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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
ERF
3051
CALL
DELISTED
Enerplus Corporation
ERF
$162K ﹤0.01%
16,900
+11,000
+186% +$149K
GNC
3052
DELISTED
GNC Holdings, Inc.
GNC
$162K ﹤0.01%
3,449
+1,964
+132% +$82.4K
CFN
3053
DELISTED
CAREFUSION CORPORATION
CFN
$162K ﹤0.01%
2,736
+2,726
+27,260% +$157K
LDOS icon
3054
Leidos
LDOS
$18B
$161K ﹤0.01%
+3,688
New +$144K
LEA icon
3055
Lear
LEA
$8.32B
$161K ﹤0.01%
1,637
+744
+83% +$68.3K
NNN icon
3056
CALL
NNN REIT
NNN
$8.83B
$161K ﹤0.01%
4,100
+2,200
+116% +$83.2K
THO icon
3057
PUT
Thor Industries
THO
$4.11B
$161K ﹤0.01%
+2,900
New +$156K
BITA
3058
CALL
DELISTED
Bitauto Holdings Limited
BITA
$161K ﹤0.01%
2,300
-12,200
-84% -$937K
BWP
3059
CALL
DELISTED
Boardwalk Pipeline Partners
BWP
$161K ﹤0.01%
9,000
+6,100
+210% +$103K
CENX icon
3060
Century Aluminum
CENX
$4.62B
$160K ﹤0.01%
6,550
-64,817
-91% -$1.67M
CLNE icon
3061
CALL
Clean Energy Fuels
CLNE
$403M
$160K ﹤0.01%
32,100
+16,000
+99% +$96.6K
NWPX icon
3062
CALL
NWPX Infrastructure Inc
NWPX
$1.12B
$160K ﹤0.01%
5,300
-5,900
-53% -$191K
CJES
3063
CALL
DELISTED
C&J ENERGY SVCS LTD
CJES
$160K ﹤0.01%
12,000
-700
-6% -$12.5K
VISN
3064
Vistance Networks Inc
VISN
$2.66B
$159K ﹤0.01%
+6,976
New +$156K
SNDA icon
3065
PUT
Sonida Senior Living
SNDA
$1.88B
$159K ﹤0.01%
427
-66
-13% -$23.3K
TZOO icon
3066
CALL
Travelzoo
TZOO
$72.8M
$159K ﹤0.01%
12,600
+2,400
+24% +$31.6K
TEN
3067
CALL
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$159K ﹤0.01%
+2,800
New +$151K
GRUB
3068
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$159K ﹤0.01%
+2,200
New +$155K
QLGC
3069
CALL
DELISTED
QLOGIC CORP
QLGC
$159K ﹤0.01%
+12,000
New +$137K
RGA icon
3070
PUT
Reinsurance Group of America
RGA
$16.3B
$158K ﹤0.01%
+1,800
New +$150K
VECO icon
3071
Veeco
VECO
$3.2B
$158K ﹤0.01%
4,524
+1,160
+34% +$40.6K
CHS
3072
CALL
DELISTED
Chicos FAS, Inc.
CHS
$158K ﹤0.01%
9,700
+5,700
+143% +$87.4K
DBC icon
3073
PUT
Invesco DB Commodity Index Tracking Fund
DBC
$1.73B
$157K ﹤0.01%
8,500
+5,000
+143% +$106K
FANG icon
3074
Diamondback Energy
FANG
$56.7B
$157K ﹤0.01%
2,624
+476
+22% +$30.3K
GL icon
3075
CALL
Globe Life
GL
$14.1B
$157K ﹤0.01%
+2,900
New +$154K
121 122
123
124 125

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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.