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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
-11.36%
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
$44.9B
AUM Growth
-$2.48B
Cap. Flow
+$238M
Cap. Flow %
0.53%
Top 10 Hldgs %
44.11%
Holding
5,410
New
567
Increased
1,010
Reduced
1,102
Closed
1,345

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$380M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$161M
3
FXI icon
iShares China Large-Cap ETF
FXI
+$94.6M
4
EWY icon
iShares MSCI South Korea ETF
EWY
+$45.2M
5
CMG icon
Chipotle Mexican Grill
CMG
+$45M

Top Sells

Rank Stock Value
1
QCOM icon
Qualcomm
QCOM
+$82.8M
2
DHR icon
Danaher
DHR
+$66.3M
3
BAC icon
Bank of America
BAC
+$53.7M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$45.8M
5
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$42.8M

Sector Composition

Rank Sector Weight
1 Miscellaneous 95.73%
2 Consumer Discretionary 0.8%
3 Financials 0.66%
4 Technology 0.56%
5 Communication Services 0.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPSB icon
4051
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
$0 ﹤0.01%
1
– –
SPSM icon
4052
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$16.1B
$0 ﹤0.01%
3
– –
SPTI icon
4053
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
$0 ﹤0.01%
2
– –
SPTL icon
4054
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$10.9B
$0 ﹤0.01%
2
– –
SPTM icon
4055
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14B
$0 ﹤0.01%
6
– –
SPTS icon
4056
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$7.33B
$0 ﹤0.01%
1
– –
SPVM icon
4057
Invesco S&P 500 Value with Momentum ETF
SPVM
$137M
$0 ﹤0.01%
1
– –
SPXC icon
4058
CALL
SPX Corp
SPXC
$9.41B
– –
-397
Closed -$7K
SPXC icon
4059
SPX Corp
SPXC
$9.41B
– –
-222
Closed -$4K
SPXC icon
4060
PUT
SPX Corp
SPXC
$9.41B
– –
-397
Closed -$7K
SPXS icon
4061
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$364M
– –
0
– –
SPXU icon
4062
ProShares UltraPro Short S&P 500
SPXU
$420M
– –
0
– –
SPYG icon
4063
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$53.7B
$0 ﹤0.01%
4
– –
SPYV icon
4064
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.3B
$0 ﹤0.01%
4
– –
SQM icon
4065
Sociedad Química y Minera de Chile
SQM
$20.6B
– –
-96
Closed -$1.38K
SQQQ icon
4066
ProShares UltraPro Short QQQ
SQQQ
$2.17B
– –
0
– –
SRE icon
4067
Sempra
SRE
$55.1B
– –
-954
Closed -$46.9K
SRLN icon
4068
State Street Blackstone Senior Loan ETF
SRLN
$5.55B
$0 ﹤0.01%
1
– –
SRTY icon
4069
ProShares UltraPro Short Russell2000
SRTY
$77.8M
– –
0
– –
SSO icon
4070
ProShares Ultra S&P500
SSO
$8.82B
$0 ﹤0.01%
16
– –
SSTK icon
4071
Shutterstock
SSTK
$188M
– –
-428
Closed -$17.2K
ST icon
4072
Sensata Technologies
ST
$6.13B
– –
-99
Closed -$5K
STIP icon
4073
iShares 0-5 Year TIPS Bond ETF
STIP
$16.3B
$0 ﹤0.01%
1
– –
STKL
4074
PUT
DELISTED
SunOpta
STKL
– –
-1,400
Closed -$15K
STLD icon
4075
CALL
Steel Dynamics
STLD
$34B
– –
-9,700
Closed -$201K
161 162
163
164 165

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Parallax Volatility Advisers's Q3 2015 Portfolio in Review

As of Q3 2015, Parallax Volatility Advisers held 5,410 positions worth $44.9B, down 5.2% from $47.4B the previous quarter. Its ten largest holdings account for 44% of the portfolio.

Parallax Volatility Advisers's Q3 2015 filing shows 567 new, 1,010 increased, 1,102 reduced and 1,345 closed positions. Its largest new stake was United Parcel Service: 222,979 shares worth $22M. The largest sale was Qualcomm, an estimated $82.8M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 95% a quarter earlier, followed by Consumer Discretionary and Financials.

  • Parallax Volatility Advisers's largest Q3 2015 buy was United Parcel Service: 222,979 shares worth $22M.
  • Parallax Volatility Advisers added most to iShares Russell 2000 ETF in Q3 2015, an estimated $380M increase.
  • Parallax Volatility Advisers's biggest Q3 2015 reduction was Qualcomm, cutting an estimated $82.8M.
  • Parallax Volatility Advisers fully exited KEURIG GREEN MTN INC in Q3 2015, selling an estimated $32M.
  • Parallax Volatility Advisers's ten largest holdings make up 44% of its $44.9B portfolio in Q3 2015.
  • Parallax Volatility Advisers opened 567 new positions and closed 1,345 in Q3 2015.
  • Parallax Volatility Advisers's portfolio value fell 5.2% quarter-over-quarter to $44.9B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2015, filed 16 Nov 2015.