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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
SMG icon
5776
ScottsMiracle-Gro
SMG
$3.59B
– –
-3,688
Closed -$219K
SMIN icon
5777
iShares MSCI India Small-Cap ETF
SMIN
$773M
$0 ﹤0.01%
+1
New +$33
SMLV icon
5778
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$263M
$0 ﹤0.01%
+1
New +$75
SMMU icon
5779
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.17B
$0 ﹤0.01%
+1
New +$50
SMN icon
5780
ProShares UltraShort Materials
SMN
$3.87M
– –
0
– –
SMOG icon
5781
VanEck Low Carbon Energy ETF
SMOG
$135M
$0 ﹤0.01%
+1
New +$55
SMTC icon
5782
Semtech
SMTC
$12.4B
– –
-7,366
Closed -$200K
SMTC icon
5783
PUT
Semtech
SMTC
$12.4B
– –
-9,600
Closed -$260K
SOCL icon
5784
CALL
Global X Social Media ETF
SOCL
$91.4M
– –
-2,000
Closed -$39K
SOXL icon
5785
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$24.8B
$0 ﹤0.01%
+75
New +$115
SOXS icon
5786
Direxion Daily Semiconductor Bear 3X ETF
SOXS
$1.38B
– –
0
– –
SOXX icon
5787
iShares Semiconductor ETF
SOXX
$46.6B
$0 ﹤0.01%
+3
New +$88
SPAB icon
5788
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.95B
$0 ﹤0.01%
+2
New +$58
SPBO icon
5789
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.1B
$0 ﹤0.01%
+1
New +$32
SPDW icon
5790
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$42B
$0 ﹤0.01%
+1
New +$28
SPEM icon
5791
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.7B
$0 ﹤0.01%
+2
New +$65
SPEU icon
5792
State Street SPDR Portfolio Europe ETF
SPEU
$743M
$0 ﹤0.01%
+1
New +$35
SPFF icon
5793
Global X SuperIncome Preferred ETF
SPFF
$144M
$0 ﹤0.01%
+1
New +$15
SPGM icon
5794
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.77B
$0 ﹤0.01%
+2
New +$64
SPGP icon
5795
Invesco S&P 500 GARP ETF
SPGP
$2.33B
$0 ﹤0.01%
+1
New +$32
SPHB icon
5796
Invesco S&P 500 High Beta ETF
SPHB
$956M
$0 ﹤0.01%
+1
New +$33
SPHD icon
5797
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.43B
$0 ﹤0.01%
+1
New +$32
SPHY icon
5798
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$12.1B
$0 ﹤0.01%
+1
New +$26
SPIP icon
5799
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
$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

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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.