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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 1.85%
2 Consumer Discretionary 1.26%
3 Financials 0.92%
4 Industrials 0.76%
5 Energy 0.6%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MDYG icon
5526
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.97B
$0 ﹤0.01%
+3
New +$115
MDYV icon
5527
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.89B
$0 ﹤0.01%
+2
New +$84
MED icon
5528
Medifast
MED
$130M
– –
-1,637
Closed -$51K
MGC icon
5529
Vanguard Morningstar Mega Cap ETF
MGC
$10.4B
$0 ﹤0.01%
+1
New +$69
MGK icon
5530
Vanguard Morningstar Mega Cap Growth ETF
MGK
$34B
$0 ﹤0.01%
+5
New +$80
MGV icon
5531
Vanguard Morningstar Mega Cap Value ETF
MGV
$13.7B
$0 ﹤0.01%
+1
New +$60
MIDU icon
5532
Direxion Daily Mid Cap Bull 3X ETF
MIDU
$81M
$0 ﹤0.01%
+5
New +$90
MINT icon
5533
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17.1B
$0 ﹤0.01%
+1
New +$101
MLN icon
5534
VanEck Long Muni ETF
MLN
$684M
$0 ﹤0.01%
+1
New +$20
MLPA icon
5535
Global X MLP ETF
MLPA
$2.28B
– –
0
– –
MLPX icon
5536
Global X MLP & Energy Infrastructure ETF
MLPX
$3.56B
– –
0
– –
MMTM icon
5537
State Street SPDR S&P 1500 Momentum Tilt ETF
MMTM
$165M
$0 ﹤0.01%
+1
New +$85
MMYT icon
5538
CALL
MakeMyTrip
MMYT
$5.67B
– –
-10,600
Closed -$295K
MNA icon
5539
IQ ARB Merger Arbitrage ETF
MNA
$254M
$0 ﹤0.01%
+1
New +$28
MOAT icon
5540
VanEck Morningstar Wide Moat ETF
MOAT
$12.5B
$0 ﹤0.01%
+1
New +$31
MOO icon
5541
VanEck Agribusiness ETF
MOO
$972M
$0 ﹤0.01%
1
-1,499
-100% -$79.8K
MORT icon
5542
VanEck Mortgage REIT Income ETF
MORT
$376M
$0 ﹤0.01%
+1
New +$24
MSB
5543
Mesabi Trust
MSB
$306M
– –
-722
Closed -$14K
MSGS icon
5544
Madison Square Garden
MSGS
$9.97B
– –
-73,898
Closed -$3.72M
MTD icon
5545
CALL
Mettler-Toledo International
MTD
$28.8B
– –
-200
Closed -$51K
MTDR icon
5546
Matador Resources
MTDR
$6.5B
– –
-880
Closed -$18.3K
MTUM icon
5547
iShares MSCI USA Momentum Factor ETF
MTUM
$26.1B
$0 ﹤0.01%
+1
New +$66
MUB icon
5548
iShares National Muni Bond ETF
MUB
$45.9B
$0 ﹤0.01%
+1
New +$110
MUNI icon
5549
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.12B
$0 ﹤0.01%
+1
New +$54
MUSA icon
5550
Murphy USA
MUSA
$10.1B
– –
-30
Closed -$1.78K
220 221
222
223 224

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HF
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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 1.8% 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.