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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
HUBG icon
3526
CALL
HUB Group
HUBG
$2.46B
$92K ﹤0.01%
4,800
+3,200
+200% +$59.5K
KEYS icon
3527
Keysight
KEYS
$61.1B
$92K ﹤0.01%
+2,730
New +$89.2K
NYT icon
3528
CALL
New York Times
NYT
$10.4B
$92K ﹤0.01%
+7,000
New +$90.1K
PGR icon
3529
CALL
Progressive
PGR
$122B
$92K ﹤0.01%
3,400
-39,600
-92% -$1.04M
UNFI icon
3530
PUT
United Natural Foods
UNFI
$2.93B
$92K ﹤0.01%
+1,200
New +$84.8K
TCP
3531
CALL
DELISTED
TC Pipelines LP
TCP
$92K ﹤0.01%
+1,300
New +$89.2K
ACAT
3532
PUT
DELISTED
Arctic Cat Inc
ACAT
$92K ﹤0.01%
+2,600
New +$85.6K
QLGC
3533
PUT
DELISTED
QLOGIC CORP
QLGC
$92K ﹤0.01%
6,900
+5,900
+590% +$67.1K
SIVB
3534
DELISTED
SVB Financial Group
SIVB
$92K ﹤0.01%
791
+719
+999% +$78.4K
PQUE
3535
PUT
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
$92K ﹤0.01%
+24,500
New +$92K
ABG icon
3536
CALL
Asbury Automotive
ABG
$3.78B
$91K ﹤0.01%
+1,200
New +$86.1K
CLH icon
3537
PUT
Clean Harbors
CLH
$17B
$91K ﹤0.01%
+1,900
New +$92.6K
DORM icon
3538
Dorman Products
DORM
$4.05B
$91K ﹤0.01%
1,886
-415
-18% -$19.2K
GEL icon
3539
Genesis Energy
GEL
$1.93B
$91K ﹤0.01%
2,140
-918
-30% -$42.2K
HELE icon
3540
PUT
Helen of Troy
HELE
$704M
$91K ﹤0.01%
+1,400
New +$86.2K
IJR icon
3541
CALL
iShares Core S&P Small-Cap ETF
IJR
$114B
$91K ﹤0.01%
1,600
-4,000
-71% -$218K
TDC icon
3542
Teradata
TDC
$2.57B
$91K ﹤0.01%
2,088
-15,386
-88% -$659K
CVRR
3543
PUT
DELISTED
CVR Refining, LP
CVRR
$91K ﹤0.01%
5,400
-5,400
-50% -$118K
BRCD
3544
CALL
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$91K ﹤0.01%
7,700
+2,700
+54% +$29.3K
UNXL
3545
PUT
DELISTED
Uni-Pixel, Inc.
UNXL
$91K ﹤0.01%
+16,000
New +$87.6K
RJET
3546
PUT
DELISTED
REPUBLIC AWYS HLDGS INC
RJET
$91K ﹤0.01%
6,200
+3,500
+130% +$43.1K
TSS
3547
PUT
DELISTED
Total System Services, Inc.
TSS
$91K ﹤0.01%
+2,700
New +$87.3K
POM
3548
DELISTED
PEPCO HOLDINGS, INC.
POM
$91K ﹤0.01%
+3,384
New +$91.8K
BAH icon
3549
CALL
Booz Allen Hamilton
BAH
$9.32B
$90K ﹤0.01%
3,400
-5,500
-62% -$143K
IFF icon
3550
CALL
International Flavors & Fragrances
IFF
$21.5B
$90K ﹤0.01%
+900
New +$88.9K
140 141
142
143 144

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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.