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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
RGA icon
3476
Reinsurance Group of America
RGA
$16.3B
$98K ﹤0.01%
+1,116
New +$93.3K
BERY
3477
PUT
DELISTED
Berry Global Group, Inc.
BERY
$98K ﹤0.01%
3,376
-5,663
-63% -$142K
IOC
3478
PUT
DELISTED
Interoil Corporation
IOC
$98K ﹤0.01%
2,000
– –
AXLL
3479
PUT
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$98K ﹤0.01%
2,300
+600
+35% +$24.4K
CYH icon
3480
CALL
Community Health Systems
CYH
$423M
$97K ﹤0.01%
2,178
-7,018
-76% -$300K
IVR icon
3481
CALL
Invesco Mortgage Capital
IVR
$805M
$97K ﹤0.01%
630
+610
+3,050% +$98.5K
LZB icon
3482
CALL
La-Z-Boy
LZB
$1.67B
$97K ﹤0.01%
3,600
-200
-5% -$4.73K
MBI icon
3483
CALL
MBIA
MBI
$264M
$97K ﹤0.01%
10,000
-34,300
-77% -$331K
SNCR
3484
CALL
DELISTED
Synchronoss Technologies
SNCR
$97K ﹤0.01%
256
-2,822
-92% -$1.14M
TDW icon
3485
PUT
Tidewater
TDW
$4.69B
$97K ﹤0.01%
93
+77
+481% +$87.2K
SNP
3486
PUT
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
$97K ﹤0.01%
1,200
-2,100
-64% -$174K
SN
3487
CALL
DELISTED
Sanchez Energy Corporation
SN
$97K ﹤0.01%
10,300
+2,800
+37% +$41.9K
NSH
3488
PUT
DELISTED
NuStar GP Holdings LLC
NSH
$97K ﹤0.01%
2,800
-200
-7% -$7.39K
BBEP
3489
CALL
DELISTED
BREITBURN ENERGY PARTNERS LP COM UNITS RPTNG LTD PRTNRSHIP
BBEP
$97K ﹤0.01%
13,778
+8,478
+160% +$116K
ORIG
3490
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$97K ﹤0.01%
+1
New +$112K
IPCM
3491
CALL
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$97K ﹤0.01%
+2,100
New +$91.4K
CP icon
3492
CALL
Canadian Pacific Kansas City
CP
$82.2B
$96K ﹤0.01%
2,500
-500
-17% -$19.8K
HIMX
3493
CALL
Himax Technologies
HIMX
$2.66B
$96K ﹤0.01%
12,000
-4,500
-27% -$35.5K
VJET
3494
DELISTED
VOXELJET AG American Depositary Shares (each representing one Ordinary Share)
VJET
$96K ﹤0.01%
+2,367
New +$133K
HCR
3495
CALL
DELISTED
Hi-Crush Inc. Common Stock
HCR
$96K ﹤0.01%
+3,100
New +$129K
NFX
3496
DELISTED
Newfield Exploration
NFX
$96K ﹤0.01%
3,543
+2,517
+245% +$74.8K
TRLA
3497
CALL
DELISTED
TRULIA INC (DEL)
TRLA
$96K ﹤0.01%
2,100
-400
-16% -$18.8K
PEI
3498
CALL
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
$96K ﹤0.01%
273
+180
+194% +$59K
DDC
3499
PUT
DELISTED
Dominion Diamond Corporation
DDC
$96K ﹤0.01%
+5,300
New +$82.2K
FIVE icon
3500
Five Below
FIVE
$13.5B
$95K ﹤0.01%
2,331
-33,841
-94% -$1.37M
138 139
140
141 142

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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.