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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
ABG icon
4001
PUT
Asbury Automotive
ABG
$3.78B
$46K ﹤0.01%
600
-11,500
-95% -$825K
ACTG icon
4002
CALL
Acacia Research
ACTG
$448M
$46K ﹤0.01%
2,700
-50,200
-95% -$869K
BOIL icon
4003
CALL
ProShares Ultra Bloomberg Natural Gas
BOIL
$397M
– –
-1
Closed -$1.19M
FICO icon
4004
Fair Isaac
FICO
$23.5B
$46K ﹤0.01%
641
+333
+108% +$21.9K
FMC icon
4005
PUT
FMC
FMC
$1.27B
$46K ﹤0.01%
922
-1,845
-67% -$90K
IAU icon
4006
CALL
iShares Gold Trust
IAU
$64.9B
$46K ﹤0.01%
+2,000
New +$46.5K
IBCP icon
4007
PUT
Independent Bank Corp
IBCP
$850M
$46K ﹤0.01%
3,500
+1,500
+75% +$18.3K
KBE icon
4008
State Street SPDR S&P Bank ETF
KBE
$1.76B
$46K ﹤0.01%
+1,359
New +$44.3K
WRB icon
4009
PUT
W.R. Berkley
WRB
$26.2B
$46K ﹤0.01%
3,038
– –
POLY
4010
DELISTED
Plantronics, Inc.
POLY
$46K ﹤0.01%
875
-1,603
-65% -$80.6K
GLUU
4011
PUT
DELISTED
Glu Mobile Inc.
GLUU
$46K ﹤0.01%
11,500
-700
-6% -$2.85K
LINE
4012
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$46K ﹤0.01%
4,600
-14,400
-76% -$296K
RAS
4013
CALL
DELISTED
RAIT Financial Trust
RAS
$46K ﹤0.01%
+6,000
New +$44.2K
VNR
4014
DELISTED
Vanguard Natural Resources, LLC
VNR
$46K ﹤0.01%
+3,074
New +$68.7K
ABG icon
4015
Asbury Automotive
ABG
$3.78B
$45K ﹤0.01%
590
-2,258
-79% -$162K
CDE icon
4016
PUT
Coeur Mining
CDE
$19.3B
$45K ﹤0.01%
+9,000
New +$40.1K
DAR icon
4017
CALL
Darling Ingredients
DAR
$10.6B
$45K ﹤0.01%
2,500
-4,500
-64% -$81.4K
LPL icon
4018
CALL
LG Display
LPL
$3.5B
$45K ﹤0.01%
3,000
-33,300
-92% -$512K
RRX icon
4019
PUT
Regal Rexnord
RRX
$11.7B
$45K ﹤0.01%
600
-100
-14% -$7.03K
URA icon
4020
PUT
Global X Uranium ETF
URA
$6.27B
$45K ﹤0.01%
1,950
+1,150
+144% +$28.2K
WKC icon
4021
World Kinect Corp
WKC
$1.85B
$45K ﹤0.01%
962
-2,657
-73% -$115K
PDCE
4022
PUT
DELISTED
PDC Energy, Inc.
PDCE
$45K ﹤0.01%
1,100
-600
-35% -$24.2K
EV
4023
PUT
DELISTED
Eaton Vance Corp.
EV
$45K ﹤0.01%
+1,100
New +$43.2K
SDLP
4024
PUT
DELISTED
SEADRILL PARTNERS LLC
SDLP
$45K ﹤0.01%
+280
New +$62.8K
TW
4025
PUT
DELISTED
TOWERS WATSON & CO COM STK CL A (DE)
TW
$45K ﹤0.01%
400
-1,100
-73% -$121K
159 160
161
162 163

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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.