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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
XAR icon
6001
State Street SPDR S&P Aerospace & Defense ETF
XAR
$5.54B
$0 ﹤0.01%
+2
New +$103
XBI icon
6002
State Street SPDR S&P Biotech ETF
XBI
$11.1B
$0 ﹤0.01%
3
-4,110
-100% -$234K
XHE icon
6003
State Street SPDR S&P Health Care Equipment ETF
XHE
$174M
$0 ﹤0.01%
+2
New +$83
XHS icon
6004
State Street SPDR S&P Health Care Services ETF
XHS
$221M
$0 ﹤0.01%
+2
New +$107
XLB icon
6005
State Street Materials Select Sector SPDR ETF
XLB
$8.47B
$0 ﹤0.01%
+2
New +$48
XLG icon
6006
Invesco S&P 500 Top 50 ETF
XLG
$11.1B
$0 ﹤0.01%
+10
New +$140
XLK icon
6007
State Street Technology Select Sector SPDR ETF
XLK
$122B
$0 ﹤0.01%
2
-185,714
-100% -$3.77M
XLV icon
6008
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$0 ﹤0.01%
1
-90,911
-100% -$6.08M
XMLV icon
6009
Invesco S&P MidCap Low Volatility ETF
XMLV
$733M
$0 ﹤0.01%
+1
New +$32
XMPT icon
6010
VanEck CEF Muni Income ETF
XMPT
$213M
$0 ﹤0.01%
+1
New +$26
XNTK icon
6011
State Street SPDR NYSE Technology ETF
XNTK
$1.92B
$0 ﹤0.01%
+2
New +$97
XPH icon
6012
State Street SPDR S&P Pharmaceuticals ETF
XPH
$607M
$0 ﹤0.01%
+2
New +$109
XPP icon
6013
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$7.92M
$0 ﹤0.01%
+1
New +$61
XSD icon
6014
State Street SPDR S&P Semiconductor ETF
XSD
$2.64B
$0 ﹤0.01%
+2
New +$73
XSLV icon
6015
Invesco S&P SmallCap Low Volatility ETF
XSLV
$249M
$0 ﹤0.01%
+1
New +$32
XSW icon
6016
State Street SPDR S&P Software & Services ETF
XSW
$476M
$0 ﹤0.01%
+2
New +$90
XTL icon
6017
State Street SPDR S&P Telecom ETF
XTL
$581M
$0 ﹤0.01%
+1
New +$56
XTN icon
6018
State Street SPDR S&P Transportation ETF
XTN
$343M
$0 ﹤0.01%
+2
New +$100
XYLD icon
6019
Global X S&P 500 Covered Call ETF
XYLD
$3.34B
$0 ﹤0.01%
+1
New +$46
YANG icon
6020
Direxion Daily FTSE China Bear 3X ETF
YANG
$108M
– –
0
– –
YCL icon
6021
ProShares Ultra Yen
YCL
$33.7M
– –
0
– –
YCS icon
6022
ProShares UltraShort Yen
YCS
$25.4M
$0 ﹤0.01%
+4
New +$82
YINN icon
6023
Direxion Daily FTSE China Bull 3X ETF
YINN
$603M
– –
0
– –
YXI icon
6024
ProShares Short FTSE China 50 of PROSHARES TRUST
YXI
$4.15M
$0 ﹤0.01%
+1
New +$61
ZBH icon
6025
PUT
Zimmer Biomet
ZBH
$18B
– –
-22,145
Closed -$2.16M
239 240
241
242 243

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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.