA icon
1121
CALL
Under Armour
UAA
$2.1B
$1.84M 0.01%
54,200
-454,200
-89% -$15.3M
HIG icon
1122
Hartford Financial Services
HIG
$37B
$1.83M 0.01%
44,017
+36,621
+495% +$1.45M
ADI icon
1123
PUT
Analog Devices
ADI
$177B
$1.83M 0.01%
33,000
+20,700
+168% +$1.06M
LULU icon
1124
CALL
lululemon athletica
LULU
$11B
$1.83M 0.01%
32,800
-24,100
-42% -$1.1M
SKX
1125
CALL
DELISTED
Skechers
SKX
$1.83M 0.01%
99,600
-403,500
-80% -$7.54M
43 44
45
46 47

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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.