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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
SIG icon
3776
Signet Jewelers
SIG
$3.69B
– –
-1,075
Closed -$146K
SIJ icon
3777
ProShares UltraShort Industrials
SIJ
$6.53M
– –
0
– –
SIL icon
3778
Global X Silver Miners ETF NEW
SIL
$5.21B
– –
0
– –
SILJ icon
3779
Amplify Junior Silver Miners ETF
SILJ
$4.07B
$0 ﹤0.01%
1
– –
SIRI icon
3780
SiriusXM
SIRI
$9.8B
– –
-20
Closed -$809
SIVR icon
3781
abrdn Physical Silver Shares ETF
SIVR
$4.36B
$0 ﹤0.01%
1
– –
SIZE icon
3782
iShares MSCI USA Size Factor ETF
SIZE
$429M
$0 ﹤0.01%
1
– –
SJB icon
3783
ProShares Short High Yield
SJB
$45.8M
$0 ﹤0.01%
1
– –
SJM icon
3784
J.M. Smucker
SJM
$13B
– –
-6,188
Closed -$738K
SJNK icon
3785
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.74B
$0 ﹤0.01%
1
– –
SKYY icon
3786
First Trust Cloud Computing ETF
SKYY
$3.26B
$0 ﹤0.01%
1
– –
SLVO icon
3787
Credit Suisse X-Links Silver Shares Covered Call ETNs due April 21 2033
SLVO
$12.4M
– –
0
– –
SLVP icon
3788
iShares MSCI Global Silver and Metals Miners ETF
SLVP
$1B
$0 ﹤0.01%
1
– –
SLX icon
3789
VanEck Steel ETF
SLX
$171M
$0 ﹤0.01%
1
– –
SLYG icon
3790
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$4.9B
$0 ﹤0.01%
4
– –
SLYV icon
3791
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.91B
$0 ﹤0.01%
2
– –
SMB icon
3792
VanEck Short Muni ETF
SMB
$315M
$0 ﹤0.01%
1
– –
SMDD icon
3793
ProShares UltraPro Short MidCap400
SMDD
$1.93M
– –
0
– –
SMG icon
3794
ScottsMiracle-Gro
SMG
$3.27B
– –
-695
Closed -$42K
SMH icon
3795
VanEck Semiconductor ETF
SMH
$68.6B
$0 ﹤0.01%
2
– –
SMIN icon
3796
iShares MSCI India Small-Cap ETF
SMIN
$760M
$0 ﹤0.01%
1
– –
SMLV icon
3797
State Street SPDR US Small Cap Low Volatility Index ETF
SMLV
$253M
$0 ﹤0.01%
1
– –
SMMU icon
3798
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.18B
$0 ﹤0.01%
1
– –
SMN icon
3799
ProShares UltraShort Materials
SMN
$4.01M
– –
0
– –
SMOG icon
3800
VanEck Low Carbon Energy ETF
SMOG
$134M
$0 ﹤0.01%
1
– –
150 151
152
153 154

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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.