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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
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
AUM
$34.3B
AUM Growth
+$2.76B
Cap. Flow
+$2.18B
Cap. Flow %
6.37%
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 Technology 1.89%
2 Consumer Discretionary 1.28%
3 Financials 0.92%
4 Industrials 0.77%
5 Energy 0.65%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MUR icon
2676
CALL
Murphy Oil
MUR
$4.96B
$242K ﹤0.01%
4,800
-2,500
-34% -$128K
WEC icon
2677
PUT
WEC Energy
WEC
$36B
$242K ﹤0.01%
+4,600
New +$226K
ZVO
2678
DELISTED
Zovio Inc. Common Stock
ZVO
$242K ﹤0.01%
21,416
+10,134
+90% +$115K
TUMI
2679
PUT
DELISTED
TUMI HLDGS INC COM
TUMI
$242K ﹤0.01%
10,200
+2,900
+40% +$61.4K
APL
2680
DELISTED
ATLAS PIPELINE PARTNERS LP UTS
APL
$242K ﹤0.01%
8,861
-3,879
-30% -$125K
MBT
2681
CALL
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$242K ﹤0.01%
33,900
+16,500
+95% +$198K
WAB icon
2682
Wabtec
WAB
$50.5B
$241K ﹤0.01%
2,771
-1,694
-38% -$143K
MHK icon
2683
Mohawk Industries
MHK
$9.49B
$240K ﹤0.01%
+1,543
New +$222K
TDW icon
2684
CALL
Tidewater
TDW
$4.69B
$240K ﹤0.01%
229
-208
-48% -$236K
VSI
2685
DELISTED
Vitamin Shoppe Inc.
VSI
$240K ﹤0.01%
4,945
-57,262
-92% -$2.63M
JASO
2686
DELISTED
JA Solar Holdings, Co., Ltd
JASO
$240K ﹤0.01%
29,371
+25,647
+689% +$213K
PPO
2687
PUT
DELISTED
POLYPORE INTERNATIONAL, INC
PPO
$240K ﹤0.01%
5,100
+3,200
+168% +$145K
IPG
2688
PUT
DELISTED
Interpublic Group of Companies
IPG
$239K ﹤0.01%
11,500
+2,400
+26% +$46.2K
CALY
2689
CALL
Callaway Golf Company
CALY
$2.94B
$239K ﹤0.01%
+31,000
New +$230K
BEN icon
2690
CALL
Franklin Resources
BEN
$17.2B
$238K ﹤0.01%
+4,300
New +$238K
IYE icon
2691
PUT
iShares US Energy ETF
IYE
$1.82B
$238K ﹤0.01%
5,300
+400
+8% +$18.9K
VJET
2692
PUT
DELISTED
VOXELJET AG American Depositary Shares (each representing one Ordinary Share)
VJET
$238K ﹤0.01%
5,900
+1,920
+48% +$108K
BITA
2693
PUT
DELISTED
Bitauto Holdings Limited
BITA
$238K ﹤0.01%
3,400
-25,700
-88% -$1.97M
FAST icon
2694
Fastenal
FAST
$58.5B
$237K ﹤0.01%
19,960
-107,100
-84% -$1.2M
TXRH icon
2695
CALL
Texas Roadhouse
TXRH
$13.6B
$237K ﹤0.01%
+7,000
New +$215K
INVX
2696
CALL
Innovex International
INVX
$2.18B
$237K ﹤0.01%
+3,100
New +$258K
FLG
2697
PUT
Flagstar Bank National Association
FLG
$5.92B
$237K ﹤0.01%
4,933
-21,400
-81% -$1.01M
STR
2698
PUT
DELISTED
QUESTAR CORP
STR
$237K ﹤0.01%
9,400
-3,500
-27% -$83.5K
DRIV
2699
PUT
DELISTED
DIGITAL RIVER INC.
DRIV
$237K ﹤0.01%
9,600
+8,900
+1,271% +$194K
EEFT icon
2700
CALL
Euronet Worldwide
EEFT
$2.74B
$236K ﹤0.01%
+4,300
New +$229K
106 107
108
109 110

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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 deployed $2.18B of net new capital in Q4 2014, opening 2,582 new positions and adding to 1,916 existing holdings. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M.

By sector, the portfolio is most concentrated in Technology at 1.9% of assets, up from 1.3% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Walgreens Boots Alliance, an estimated $50.6M trimmed.

  • 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.