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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
EXPR
3576
PUT
DELISTED
Express, Inc.
EXPR
$87K ﹤0.01%
+295
New +$85.1K
ATW
3577
DELISTED
Atwood Oceanics
ATW
$87K ﹤0.01%
3,077
-7,467
-71% -$266K
ALR
3578
PUT
DELISTED
Alere Inc
ALR
$87K ﹤0.01%
2,300
-8,000
-78% -$309K
PBY
3579
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
$87K ﹤0.01%
8,824
+4,998
+131% +$46.3K
UN
3580
DELISTED
Unilever NV New York Registry Shares
UN
$87K ﹤0.01%
2,217
+834
+60% +$32.6K
LTC
3581
PUT
LTC Properties
LTC
$2.17B
$86K ﹤0.01%
+2,000
New +$81.8K
SHOO icon
3582
CALL
Steven Madden
SHOO
$3.45B
$86K ﹤0.01%
+4,050
New +$86.4K
WLK icon
3583
PUT
Westlake Corp
WLK
$10.2B
$86K ﹤0.01%
1,400
-4,300
-75% -$293K
XPRO icon
3584
PUT
Expro Ltd
XPRO
$2.1B
$86K ﹤0.01%
867
+384
+80% +$40.8K
LL
3585
PUT
DELISTED
LL Flooring Holdings, Inc.
LL
$86K ﹤0.01%
1,300
-5,300
-80% -$307K
REGI
3586
DELISTED
Renewable Energy Group, Inc.
REGI
$86K ﹤0.01%
+8,855
New +$88.3K
BAS
3587
DELISTED
Basis Energy Services, Inc.
BAS
$86K ﹤0.01%
22
+17
+340% +$107K
BR icon
3588
Broadridge
BR
$19.5B
$85K ﹤0.01%
+1,837
New +$80.4K
KODK icon
3589
PUT
Kodak
KODK
$979M
$85K ﹤0.01%
+3,900
New +$81.1K
MTG icon
3590
CALL
MGIC Investment
MTG
$6.39B
$85K ﹤0.01%
9,000
-160,700
-95% -$1.41M
RES icon
3591
CALL
RPC Inc
RES
$1.41B
$85K ﹤0.01%
6,500
+4,700
+261% +$72.4K
EV
3592
CALL
DELISTED
Eaton Vance Corp.
EV
$85K ﹤0.01%
+2,100
New +$82.6K
ADT
3593
DELISTED
ADT Corp
ADT
$85K ﹤0.01%
+2,352
New +$80.9K
CMLP
3594
DELISTED
CRESTWOOD MIDSTREAM PARTNERS LP NEW UTS REP LTD PRT INT (DE)
CMLP
$85K ﹤0.01%
5,615
+445
+9% +$8.5K
ROSE
3595
DELISTED
ROSETTA RESOURCES INC
ROSE
$85K ﹤0.01%
+3,788
New +$123K
GCO icon
3596
CALL
Genesco
GCO
$391M
$84K ﹤0.01%
+1,100
New +$83.5K
LKQ icon
3597
LKQ Corp
LKQ
$6.43B
$84K ﹤0.01%
2,988
-807
-21% -$22.5K
MORN icon
3598
CALL
Morningstar
MORN
$7.78B
$84K ﹤0.01%
+1,300
New +$86.1K
CVA
3599
PUT
DELISTED
Covanta Holding Corporation
CVA
$84K ﹤0.01%
3,800
-144,200
-97% -$3.25M
TEG
3600
DELISTED
INTEGRYS ENERGY GROUP INC COM (USA)
TEG
$84K ﹤0.01%
1,080
+843
+356% +$61K
142 143
144
145 146

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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.