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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
UPBD icon
3826
Upbound Group
UPBD
$1.14B
$61K ﹤0.01%
1,674
+19
+1% +$612
FLIR
3827
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
$61K ﹤0.01%
+1,896
New +$60.1K
MDSO
3828
CALL
DELISTED
Medidata Solutions, Inc.
MDSO
$61K ﹤0.01%
1,300
-1,100
-46% -$47.6K
ICON
3829
CALL
DELISTED
Iconix Brand Group, Inc.
ICON
$61K ﹤0.01%
+180
New +$68K
PRE
3830
DELISTED
PARTNERRE LTD
PRE
$61K ﹤0.01%
533
-1,619
-75% -$185K
DTSI
3831
DELISTED
DTS, Inc.
DTSI
$61K ﹤0.01%
+1,991
New +$59.9K
ARES icon
3832
PUT
Ares Management
ARES
$32.5B
$60K ﹤0.01%
3,500
– –
EWT icon
3833
PUT
iShares MSCI Taiwan ETF
EWT
$11.5B
$60K ﹤0.01%
2,000
+500
+33% +$15.4K
IOSP icon
3834
PUT
Innospec
IOSP
$2.31B
$60K ﹤0.01%
1,400
– –
KW
3835
DELISTED
Kennedy-Wilson Holdings
KW
$60K ﹤0.01%
+2,354
New +$60.6K
MTD icon
3836
PUT
Mettler-Toledo International
MTD
$28.4B
$60K ﹤0.01%
+200
New +$55K
PEGA icon
3837
PUT
Pegasystems
PEGA
$5.31B
$60K ﹤0.01%
5,800
-800
-12% -$8.19K
PRDO icon
3838
Perdoceo Education
PRDO
$2B
$60K ﹤0.01%
+8,661
New +$49.7K
RWT
3839
PUT
Redwood Trust
RWT
$604M
$60K ﹤0.01%
+3,000
New +$56.3K
TTI icon
3840
CALL
TETRA Technologies
TTI
$1.27B
$60K ﹤0.01%
9,000
+7,000
+350% +$55.8K
JNS
3841
CALL
DELISTED
Janus Capital Group Inc
JNS
$60K ﹤0.01%
3,700
-140,100
-97% -$2.11M
PLKI
3842
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$60K ﹤0.01%
1,071
+271
+34% +$13.4K
HGG
3843
CALL
DELISTED
hhgregg Inc.
HGG
$60K ﹤0.01%
8,000
+6,000
+300% +$38.6K
FLTX
3844
CALL
DELISTED
Fleetmatics Group PLC
FLTX
$60K ﹤0.01%
1,700
+700
+70% +$24K
IPCM
3845
PUT
DELISTED
IPC HEALTHCARE INC COM DTD
IPCM
$60K ﹤0.01%
+1,300
New +$56.6K
AB icon
3846
AllianceBernstein
AB
$3.41B
$59K ﹤0.01%
+2,302
New +$59K
APEI icon
3847
CALL
American Public Education
APEI
$828M
$59K ﹤0.01%
1,600
-31,200
-95% -$1.01M
CYD icon
3848
China Yuchai International
CYD
$1.7B
$59K ﹤0.01%
+3,079
New +$55.2K
INGR icon
3849
CALL
Ingredion
INGR
$6.63B
$59K ﹤0.01%
700
-2,700
-79% -$215K
LEA icon
3850
CALL
Lear
LEA
$8.32B
$59K ﹤0.01%
600
-4,200
-88% -$386K
152 153
154
155 156

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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.