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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
DGS icon
3001
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.77B
$0 ﹤0.01%
1
– –
DGT icon
3002
State Street SPDR Global Dow ETF
DGT
$628M
$0 ﹤0.01%
1
– –
DGZ icon
3003
DB Gold Short ETN due Feb 15 2038
DGZ
$1.72M
$0 ﹤0.01%
1
– –
DHS icon
3004
WisdomTree US High Dividend Fund
DHS
$1.58B
$0 ﹤0.01%
1
– –
DHT icon
3005
DHT Holdings
DHT
$3.02B
– –
-39,152
Closed -$291K
DIG icon
3006
ProShares Ultra Energy
DIG
$76.9M
$0 ﹤0.01%
1
– –
DIM icon
3007
WisdomTree International MidCap Dividend Fund
DIM
$170M
$0 ﹤0.01%
1
– –
DIV icon
3008
Global X SuperDividend US ETF
DIV
$783M
$0 ﹤0.01%
1
– –
DJP icon
3009
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$794M
$0 ﹤0.01%
1
– –
DK icon
3010
CALL
Delek US
DK
$3.58B
– –
-45,900
Closed -$1.27M
DLN icon
3011
WisdomTree US LargeCap Dividend Fund
DLN
$6.39B
$0 ﹤0.01%
2
– –
DLR icon
3012
Digital Realty Trust
DLR
$71.7B
– –
-99
Closed -$7.14K
DLS icon
3013
WisdomTree International SmallCap Dividend Fund
DLS
$1.08B
$0 ﹤0.01%
1
– –
DLTR icon
3014
Dollar Tree
DLTR
$25.2B
– –
-6,057
Closed -$424K
DNL icon
3015
WisdomTree Global ex-U.S. Quality Growth Fund
DNL
$501M
$0 ﹤0.01%
2
– –
DOG
3016
ProShares Short Dow30
DOG
$97.3M
– –
0
– –
DOL icon
3017
WisdomTree True Developed International Fund
DOL
$845M
$0 ﹤0.01%
1
– –
DON icon
3018
WisdomTree US MidCap Dividend Fund
DON
$4.09B
$0 ﹤0.01%
3
– –
DORM icon
3019
Dorman Products
DORM
$4.18B
– –
-25
Closed -$1K
DRN icon
3020
Direxion Daily Real Estate Bull 3X ETF
DRN
$45.4M
$0 ﹤0.01%
4
– –
DRV icon
3021
Direxion Daily Real Estate Bear 3X ETF
DRV
$25.7M
– –
0
– –
DSI icon
3022
iShares MSCI KLD 400 Social ETF
DSI
$5.55B
$0 ﹤0.01%
2
– –
DTD icon
3023
WisdomTree US Total Dividend Fund
DTD
$1.69B
$0 ﹤0.01%
2
– –
DTE icon
3024
DTE Energy
DTE
$29.1B
– –
-20
Closed -$1.38K
DTH icon
3025
WisdomTree International High Dividend Fund
DTH
$663M
$0 ﹤0.01%
1
– –
119 120
121
122 123

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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.