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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
+3.99%
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
$49.2B
AUM Growth
+$4.3B
Cap. Flow
+$2.65B
Cap. Flow %
5.38%
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 Consumer Discretionary 0.76%
2 Technology 0.67%
3 Financials 0.55%
4 Materials 0.33%
5 Industrials 0.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SNX icon
3801
TD Synnex
SNX
$20.7B
– –
-2,516
Closed -$107K
SNX icon
3802
PUT
TD Synnex
SNX
$20.7B
– –
-4,400
Closed -$187K
SOCL icon
3803
Global X Social Media ETF
SOCL
$92.2M
$0 ﹤0.01%
1
– –
SOXL icon
3804
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$22.4B
$0 ﹤0.01%
60
– –
SOXX icon
3805
iShares Semiconductor ETF
SOXX
$47.7B
$0 ﹤0.01%
3
-26,658
-100% -$794K
SPAB icon
3806
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.75B
$0 ﹤0.01%
2
– –
SPBO icon
3807
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.09B
$0 ﹤0.01%
1
– –
SPDW icon
3808
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.2B
$0 ﹤0.01%
1
– –
SPEM icon
3809
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.6B
$0 ﹤0.01%
2
– –
SPEU icon
3810
State Street SPDR Portfolio Europe ETF
SPEU
$739M
$0 ﹤0.01%
1
– –
SPFF icon
3811
Global X SuperIncome Preferred ETF
SPFF
$141M
$0 ﹤0.01%
1
– –
SPGM icon
3812
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.76B
$0 ﹤0.01%
2
– –
SPGP icon
3813
Invesco S&P 500 GARP ETF
SPGP
$2.3B
$0 ﹤0.01%
1
– –
SPHB icon
3814
Invesco S&P 500 High Beta ETF
SPHB
$1.01B
$0 ﹤0.01%
1
– –
SPHD icon
3815
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.36B
$0 ﹤0.01%
1
– –
SPHY icon
3816
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.6B
$0 ﹤0.01%
1
– –
SPIP icon
3817
State Street SPDR Portfolio TIPS ETF
SPIP
$999M
$0 ﹤0.01%
2
– –
SPIB icon
3818
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$0 ﹤0.01%
1
– –
SPLB icon
3819
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.16B
$0 ﹤0.01%
2
– –
SPYM
3820
State Street SPDR Portfolio S&P 500 ETF
SPYM
$167B
$0 ﹤0.01%
4
– –
SPLV icon
3821
Invesco S&P 500 Low Volatility ETF
SPLV
$7.22B
$0 ﹤0.01%
1
-4,583
-100% -$175K
SPMB icon
3822
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.98B
$0 ﹤0.01%
1
– –
SPMD icon
3823
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.6B
$0 ﹤0.01%
3
– –
SPSB icon
3824
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.6B
$0 ﹤0.01%
1
– –
SPSM icon
3825
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.3B
$0 ﹤0.01%
3
– –
151 152
153
154 155

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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 deployed $2.65B of net new capital in Q4 2015, opening 724 new positions and adding to 1,056 existing holdings. Its largest new stake was Twitter, Inc.: 1,017,122 shares worth $23.5M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 0.76% of assets, down from 0.8% a quarter earlier, followed by Technology and Financials.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $350M trimmed.

  • 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.