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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
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$34.3B
AUM Growth
+$2.76B
Cap. Flow
+$756M
Cap. Flow %
2.21%
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 Miscellaneous 92.48%
2 Technology 1.89%
3 Consumer Discretionary 1.28%
4 Financials 0.92%
5 Industrials 0.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TEL icon
5851
CALL
TE Connectivity
TEL
$59.3B
– –
-2,500
Closed -$138K
TFI icon
5852
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.01B
$0 ﹤0.01%
+1
New +$48
TFLO icon
5853
iShares Treasury Floating Rate Bond ETF
TFLO
$6.67B
$0 ﹤0.01%
+1
New +$50
THD icon
5854
iShares MSCI Thailand ETF
THD
$348M
$0 ﹤0.01%
+1
New +$81
THS
5855
DELISTED
Treehouse Foods
THS
– –
-1,807
Closed -$145K
THS
5856
PUT
DELISTED
Treehouse Foods
THS
– –
-1,900
Closed -$153K
TILT icon
5857
Northern Trust Morningstar US Market Factor Tilt ETF
TILT
$2.22B
$0 ﹤0.01%
+1
New +$85
TIP icon
5858
iShares TIPS Bond ETF
TIP
$14.8B
$0 ﹤0.01%
+1
New +$113
TIPX icon
5859
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$2.06B
$0 ﹤0.01%
+1
New +$19
TIPZ icon
5860
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.1M
$0 ﹤0.01%
+1
New +$57
TK icon
5861
Teekay
TK
$1.21B
– –
-50,934
Closed -$2.77M
TLH icon
5862
iShares 10-20 Year Treasury Bond ETF
TLH
$11B
$0 ﹤0.01%
+1
New +$133
TLTD icon
5863
Northern Trust Morningstar Developed Markets ex-US Factor Tilt ETF
TLTD
$685M
$0 ﹤0.01%
+1
New +$60
TLT icon
5864
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$0 ﹤0.01%
+1
New +$121
TLTE icon
5865
Northern Trust Morningstar Emerging Markets Factor Tilt ETF
TLTE
$362M
$0 ﹤0.01%
+1
New +$51
TMF icon
5866
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.12B
– –
0
– –
TMV icon
5867
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$205M
– –
0
– –
TNC icon
5868
Tennant Co
TNC
$1.21B
– –
-198
Closed -$13K
TNC icon
5869
PUT
Tennant Co
TNC
$1.21B
– –
-200
Closed -$13K
TNK icon
5870
Teekay Tankers
TNK
$3.34B
$0 ﹤0.01%
+2
New +$69
TOK icon
5871
iShares MSCI Kokusai Fund
TOK
$238M
$0 ﹤0.01%
+1
New +$54
TOLZ icon
5872
ProShares DJ Brookfield Global Infrastructure ETF
TOLZ
$173M
$0 ﹤0.01%
+1
New +$44
TQQQ icon
5873
ProShares UltraPro QQQ
TQQQ
$35.5B
$0 ﹤0.01%
+48
New +$92
TRGP icon
5874
Targa Resources
TRGP
$62.5B
– –
-150
Closed -$20K
TRP icon
5875
TC Energy
TRP
$66.1B
– –
-1,455
Closed -$70.5K
233 234
235
236 237

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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's Q4 2014 filing shows 2,582 new, 1,916 increased, 1,653 reduced and 442 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M. The largest sale was Walgreens Boots Alliance, an estimated $50.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.