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
SPLB icon
5801
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.24B
$0 ﹤0.01%
+2
New +$55
SPYM
5802
State Street SPDR Portfolio S&P 500 ETF
SPYM
$168B
$0 ﹤0.01%
+4
New +$94
SPLV icon
5803
Invesco S&P 500 Low Volatility ETF
SPLV
$7.05B
$0 ﹤0.01%
+1
New +$37
SPMB icon
5804
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$7.09B
$0 ﹤0.01%
+1
New +$28
SPMD icon
5805
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.4B
$0 ﹤0.01%
+3
New +$84
SPSB icon
5806
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
$0 ﹤0.01%
+1
New +$31
SPSM icon
5807
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$16.3B
$0 ﹤0.01%
+3
New +$68
SPTI icon
5808
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.6B
$0 ﹤0.01%
+2
New +$60
SPTL icon
5809
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$11B
$0 ﹤0.01%
+2
New +$70
SPTM icon
5810
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14.1B
$0 ﹤0.01%
+6
New +$150
SPTN
5811
DELISTED
SpartanNash
SPTN
– –
-324
Closed -$6K
SPTS icon
5812
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$7.35B
$0 ﹤0.01%
+1
New +$30
SPVM icon
5813
Invesco S&P 500 Value with Momentum ETF
SPVM
$137M
$0 ﹤0.01%
+1
New +$30
SPXL icon
5814
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.95B
$0 ﹤0.01%
+4
New +$82
SPXS icon
5815
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$357M
– –
0
– –
SPXU icon
5816
ProShares UltraPro Short S&P 500
SPXU
$413M
– –
0
– –
SPYG icon
5817
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$54.2B
$0 ﹤0.01%
+4
New +$95
SPYV icon
5818
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.4B
$0 ﹤0.01%
+4
New +$99
SQQQ icon
5819
ProShares UltraPro Short QQQ
SQQQ
$2.11B
– –
0
– –
SRLN icon
5820
State Street Blackstone Senior Loan ETF
SRLN
$5.55B
$0 ﹤0.01%
+1
New +$49
SRS icon
5821
ProShares UltraShort Real Estate
SRS
$14.9M
– –
0
– –
SRTY icon
5822
ProShares UltraPro Short Russell2000
SRTY
$75.7M
– –
0
– –
SSL icon
5823
Sasol
SSL
$9.35B
– –
-3
Closed -$136
SSO icon
5824
ProShares Ultra S&P500
SSO
$8.93B
$0 ﹤0.01%
+16
New +$122
ST icon
5825
Sensata Technologies
ST
$6.12B
– –
-597
Closed -$29K
231 232
233
234 235

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.