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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
GMF icon
5326
State Street SPDR S&P Emerging Asia Pacific ETF
GMF
$440M
$0 ﹤0.01%
+1
New +$84
GNMA icon
5327
iShares GNMA Bond ETF
GNMA
$433M
$0 ﹤0.01%
+1
New +$50
GNR icon
5328
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.95B
$0 ﹤0.01%
+1
New +$46
GOEX icon
5329
Global X Gold Explorers ETF NEW
GOEX
$132M
$0 ﹤0.01%
+1
New +$22
GOVT icon
5330
iShares US Treasury Bond ETF
GOVT
$43.8B
$0 ﹤0.01%
+1
New +$25
GOVI icon
5331
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.22B
$0 ﹤0.01%
+1
New +$32
GPN icon
5332
CALL
Global Payments
GPN
$24.6B
– –
-4,600
Closed -$161K
GPN icon
5333
Global Payments
GPN
$24.6B
– –
-684
Closed -$24K
GPN icon
5334
PUT
Global Payments
GPN
$24.6B
– –
-2,800
Closed -$98K
GPRO icon
5335
PUT
GoPro
GPRO
$111M
– –
-100
Closed -$9K
GQRE icon
5336
FlexShares Global Quality Real Estate Index Fund
GQRE
$423M
$0 ﹤0.01%
+1
New +$55
GREK
5337
Global X MSCI Greece ETF
GREK
$333M
– –
0
– –
GRID
5338
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
GRID
$12.2B
$0 ﹤0.01%
+1
New +$35
GRPN icon
5339
Groupon
GRPN
$882M
– –
-5,488
Closed -$779K
GSM icon
5340
PUT
FerroAtlántica
GSM
$815M
– –
-5,600
Closed -$101K
GTLS
5341
CALL
DELISTED
Chart Industries
GTLS
– –
-4,600
Closed -$281K
GUNR icon
5342
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.07B
$0 ﹤0.01%
+1
New +$33
GURU icon
5343
Global X Guru Index ETF
GURU
$64.6M
$0 ﹤0.01%
+1
New +$26
GVAL icon
5344
Cambria Global Value ETF
GVAL
$603M
$0 ﹤0.01%
+1
New +$21
GVI icon
5345
iShares Intermediate Government/Credit Bond ETF
GVI
$3.8B
$0 ﹤0.01%
+1
New +$111
GWRE icon
5346
Guidewire Software
GWRE
$14.6B
– –
-279
Closed -$12K
GWRE icon
5347
PUT
Guidewire Software
GWRE
$14.6B
– –
-2,000
Closed -$89K
GWX icon
5348
State Street SPDR S&P International Small Cap ETF
GWX
$937M
$0 ﹤0.01%
+1
New +$31
GXC icon
5349
State Street SPDR S&P China ETF
GXC
$471M
$0 ﹤0.01%
1
-3,365
-100% -$264K
COLO
5350
Global X MSCI Colombia ETF
COLO
$216M
– –
0
– –
212 213
214
215 216

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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.