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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
+3.99%
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
$49.2B
AUM Growth
+$4.3B
Cap. Flow
-$570M
Cap. Flow %
-1.16%
Top 10 Hldgs %
47.58%
Holding
4,791
New
724
Increased
1,056
Reduced
956
Closed
663

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$115M
2
MSFT icon
Microsoft
MSFT
+$86.2M
3
GLD icon
SPDR Gold Trust
GLD
+$61.3M
4
AMZN icon
Amazon
AMZN
+$60.3M
5
DD icon
DuPont de Nemours
DD
+$40.8M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$350M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$157M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$58.6M
4
AXP icon
American Express
AXP
+$52.9M
5
EWY icon
iShares MSCI South Korea ETF
EWY
+$47.7M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.33%
2 Consumer Discretionary 0.76%
3 Technology 0.67%
4 Financials 0.55%
5 Materials 0.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPTI icon
3826
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
$0 ﹤0.01%
2
– –
SPTL icon
3827
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.9B
$0 ﹤0.01%
2
– –
SPTM icon
3828
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$0 ﹤0.01%
6
– –
SPTS icon
3829
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$7.33B
$0 ﹤0.01%
1
– –
SPVM icon
3830
Invesco S&P 500 Value with Momentum ETF
SPVM
$137M
$0 ﹤0.01%
1
– –
SPXL icon
3831
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.86B
– –
-4,000
Closed -$70K
SPXS icon
3832
CALL
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$362M
– –
-25
Closed -$274K
SPXS icon
3833
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$362M
– –
0
– –
SPXU icon
3834
ProShares UltraPro Short S&P 500
SPXU
$418M
– –
0
– –
SPYG icon
3835
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$53.8B
$0 ﹤0.01%
4
– –
SPYV icon
3836
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.3B
$0 ﹤0.01%
4
– –
SQM icon
3837
CALL
Sociedad Química y Minera de Chile
SQM
$20.8B
– –
-205
Closed -$3K
SQQQ icon
3838
ProShares UltraPro Short QQQ
SQQQ
$2.16B
– –
0
– –
SRLN icon
3839
State Street Blackstone Senior Loan ETF
SRLN
$5.55B
$0 ﹤0.01%
1
– –
SRTY icon
3840
ProShares UltraPro Short Russell2000
SRTY
$77.4M
– –
0
– –
SSO icon
3841
ProShares Ultra S&P500
SSO
$8.85B
$0 ﹤0.01%
16
– –
SSTK icon
3842
CALL
Shutterstock
SSTK
$186M
– –
-2,400
Closed -$73K
SSTK icon
3843
PUT
Shutterstock
SSTK
$186M
– –
-300
Closed -$9K
STIP icon
3844
iShares 0-5 Year TIPS Bond ETF
STIP
$16.3B
$0 ﹤0.01%
1
– –
STLD icon
3845
PUT
Steel Dynamics
STLD
$34.3B
– –
-40,000
Closed -$687K
STPZ icon
3846
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$539M
$0 ﹤0.01%
1
– –
STRA icon
3847
CALL
Strategic Education
STRA
$1.81B
– –
-100
Closed -$5K
STZ icon
3848
Constellation Brands
STZ
$21.2B
– –
-3,463
Closed -$477K
SUB icon
3849
iShares Short-Term National Muni Bond ETF
SUB
$11.6B
$0 ﹤0.01%
1
– –
SURE icon
3850
AdvisorShares Insider Advantage ETF
SURE
$56.1M
$0 ﹤0.01%
1
– –
152 153
154
155 156

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Parallax Volatility Advisers's Q4 2015 Portfolio in Review

As of Q4 2015, Parallax Volatility Advisers held 4,791 positions worth $49.2B, up 9.6% from $44.9B the previous quarter. Its ten largest holdings account for 48% of the portfolio.

Parallax Volatility Advisers's Q4 2015 filing shows 724 new, 1,056 increased, 956 reduced and 663 closed positions. Its largest new stake was Twitter, Inc.: 1,017,122 shares worth $23.5M. The largest sale was iShares Russell 2000 ETF, an estimated $350M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Technology.

  • Parallax Volatility Advisers's largest Q4 2015 buy was Twitter, Inc.: 1,017,122 shares worth $23.5M.
  • Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2015, an estimated $115M increase.
  • Parallax Volatility Advisers's biggest Q4 2015 reduction was iShares Russell 2000 ETF, cutting an estimated $350M.
  • Parallax Volatility Advisers fully exited AT&T in Q4 2015, selling an estimated $31.3M.
  • Parallax Volatility Advisers's ten largest holdings make up 48% of its $49.2B portfolio in Q4 2015.
  • Parallax Volatility Advisers opened 724 new positions and closed 663 in Q4 2015.
  • Parallax Volatility Advisers's portfolio value rose 9.6% quarter-over-quarter to $49.2B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2015, filed 16 Feb 2016.