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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
CS
2751
PUT
DELISTED
Credit Suisse Group
CS
$225K ﹤0.01%
9,000
-11,700
-57% -$307K
IWO icon
2752
PUT
iShares Russell 2000 Growth ETF
IWO
$15.2B
$224K ﹤0.01%
1,600
+100
+7% +$13.5K
RNR icon
2753
CALL
RenaissanceRe
RNR
$13.4B
$224K ﹤0.01%
+2,300
New +$229K
SBY
2754
CALL
DELISTED
Silver Bay Realty Trust Corp.
SBY
$224K ﹤0.01%
+13,500
New +$223K
STLD icon
2755
CALL
Steel Dynamics
STLD
$36.7B
$223K ﹤0.01%
11,300
+10,300
+1,030% +$222K
VBR icon
2756
PUT
Vanguard Morningstar Small-Cap Value ETF
VBR
$38.3B
$223K ﹤0.01%
+2,100
New +$217K
ATVI
2757
DELISTED
Activision Blizzard
ATVI
$222K ﹤0.01%
+11,025
New +$222K
FE icon
2758
FirstEnergy
FE
$27.4B
$221K ﹤0.01%
5,664
-32,088
-85% -$1.18M
IRM icon
2759
Iron Mountain
IRM
$38.5B
$221K ﹤0.01%
+5,721
New +$208K
NNN icon
2760
PUT
NNN REIT
NNN
$8.83B
$221K ﹤0.01%
5,600
+300
+6% +$11.4K
AXE
2761
DELISTED
Anixter International Inc
AXE
$221K ﹤0.01%
2,501
+962
+63% +$81.4K
SIAL
2762
DELISTED
SIGMA - ALDRICH CORP
SIAL
$221K ﹤0.01%
1,608
-2,312
-59% -$314K
AOS icon
2763
CALL
A.O. Smith
AOS
$8.45B
$220K ﹤0.01%
+7,800
New +$204K
AWI icon
2764
PUT
Armstrong World Industries
AWI
$7.7B
$220K ﹤0.01%
4,300
+800
+23% +$39.6K
GPC icon
2765
Genuine Parts
GPC
$18.6B
$220K ﹤0.01%
2,064
-842
-29% -$82.5K
MT icon
2766
PUT
ArcelorMittal
MT
$55.7B
$220K ﹤0.01%
8,703
+1,531
+21% +$42.5K
VOYA icon
2767
PUT
Voya Financial
VOYA
$9.2B
$220K ﹤0.01%
5,200
-31,600
-86% -$1.26M
RGP
2768
CALL
DELISTED
REGENCY ENERGY PARTNERS LP COMMON UTS REP LIMITED PART INTS
RGP
$220K ﹤0.01%
9,200
-400
-4% -$11.3K
IWV icon
2769
iShares Russell 3000 ETF
IWV
$20.5B
$218K ﹤0.01%
+1,785
New +$213K
UTEK
2770
DELISTED
Ultratech Inc.
UTEK
$218K ﹤0.01%
11,772
+2,348
+25% +$45.6K
ARCC icon
2771
CALL
Ares Capital
ARCC
$14.3B
$217K ﹤0.01%
+13,900
New +$222K
FTK icon
2772
CALL
Flotek Industries
FTK
$1.3B
$217K ﹤0.01%
1,933
-10,667
-85% -$1.32M
IAU icon
2773
PUT
iShares Gold Trust
IAU
$64.9B
$217K ﹤0.01%
9,500
+8,500
+850% +$198K
NXST icon
2774
Nexstar Media Group
NXST
$5.84B
$217K ﹤0.01%
+4,193
New +$194K
SCCO icon
2775
Southern Copper
SCCO
$156B
$217K ﹤0.01%
8,405
-5,627
-40% -$150K
109 110
111
112 113

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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.