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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
+0.52%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
ACI
2001
PUT
DELISTED
ARCH COAL, INC.
ACI
$535K ﹤0.01%
30,020
-1,100
-4% -$22.2K
CMS icon
2002
CALL
CMS Energy
CMS
$22.4B
$531K ﹤0.01%
15,300
+11,300
+283% +$369K
ARG
2003
PUT
DELISTED
Airgas Inc
ARG
$531K ﹤0.01%
4,600
+3,800
+475% +$428K
JAH
2004
PUT
DELISTED
JARDEN CORPORATION
JAH
$531K ﹤0.01%
11,100
+9,300
+517% +$404K
KBR icon
2005
CALL
KBR
KBR
$4.84B
$530K ﹤0.01%
31,200
+8,200
+36% +$147K
VEEV icon
2006
Veeva Systems
VEEV
$39.9B
$530K ﹤0.01%
20,082
-1,511
-7% -$42.5K
WSM icon
2007
PUT
Williams-Sonoma
WSM
$28.5B
$530K ﹤0.01%
14,000
-170,800
-92% -$5.92M
ISRG icon
2008
CALL
Intuitive Surgical
ISRG
$140B
$529K ﹤0.01%
9,000
-45,000
-83% -$2.51M
SWI
2009
CALL
DELISTED
SOLARWINDS INC COM STK (DE)
SWI
$529K ﹤0.01%
10,600
-2,800
-21% -$133K
DPZ icon
2010
CALL
Domino's
DPZ
$11.5B
$527K ﹤0.01%
5,600
+400
+8% +$35.9K
EPI icon
2011
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.03B
$527K ﹤0.01%
23,900
-722,300
-97% -$16.2M
CBI
2012
DELISTED
Chicago Bridge & Iron Nv
CBI
$527K ﹤0.01%
12,554
-934
-7% -$46K
LAMR icon
2013
CALL
Lamar Advertising Co
LAMR
$15.8B
$526K ﹤0.01%
9,800
-17,000
-63% -$878K
VNQ icon
2014
CALL
Vanguard Real Estate ETF
VNQ
$39.2B
$526K ﹤0.01%
6,500
+3,200
+97% +$251K
FCS
2015
CALL
DELISTED
FAIRCHILD SEMICONDUCTOR INTL INC COMMON
FCS
$524K ﹤0.01%
31,000
+25,000
+417% +$389K
IYF icon
2016
CALL
iShares US Financials ETF
IYF
$4.43B
$522K ﹤0.01%
11,600
+10,200
+729% +$443K
LM
2017
CALL
DELISTED
Legg Mason, Inc.
LM
$522K ﹤0.01%
9,800
+3,900
+66% +$206K
FIS icon
2018
Fidelity National Information Services
FIS
$22.2B
$521K ﹤0.01%
+8,381
New +$493K
HA
2019
DELISTED
Hawaiian Holdings, Inc.
HA
$521K ﹤0.01%
+20,009
New +$378K
XLK icon
2020
CALL
State Street Technology Select Sector SPDR ETF
XLK
$124B
$520K ﹤0.01%
+25,200
New +$511K
EMES
2021
DELISTED
Emerge Energy Services LP
EMES
$520K ﹤0.01%
9,637
+2,621
+37% +$197K
PHH
2022
CALL
DELISTED
PHH Corporation
PHH
$520K ﹤0.01%
21,700
+4,700
+28% +$109K
GDP
2023
CALL
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
$520K ﹤0.01%
117,200
– –
CCK icon
2024
CALL
Crown Holdings
CCK
$13B
$519K ﹤0.01%
10,200
-42,300
-81% -$2.04M
EWG icon
2025
CALL
iShares MSCI Germany ETF
EWG
$1.68B
$519K ﹤0.01%
+19,000
New +$519K
79 80
81
82 83

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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.