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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
SPLB icon
5801
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.19B
$0 ﹤0.01%
+2
New +$55
SPYM
5802
State Street SPDR Portfolio S&P 500 ETF
SPYM
$170B
$0 ﹤0.01%
+4
New +$94
SPLV icon
5803
Invesco S&P 500 Low Volatility ETF
SPLV
$7.22B
$0 ﹤0.01%
+1
New +$37
SPMB icon
5804
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$7.07B
$0 ﹤0.01%
+1
New +$28
SPMD icon
5805
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$19.1B
$0 ﹤0.01%
+3
New +$84
SPSB icon
5806
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.8B
$0 ﹤0.01%
+1
New +$31
SPSM icon
5807
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.6B
$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
$10.8B
$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
$6.12B
$0 ﹤0.01%
+1
New +$30
SPVM icon
5813
Invesco S&P 500 Value with Momentum ETF
SPVM
$132M
$0 ﹤0.01%
+1
New +$30
SPXL icon
5814
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.41B
$0 ﹤0.01%
+4
New +$82
SPXS icon
5815
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$327M
– –
0
– –
SPXU icon
5816
ProShares UltraPro Short S&P 500
SPXU
$378M
– –
0
– –
SPYG icon
5817
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$55.5B
$0 ﹤0.01%
+4
New +$95
SPYV icon
5818
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.8B
$0 ﹤0.01%
+4
New +$99
SQQQ icon
5819
ProShares UltraPro Short QQQ
SQQQ
$1.67B
– –
0
– –
SRLN icon
5820
State Street Blackstone Senior Loan ETF
SRLN
$5.38B
$0 ﹤0.01%
+1
New +$49
SRS icon
5821
ProShares UltraShort Real Estate
SRS
$15.7M
– –
0
– –
SRTY icon
5822
ProShares UltraPro Short Russell2000
SRTY
$66.3M
– –
0
– –
SSL icon
5823
Sasol
SSL
$7.17B
– –
-3
Closed -$136
SSO icon
5824
ProShares Ultra S&P500
SSO
$8.51B
$0 ﹤0.01%
+16
New +$122
ST icon
5825
Sensata Technologies
ST
$6.61B
– –
-597
Closed -$29K
231 232
233
234 235

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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.