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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
TEL icon
5851
CALL
TE Connectivity
TEL
$62.2B
– –
-2,500
Closed -$138K
TFI icon
5852
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.18B
$0 ﹤0.01%
+1
New +$48
TFLO icon
5853
iShares Treasury Floating Rate Bond ETF
TFLO
$6.72B
$0 ﹤0.01%
+1
New +$50
THD icon
5854
iShares MSCI Thailand ETF
THD
$354M
$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
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.27B
$0 ﹤0.01%
+1
New +$85
TIP icon
5858
iShares TIPS Bond ETF
TIP
$14.7B
$0 ﹤0.01%
+1
New +$113
TIPX icon
5859
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$2.04B
$0 ﹤0.01%
+1
New +$19
TIPZ icon
5860
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.5M
$0 ﹤0.01%
+1
New +$57
TK icon
5861
Teekay
TK
$1.06B
– –
-50,934
Closed -$2.77M
TLH icon
5862
iShares 10-20 Year Treasury Bond ETF
TLH
$10.9B
$0 ﹤0.01%
+1
New +$133
TLTD icon
5863
FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund
TLTD
$690M
$0 ﹤0.01%
+1
New +$60
TLT icon
5864
iShares 20+ Year Treasury Bond ETF
TLT
$40.8B
$0 ﹤0.01%
+1
New +$121
TLTE icon
5865
FlexShares Morningstar Emerging Markets Factor Tilt Index Fund
TLTE
$352M
$0 ﹤0.01%
+1
New +$51
TMF icon
5866
Direxion Daily 20+ Year Treasury Bull 3X ETF
TMF
$2.17B
– –
0
– –
TMV icon
5867
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$192M
– –
0
– –
TNC icon
5868
Tennant Co
TNC
$1.15B
– –
-198
Closed -$13K
TNC icon
5869
PUT
Tennant Co
TNC
$1.15B
– –
-200
Closed -$13K
TNK icon
5870
Teekay Tankers
TNK
$2.9B
$0 ﹤0.01%
+2
New +$69
TOK icon
5871
iShares MSCI Kokusai Fund
TOK
$258M
$0 ﹤0.01%
+1
New +$54
TOLZ icon
5872
ProShares DJ Brookfield Global Infrastructure ETF
TOLZ
$175M
$0 ﹤0.01%
+1
New +$44
TQQQ icon
5873
ProShares UltraPro QQQ
TQQQ
$38.7B
$0 ﹤0.01%
+48
New +$92
TRGP icon
5874
Targa Resources
TRGP
$57.2B
– –
-150
Closed -$20K
TRP icon
5875
TC Energy
TRP
$65.8B
– –
-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 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.