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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
XAR icon
6001
State Street SPDR S&P Aerospace & Defense ETF
XAR
$6.62B
$0 ﹤0.01%
+2
New +$103
XBI icon
6002
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$0 ﹤0.01%
3
-4,110
-100% -$234K
XHE icon
6003
State Street SPDR S&P Health Care Equipment ETF
XHE
$169M
$0 ﹤0.01%
+2
New +$83
XHS icon
6004
State Street SPDR S&P Health Care Services ETF
XHS
$207M
$0 ﹤0.01%
+2
New +$107
XLB icon
6005
State Street Materials Select Sector SPDR ETF
XLB
$8.57B
$0 ﹤0.01%
+2
New +$48
XLG icon
6006
Invesco S&P 500 Top 50 ETF
XLG
$11B
$0 ﹤0.01%
+10
New +$140
XLK icon
6007
State Street Technology Select Sector SPDR ETF
XLK
$125B
$0 ﹤0.01%
2
-185,714
-100% -$3.77M
XLV icon
6008
State Street Health Care Select Sector SPDR ETF
XLV
$44B
$0 ﹤0.01%
1
-90,911
-100% -$6.08M
XMLV icon
6009
Invesco S&P MidCap Low Volatility ETF
XMLV
$747M
$0 ﹤0.01%
+1
New +$32
XMPT icon
6010
VanEck CEF Muni Income ETF
XMPT
$221M
$0 ﹤0.01%
+1
New +$26
XNTK icon
6011
State Street SPDR NYSE Technology ETF
XNTK
$2.27B
$0 ﹤0.01%
+2
New +$97
XPH icon
6012
State Street SPDR S&P Pharmaceuticals ETF
XPH
$511M
$0 ﹤0.01%
+2
New +$109
XPP icon
6013
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$8.29M
$0 ﹤0.01%
+1
New +$61
XSD icon
6014
State Street SPDR S&P Semiconductor ETF
XSD
$2.88B
$0 ﹤0.01%
+2
New +$73
XSLV icon
6015
Invesco S&P SmallCap Low Volatility ETF
XSLV
$250M
$0 ﹤0.01%
+1
New +$32
XSW icon
6016
State Street SPDR S&P Software & Services ETF
XSW
$515M
$0 ﹤0.01%
+2
New +$90
XTL icon
6017
State Street SPDR S&P Telecom ETF
XTL
$555M
$0 ﹤0.01%
+1
New +$56
XTN icon
6018
State Street SPDR S&P Transportation ETF
XTN
$398M
$0 ﹤0.01%
+2
New +$100
XYLD icon
6019
Global X S&P 500 Covered Call ETF
XYLD
$3.28B
$0 ﹤0.01%
+1
New +$46
YANG icon
6020
Direxion Daily FTSE China Bear 3X ETF
YANG
$99.3M
– –
0
– –
YCL icon
6021
ProShares Ultra Yen
YCL
$32.2M
– –
0
– –
YCS icon
6022
ProShares UltraShort Yen
YCS
$30M
$0 ﹤0.01%
+4
New +$82
YINN icon
6023
Direxion Daily FTSE China Bull 3X ETF
YINN
$651M
– –
0
– –
YXI icon
6024
ProShares Short FTSE China 50 of PROSHARES TRUST
YXI
$4.79M
$0 ﹤0.01%
+1
New +$61
ZBH icon
6025
PUT
Zimmer Biomet
ZBH
$19B
– –
-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 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.