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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
ELX
3726
DELISTED
EMULEX CORP
ELX
$70K ﹤0.01%
12,275
+10,608
+636% +$57.2K
PGH
3727
CALL
DELISTED
Pengrowth Energy Corporation
PGH
$70K ﹤0.01%
22,500
+14,500
+181% +$53.6K
SGY
3728
CALL
DELISTED
Stone Energy
SGY
$70K ﹤0.01%
74
-72
-49% -$86.5K
FORM icon
3729
PUT
FormFactor
FORM
$10.3B
$69K ﹤0.01%
+8,000
New +$62.8K
FXF icon
3730
PUT
Invesco CurrencyShares Swiss Franc Trust
FXF
$395M
$69K ﹤0.01%
+700
New +$70.9K
GTLS
3731
PUT
DELISTED
Chart Industries
GTLS
$69K ﹤0.01%
2,000
-19,200
-91% -$802K
OIS icon
3732
CALL
Oil States International
OIS
$539M
$69K ﹤0.01%
1,400
-12,000
-90% -$649K
PAG icon
3733
CALL
Penske Automotive Group
PAG
$14.4B
$69K ﹤0.01%
+1,400
New +$63.9K
SPR
3734
DELISTED
Spirit AeroSystems
SPR
$69K ﹤0.01%
1,609
-5,255
-77% -$213K
WBD icon
3735
Warner Bros
WBD
$70.2B
$69K ﹤0.01%
+1,992
New +$69K
SN
3736
DELISTED
Sanchez Energy Corporation
SN
$69K ﹤0.01%
7,409
+3,385
+84% +$50.7K
ALTO icon
3737
CALL
Alto Ingredients
ALTO
$324M
$68K ﹤0.01%
6,800
+400
+6% +$4.88K
BCO icon
3738
CALL
Brink's
BCO
$4.71B
$68K ﹤0.01%
2,800
-200
-7% -$4.48K
SCCO icon
3739
CALL
Southern Copper
SCCO
$156B
$68K ﹤0.01%
2,620
-1,310
-33% -$34.9K
URBN icon
3740
Urban Outfitters
URBN
$6.66B
$68K ﹤0.01%
1,944
-31,594
-94% -$1.02M
VRE
3741
PUT
DELISTED
Veris Residential
VRE
$68K ﹤0.01%
3,600
-2,400
-40% -$45.9K
XLI icon
3742
State Street Industrial Select Sector SPDR ETF
XLI
$34.8B
$68K ﹤0.01%
1,207
-40,524
-97% -$2.23M
AVTA
3743
DELISTED
Avantax, Inc. Common Stock
AVTA
$68K ﹤0.01%
4,881
-7,430
-60% -$109K
TEN
3744
PUT
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
$68K ﹤0.01%
+1,200
New +$64.5K
KRA
3745
DELISTED
Kraton Corporation
KRA
$68K ﹤0.01%
+3,257
New +$59.8K
SPN
3746
PUT
DELISTED
Superior Energy Services, Inc.
SPN
$68K ﹤0.01%
340
-520
-60% -$122K
FTK icon
3747
Flotek Industries
FTK
$1.3B
$67K ﹤0.01%
600
+404
+206% +$49.9K
PBI icon
3748
Pitney Bowes
PBI
$2.25B
$67K ﹤0.01%
+2,736
New +$66.8K
RDUS
3749
DELISTED
Radius Recycling
RDUS
$67K ﹤0.01%
2,988
+761
+34% +$17.5K
DRE
3750
PUT
DELISTED
Duke Realty Corp.
DRE
$67K ﹤0.01%
+3,300
New +$62.6K
148 149
150
151 152

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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.