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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
BLDP
3901
CALL
Ballard Power Systems
BLDP
$814M
$54K ﹤0.01%
+27,000
New +$66.2K
CDP icon
3902
CALL
COPT Defense Properties
CDP
$4.19B
$54K ﹤0.01%
1,900
+200
+12% +$5.5K
EWU icon
3903
PUT
iShares MSCI United Kingdom ETF
EWU
$4.13B
$54K ﹤0.01%
1,500
-9,200
-86% -$344K
POST icon
3904
CALL
Post Holdings
POST
$3.67B
$54K ﹤0.01%
1,986
+1,833
+1,198% +$45.2K
RGR icon
3905
Sturm, Ruger & Co
RGR
$602M
$54K ﹤0.01%
1,556
-2,633
-63% -$108K
BVH
3906
CALL
DELISTED
Bluegreen Vacations Holding Corporation
BVH
$54K ﹤0.01%
660
+380
+136% +$32.1K
ARRS
3907
CALL
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$54K ﹤0.01%
1,800
-14,800
-89% -$419K
SONC
3908
CALL
DELISTED
Sonic Corp
SONC
$54K ﹤0.01%
2,000
-74,900
-97% -$1.9M
RNF
3909
PUT
DELISTED
RENTECH NITROGEN PARTNERS, L.P. INT
RNF
$54K ﹤0.01%
+5,000
New +$54.7K
ALV icon
3910
PUT
Autoliv
ALV
$8.94B
$53K ﹤0.01%
+694
New +$48.6K
ECHO
3911
PUT
EchoStar
ECHO
$26.7B
$53K ﹤0.01%
+1,234
New +$49.1K
AIFU
3912
PUT
AIFU Inc
AIFU
$215M
$53K ﹤0.01%
20
– –
TPC
3913
Tutor Perini Cor
TPC
$5.09B
$53K ﹤0.01%
2,207
+1,116
+102% +$27.9K
BPL
3914
CALL
DELISTED
Buckeye Partners, L.P.
BPL
$53K ﹤0.01%
700
-700
-50% -$53.9K
GIMO
3915
CALL
DELISTED
Gigamon Inc.
GIMO
$53K ﹤0.01%
3,000
-27,000
-90% -$381K
NOR
3916
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
$53K ﹤0.01%
+2,143
New +$57.8K
EWT icon
3917
CALL
iShares MSCI Taiwan ETF
EWT
$11.5B
$52K ﹤0.01%
1,700
-50
-3% -$1.54K
FORM icon
3918
CALL
FormFactor
FORM
$10.3B
$52K ﹤0.01%
+6,000
New +$47.1K
HI
3919
PUT
DELISTED
Hillenbrand
HI
$52K ﹤0.01%
+1,500
New +$48.9K
MPT
3920
PUT
Medical Properties Trust
MPT
$2.5B
$52K ﹤0.01%
+3,800
New +$50.9K
NXST icon
3921
CALL
Nexstar Media Group
NXST
$5.84B
$52K ﹤0.01%
1,000
-800
-44% -$37K
RES icon
3922
PUT
RPC Inc
RES
$1.41B
$52K ﹤0.01%
4,000
+3,100
+344% +$47.7K
TDS icon
3923
Telephone and Data Systems
TDS
$4.05B
$52K ﹤0.01%
2,077
+377
+22% +$9.28K
VRE
3924
CALL
DELISTED
Veris Residential
VRE
$52K ﹤0.01%
+2,700
New +$51.7K
WEN icon
3925
PUT
Wendy's
WEN
$1.65B
$52K ﹤0.01%
5,800
+4,300
+287% +$36.3K
155 156
157
158 159

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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.