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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
JJM
6251
DELISTED
iPath Bloomberg Industrial Metals Subindex Total Return ETN due October 22, 2037
JJM
$0 ﹤0.01%
+1
New +$29
JJU
6252
DELISTED
iPath Bloomberg Aluminum Subindex Total Return ETN due June 24, 2038
JJU
$0 ﹤0.01%
+1
New +$20
JJP
6253
DELISTED
iPath Bloomberg Precious Metals Subindex Total Return ETN due June 24, 2038
JJP
$0 ﹤0.01%
+1
New +$57
COW
6254
DELISTED
iPath Bloomberg Livestock Subindex Total Return ETN due October 22, 2037
COW
$0 ﹤0.01%
+1
New +$32
JJG
6255
DELISTED
iPath Bloomberg Grains Subindex Total Return ETN due October 22, 2037
JJG
$0 ﹤0.01%
+1
New +$37
JJC
6256
DELISTED
iPath Bloomberg Copper Subindex Total Return ETN due October 22, 2037
JJC
$0 ﹤0.01%
+1
New +$36
GRN
6257
DELISTED
iPath Global Carbon ETN
GRN
$0 ﹤0.01%
+1
New +$8
JO
6258
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
$0 ﹤0.01%
+1
New +$35
AYT
6259
DELISTED
iPath GEMS Asia 8 ETN
AYT
$0 ﹤0.01%
+1
New +$44
SGG
6260
DELISTED
iPath Bloomberg Sugar Subindex Total Return ETN due June 24, 2038
SGG
$0 ﹤0.01%
+1
New +$41
CTNN
6261
DELISTED
iPath Pure Beta Cotton ETN
CTNN
$0 ﹤0.01%
+1
New +$27
NINI
6262
DELISTED
iPath Pure Beta Nickel ETN
NINI
$0 ﹤0.01%
+1
New +$28
DYN
6263
CALL
DELISTED
Dynegy, Inc.
DYN
– –
-2,200
Closed -$63K
IBLN
6264
DELISTED
Direxion iBillionaire Index ETF
IBLN
$0 ﹤0.01%
+1
New +$25
SPXH
6265
DELISTED
Janus Velocity Volatility Hedged Large Cap ETF
SPXH
$0 ﹤0.01%
+1
New +$30
TRSK
6266
DELISTED
Janus Velocity Tail Risk Hedged Large Cap ETF
TRSK
$0 ﹤0.01%
+1
New +$28
DXJC
6267
DELISTED
WisdomTree Japan Hedged Capital Goods Fund
DXJC
$0 ﹤0.01%
+1
New +$28
DXJH
6268
DELISTED
WisdomTree Japan Hedged Health Care Fund
DXJH
$0 ﹤0.01%
+1
New +$29
CNDA
6269
DELISTED
IQ Canada Small Cap ETF
CNDA
$0 ﹤0.01%
+1
New +$20
IOIL
6270
DELISTED
IQ Global Oil Small Cap ETF
IOIL
$0 ﹤0.01%
+1
New +$17
DXPS
6271
DELISTED
WisdomTree United Kingdom Hedged Equity Fund
DXPS
$0 ﹤0.01%
+1
New +$25
CCC
6272
DELISTED
Calgon Carbon Corp
CCC
– –
-1,104
Closed -$22.4K
CCC
6273
PUT
DELISTED
Calgon Carbon Corp
CCC
– –
-2,000
Closed -$39K
CPN
6274
CALL
DELISTED
Calpine Corporation
CPN
– –
-1,500
Closed -$33K
NASH
6275
DELISTED
Nashville Area ETF
NASH
$0 ﹤0.01%
+1
New +$30
249 250
251
252 253

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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.