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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
HST icon
1426
Host Hotels & Resorts
HST
$15.1B
$1.12M ﹤0.01%
+47,180
New +$1.07M
SSYS icon
1427
Stratasys
SSYS
$672M
$1.12M ﹤0.01%
13,467
+11,181
+489% +$1.14M
UVXY icon
1428
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$316M
– –
0
– –
TJX icon
1429
CALL
TJX Companies
TJX
$139B
$1.12M ﹤0.01%
32,600
-22,600
-41% -$720K
ANF icon
1430
CALL
Abercrombie & Fitch
ANF
$6.45B
$1.12M ﹤0.01%
39,000
+8,100
+26% +$249K
TRV icon
1431
CALL
Travelers Companies
TRV
$76.5B
$1.11M ﹤0.01%
10,500
-22,900
-69% -$2.31M
LPX icon
1432
PUT
Louisiana-Pacific
LPX
$4.72B
$1.11M ﹤0.01%
67,000
+34,900
+109% +$522K
FCN icon
1433
PUT
FTI Consulting
FCN
$4.17B
$1.11M ﹤0.01%
28,700
+21,400
+293% +$814K
BRFS
1434
CALL
DELISTED
BRF SA
BRFS
$1.11M ﹤0.01%
47,500
+47,100
+11,775% +$1.15M
SE
1435
DELISTED
Spectra Energy Corp Wi
SE
$1.11M ﹤0.01%
+30,519
New +$1.15M
CAVM
1436
PUT
DELISTED
Cavium, Inc.
CAVM
$1.1M ﹤0.01%
17,800
+15,800
+790% +$836K
ADP icon
1437
Automatic Data Processing
ADP
$105B
$1.1M ﹤0.01%
13,194
+12,661
+2,375% +$1.03M
DVN icon
1438
Devon Energy
DVN
$53.9B
$1.1M ﹤0.01%
+17,971
New +$1.09M
NDAQ icon
1439
CALL
Nasdaq
NDAQ
$52.7B
$1.1M ﹤0.01%
68,700
+62,100
+941% +$913K
HON icon
1440
Honeywell
HON
$65B
$1.1M ﹤0.01%
12,224
-19,134
-61% -$1.65M
ADP icon
1441
PUT
Automatic Data Processing
ADP
$105B
$1.09M ﹤0.01%
13,100
+7,974
+156% +$646K
CMA
1442
PUT
DELISTED
Comerica
CMA
$1.09M ﹤0.01%
23,300
+18,700
+407% +$878K
VTR icon
1443
Ventas
VTR
$45.8B
$1.09M ﹤0.01%
+13,319
New +$1.05M
SE
1444
PUT
DELISTED
Spectra Energy Corp Wi
SE
$1.09M ﹤0.01%
30,000
+23,500
+362% +$885K
FTI icon
1445
PUT
TechnipFMC
FTI
$30.5B
$1.09M ﹤0.01%
31,181
+16,800
+117% +$637K
TK icon
1446
PUT
Teekay
TK
$1.21B
$1.08M ﹤0.01%
21,300
-22,500
-51% -$1.22M
UIS icon
1447
CALL
Unisys
UIS
$178M
$1.08M ﹤0.01%
36,700
-109,600
-75% -$2.76M
VNQ icon
1448
Vanguard Real Estate ETF
VNQ
$37.5B
$1.08M ﹤0.01%
13,381
+10,279
+331% +$806K
PAA icon
1449
PUT
Plains All American Pipeline
PAA
$18.2B
$1.08M ﹤0.01%
21,100
+11,500
+120% +$611K
SONC
1450
DELISTED
Sonic Corp
SONC
$1.08M ﹤0.01%
39,751
+36,445
+1,102% +$924K
56 57
58
59 60

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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.