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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
REZ icon
5676
iShares Residential and Multisector Real Estate ETF
REZ
$861M
$0 ﹤0.01%
+1
New +$57
RFG icon
5677
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$361M
$0 ﹤0.01%
+5
New +$121
RFV icon
5678
Invesco S&P MidCap 400 Pure Value ETF
RFV
$343M
$0 ﹤0.01%
+1
New +$52
RIGS icon
5679
ALPS Strategic Income Fund
RIGS
$60.6M
$0 ﹤0.01%
+1
New +$25
RINF icon
5680
ProShares Inflation Expectations ETF
RINF
$18M
$0 ﹤0.01%
+1
New +$33
RING icon
5681
iShares MSCI Global Gold Miners ETF
RING
$2.4B
$0 ﹤0.01%
+1
New +$16
RLY icon
5682
State Street Multi-Asset Real Return ETF
RLY
$1.31B
$0 ﹤0.01%
+1
New +$28
RMD icon
5683
ResMed
RMD
$32.9B
– –
-4,693
Closed -$245K
ROBO icon
5684
ROBO Global Robotics & Automation Index ETF
ROBO
$2.13B
$0 ﹤0.01%
+1
New +$26
ROM icon
5685
ProShares Ultra Technology
ROM
$1.33B
$0 ﹤0.01%
+32
New +$145
RPG icon
5686
Invesco S&P 500 Pure Growth ETF
RPG
$2.09B
$0 ﹤0.01%
+5
New +$78
RPV icon
5687
Invesco S&P 500 Pure Value ETF
RPV
$1.74B
$0 ﹤0.01%
+1
New +$54
RRGB icon
5688
Red Robin
RRGB
$183M
– –
-1,677
Closed -$106K
RS icon
5689
PUT
Reliance Steel & Aluminium
RS
$21.7B
– –
-1,200
Closed -$82K
RSPD icon
5690
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$335M
$0 ﹤0.01%
+3
New +$84
RSPG icon
5691
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$597M
$0 ﹤0.01%
+1
New +$73
RSPF icon
5692
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$313M
$0 ﹤0.01%
+1
New +$30
RSPH icon
5693
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$796M
$0 ﹤0.01%
+10
New +$137
RSPM icon
5694
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$183M
$0 ﹤0.01%
+5
New +$83
RSPN icon
5695
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.08B
$0 ﹤0.01%
+5
New +$88
RSPS icon
5696
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$248M
$0 ﹤0.01%
+5
New +$102
RSPU icon
5697
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$537M
$0 ﹤0.01%
+2
New +$76
RSPT icon
5698
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$6.05B
$0 ﹤0.01%
+10
New +$87
RTH icon
5699
VanEck Retail ETF
RTH
$259M
$0 ﹤0.01%
+1
New +$67
RVNU icon
5700
Xtrackers Municipal Infrastructure Revenue Bond Active ETF
RVNU
$144M
$0 ﹤0.01%
+1
New +$26
226 227
228
229 230

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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.