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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
DAR icon
2976
Darling Ingredients
DAR
$9.44B
– –
-89,675
Closed -$1.01M
DAR icon
2977
PUT
Darling Ingredients
DAR
$9.44B
– –
-100,000
Closed -$1.12M
DBC icon
2978
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
$0 ﹤0.01%
1
– –
DBA icon
2979
PUT
Invesco DB Agriculture Fund
DBA
$1.23B
– –
-1,000
Closed -$21K
DBB icon
2980
Invesco DB Base Metals Fund
DBB
$315M
$0 ﹤0.01%
1
– –
DBE icon
2981
Invesco DB Energy Fund
DBE
$85.3M
$0 ﹤0.01%
1
– –
DBEF icon
2982
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.39B
$0 ﹤0.01%
1
– –
DBEU icon
2983
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$786M
$0 ﹤0.01%
1
– –
DBJP icon
2984
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$705M
$0 ﹤0.01%
1
– –
DBO icon
2985
Invesco DB Oil Fund
DBO
$366M
$0 ﹤0.01%
1
– –
DBP icon
2986
Invesco DB Precious Metals Fund
DBP
$255M
$0 ﹤0.01%
1
– –
DDM icon
2987
ProShares Ultra Dow30
DDM
$545M
$0 ﹤0.01%
12
– –
DECK icon
2988
PUT
Deckers Outdoor
DECK
$13.3B
– –
-9,600
Closed -$93K
DEEP icon
2989
Acquirers Small and Micro Deep Value ETF
DEEP
$28.6M
$0 ﹤0.01%
1
– –
DEM icon
2990
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.98B
$0 ﹤0.01%
1
– –
DEO icon
2991
Diageo
DEO
$53.6B
– –
-450
Closed -$50.8K
DES icon
2992
WisdomTree US SmallCap Dividend Fund
DES
$2.22B
$0 ﹤0.01%
3
– –
DEW icon
2993
WisdomTree Global High Dividend Fund
DEW
$155M
$0 ﹤0.01%
1
– –
DFE icon
2994
WisdomTree Europe SmallCap Dividend Fund
DFE
$169M
$0 ﹤0.01%
1
– –
DFJ icon
2995
WisdomTree Japan SmallCap Dividend Fund
DFJ
$400M
$0 ﹤0.01%
1
– –
DGP icon
2996
DB Gold Double Long ETN due February 15, 2038
DGP
$248M
$0 ﹤0.01%
1
– –
DGRE icon
2997
WisdomTree Trust WisdomTree Emerging Markets Quality Dividend Growth Fund
DGRE
$146M
$0 ﹤0.01%
1
– –
DGRO icon
2998
iShares Core Dividend Growth ETF
DGRO
$43.5B
$0 ﹤0.01%
1
– –
DGRS icon
2999
WisdomTree Trust WisdomTree US SmallCap Quality Dividend Growth Fund
DGRS
$414M
$0 ﹤0.01%
1
– –
DGRW icon
3000
WisdomTree Trust WisdomTree US Quality Dividend Growth Fund
DGRW
$17.3B
$0 ﹤0.01%
1
– –
118 119
120
121 122

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HF
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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.