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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
G icon
3501
PUT
Genpact
G
$5.69B
$95K ﹤0.01%
5,000
+4,900
+4,900% +$86.3K
HUBG icon
3502
PUT
HUB Group
HUBG
$2.46B
$95K ﹤0.01%
5,000
-2,600
-34% -$48.3K
SPB icon
3503
PUT
Spectrum Brands
SPB
$2.07B
$95K ﹤0.01%
1,000
-2,200
-69% -$200K
THRM icon
3504
CALL
Gentherm
THRM
$1.35B
$95K ﹤0.01%
2,600
+2,000
+333% +$78.2K
VBR icon
3505
CALL
Vanguard Morningstar Small-Cap Value ETF
VBR
$38.3B
$95K ﹤0.01%
+900
New +$92.8K
CWEN icon
3506
CALL
Clearway Energy Class C
CWEN
$7.01B
$94K ﹤0.01%
+4,000
New +$92.9K
DBA icon
3507
Invesco DB Agriculture Fund
DBA
$1.24B
$94K ﹤0.01%
3,782
-3,501
-48% -$89.8K
ING icon
3508
ING
ING
$102B
$94K ﹤0.01%
+7,281
New +$101K
BCOV
3509
PUT
DELISTED
Brightcove, Inc.
BCOV
$94K ﹤0.01%
+12,000
New +$75.9K
TIVO
3510
DELISTED
Tivo Inc
TIVO
$94K ﹤0.01%
4,158
+3,363
+423% +$70.8K
RDC
3511
DELISTED
Rowan Companies Plc
RDC
$94K ﹤0.01%
4,033
-93,861
-96% -$2.17M
FRM
3512
CALL
DELISTED
FURMANITE CORPORATION COM
FRM
$94K ﹤0.01%
+12,000
New +$84.5K
FTR
3513
CALL
DELISTED
Frontier Communications Corp.
FTR
$94K ﹤0.01%
933
+793
+566% +$77.7K
MHR
3514
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
$94K ﹤0.01%
29,881
+28,192
+1,669% +$120K
ACIC icon
3515
American Coastal Insurance
ACIC
$466M
$93K ﹤0.01%
+4,240
New +$78.9K
BR icon
3516
PUT
Broadridge
BR
$19.5B
$93K ﹤0.01%
+2,000
New +$87.5K
DENN
3517
CALL
DELISTED
Denny's
DENN
$93K ﹤0.01%
+9,000
New +$79.8K
XYL icon
3518
Xylem
XYL
$27.9B
$93K ﹤0.01%
+2,448
New +$89.5K
ATML
3519
CALL
DELISTED
ATMEL CORP
ATML
$93K ﹤0.01%
11,000
-2,700
-20% -$20.7K
HMIN
3520
DELISTED
HOMEINNS HOTEL GROUP SPONSORED ADR
HMIN
$93K ﹤0.01%
+3,100
New +$91.9K
ANV
3521
CALL
DELISTED
Allied Nevada Gold Corp
ANV
$93K ﹤0.01%
107,000
+105,000
+5,250% +$174K
WOOF
3522
PUT
DELISTED
VCA Inc.
WOOF
$93K ﹤0.01%
1,900
+1,500
+375% +$67.5K
BIP icon
3523
PUT
Brookfield Infrastructure Partners
BIP
$18.3B
$92K ﹤0.01%
+5,544
New +$88.4K
ENS icon
3524
CALL
EnerSys
ENS
$7.34B
$92K ﹤0.01%
+1,500
New +$88.5K
FHI icon
3525
CALL
Federated Hermes
FHI
$4.79B
$92K ﹤0.01%
2,800
+700
+33% +$21.7K
139 140
141
142 143

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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.