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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
TREX icon
3376
PUT
Trex
TREX
$5.06B
$111K ﹤0.01%
+10,400
New +$104K
AMJ
3377
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$111K ﹤0.01%
+2,400
New +$117K
HCR
3378
PUT
DELISTED
Hi-Crush Inc. Common Stock
HCR
$111K ﹤0.01%
3,600
-3,400
-49% -$142K
MJN
3379
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
$111K ﹤0.01%
+1,100
New +$110K
RDEN
3380
CALL
DELISTED
ELIZABETH ARDEN INC
RDEN
$111K ﹤0.01%
5,200
+3,200
+160% +$56.8K
AL
3381
PUT
DELISTED
Air Lease Corp
AL
$110K ﹤0.01%
3,200
+1,600
+100% +$56.3K
EGHT icon
3382
CALL
8x8 Inc
EGHT
$300M
$110K ﹤0.01%
12,000
+11,500
+2,300% +$88.1K
MTN icon
3383
Vail Resorts
MTN
$5.28B
$110K ﹤0.01%
1,202
-865
-42% -$75K
OXM icon
3384
PUT
Oxford Industries
OXM
$543M
$110K ﹤0.01%
2,000
-600
-23% -$36.6K
SBAC icon
3385
PUT
SBA Communications
SBAC
$19.6B
$110K ﹤0.01%
1,000
-1,200
-55% -$135K
DNR
3386
DELISTED
Denbury Resources, Inc.
DNR
$110K ﹤0.01%
13,538
+10,765
+388% +$112K
CALL
3387
PUT
DELISTED
magicJack VocalTec Ltd
CALL
$110K ﹤0.01%
13,500
-14,000
-51% -$121K
EVEP
3388
PUT
DELISTED
EV Energy Partners, L.P.
EVEP
$110K ﹤0.01%
5,700
+1,600
+39% +$45.9K
CPRT icon
3389
CALL
Copart
CPRT
$29.3B
$109K ﹤0.01%
24,000
-15,200
-39% -$65.2K
CWEN icon
3390
PUT
Clearway Energy Class C
CWEN
$7.01B
$109K ﹤0.01%
+4,600
New +$107K
IFF icon
3391
International Flavors & Fragrances
IFF
$21.5B
$109K ﹤0.01%
1,080
-679
-39% -$67.1K
IMOS
3392
PUT
ChipMOS TECHNOLOGIES
IMOS
$2.03B
$109K ﹤0.01%
4,265
-4,357
-51% -$104K
NOG icon
3393
PUT
Northern Oil and Gas
NOG
$2.61B
$109K ﹤0.01%
1,920
+170
+10% +$16.3K
TMX
3394
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
$109K ﹤0.01%
+6,121
New +$102K
NE
3395
DELISTED
Noble Corporation
NE
$109K ﹤0.01%
6,568
-44,131
-87% -$841K
GIMO
3396
PUT
DELISTED
Gigamon Inc.
GIMO
$109K ﹤0.01%
6,200
+3,900
+170% +$55K
FIG
3397
CALL
DELISTED
Fortress Investment Group Llc
FIG
$109K ﹤0.01%
+13,600
New +$99.9K
SWY
3398
DELISTED
SAFEWAY INC
SWY
$109K ﹤0.01%
+3,096
New +$107K
BPT
3399
CALL
DELISTED
BP Prudhoe Bay Royalty Trust
BPT
$108K ﹤0.01%
1,600
-400
-20% -$31.8K
EWI icon
3400
iShares MSCI Italy ETF
EWI
$1.08B
$108K ﹤0.01%
+3,968
New +$114K
134 135
136
137 138

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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.