We are live on ! Find out more
Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+0.52%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$34.3B
AUM Growth
+$2.76B
Cap. Flow
+$756M
Cap. Flow %
2.21%
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 Miscellaneous 92.48%
2 Technology 1.89%
3 Consumer Discretionary 1.28%
4 Financials 0.92%
5 Industrials 0.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SMG icon
5776
ScottsMiracle-Gro
SMG
$3.31B
– –
-3,688
Closed -$219K
SMIN icon
5777
iShares MSCI India Small-Cap ETF
SMIN
$766M
$0 ﹤0.01%
+1
New +$33
SMLV icon
5778
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$253M
$0 ﹤0.01%
+1
New +$75
SMMU icon
5779
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.18B
$0 ﹤0.01%
+1
New +$50
SMN icon
5780
ProShares UltraShort Materials
SMN
$4.01M
– –
0
– –
SMOG icon
5781
VanEck Low Carbon Energy ETF
SMOG
$134M
$0 ﹤0.01%
+1
New +$55
SMTC icon
5782
Semtech
SMTC
$15.3B
– –
-7,366
Closed -$200K
SMTC icon
5783
PUT
Semtech
SMTC
$15.3B
– –
-9,600
Closed -$260K
SOCL icon
5784
CALL
Global X Social Media ETF
SOCL
$89.5M
– –
-2,000
Closed -$39K
SOXL icon
5785
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$21.6B
$0 ﹤0.01%
+75
New +$115
SOXS icon
5786
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.24B
– –
0
– –
SOXX icon
5787
iShares Semiconductor ETF
SOXX
$43.8B
$0 ﹤0.01%
+3
New +$88
SPAB icon
5788
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$10.2B
$0 ﹤0.01%
+2
New +$58
SPBO icon
5789
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.15B
$0 ﹤0.01%
+1
New +$32
SPDW icon
5790
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$42.1B
$0 ﹤0.01%
+1
New +$28
SPEM icon
5791
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.9B
$0 ﹤0.01%
+2
New +$65
SPEU icon
5792
State Street SPDR Portfolio Europe ETF
SPEU
$726M
$0 ﹤0.01%
+1
New +$35
SPFF icon
5793
Global X SuperIncome Preferred ETF
SPFF
$142M
$0 ﹤0.01%
+1
New +$15
SPGM icon
5794
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.75B
$0 ﹤0.01%
+2
New +$64
SPGP icon
5795
Invesco S&P 500 GARP ETF
SPGP
$2.19B
$0 ﹤0.01%
+1
New +$32
SPHB icon
5796
Invesco S&P 500 High Beta ETF
SPHB
$913M
$0 ﹤0.01%
+1
New +$33
SPHD icon
5797
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.36B
$0 ﹤0.01%
+1
New +$32
SPHY icon
5798
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$12B
$0 ﹤0.01%
+1
New +$26
SPIP icon
5799
State Street SPDR Portfolio TIPS ETF
SPIP
$1.03B
$0 ﹤0.01%
+2
New +$56
SPIB icon
5800
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.6B
$0 ﹤0.01%
+1
New +$34
230 231
232
233 234

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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's Q4 2014 filing shows 2,582 new, 1,916 increased, 1,653 reduced and 442 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M. The largest sale was Walgreens Boots Alliance, an estimated $50.6M.

By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.

  • 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.