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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
GMF icon
3251
State Street SPDR S&P Emerging Asia Pacific ETF
GMF
$438M
$0 ﹤0.01%
1
– –
GNE icon
3252
CALL
Genie Energy
GNE
$384M
– –
-50,000
Closed -$412K
GNMA icon
3253
iShares GNMA Bond ETF
GNMA
$423M
$0 ﹤0.01%
1
– –
GNR icon
3254
State Street SPDR S&P Global Natural Resources ETF
GNR
$4.9B
$0 ﹤0.01%
1
– –
GOEX icon
3255
Global X Gold Explorers ETF NEW
GOEX
$128M
– –
-1
Closed –
GOVT icon
3256
iShares US Treasury Bond ETF
GOVT
$43.6B
$0 ﹤0.01%
1
– –
GOVI icon
3257
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.23B
$0 ﹤0.01%
1
– –
GPC icon
3258
PUT
Genuine Parts
GPC
$18.7B
– –
-800
Closed -$66K
GPI icon
3259
PUT
Group 1 Automotive
GPI
$3.18B
– –
-300
Closed -$26K
GPN icon
3260
CALL
Global Payments
GPN
$22.8B
– –
-2,200
Closed -$126K
GPN icon
3261
Global Payments
GPN
$22.8B
– –
-28
Closed -$2K
GPN icon
3262
PUT
Global Payments
GPN
$22.8B
– –
-2,400
Closed -$138K
GQRE icon
3263
FlexShares Global Quality Real Estate Index Fund
GQRE
$421M
$0 ﹤0.01%
1
– –
GREK
3264
CALL
Global X MSCI Greece ETF
GREK
$316M
– –
-13,333
Closed -$384K
GRID
3265
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
GRID
$12.1B
$0 ﹤0.01%
1
– –
GRMN
3266
Garmin
GRMN
$60B
– –
-18,029
Closed -$656K
GRMN
3267
PUT
Garmin
GRMN
$60B
– –
-112,500
Closed -$4.04M
GSAT icon
3268
Globalstar
GSAT
$10.7B
– –
-1,953
Closed -$46K
GSG icon
3269
iShares S&P GSCI Commodity-Indexed Trust
GSG
$968M
$0 ﹤0.01%
1
– –
GTLS
3270
CALL
DELISTED
Chart Industries
GTLS
– –
-500
Closed -$10K
GUNR icon
3271
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.32B
$0 ﹤0.01%
1
– –
GURU icon
3272
Global X Guru Index ETF
GURU
$63.5M
$0 ﹤0.01%
1
– –
GVAL icon
3273
Cambria Global Value ETF
GVAL
$596M
$0 ﹤0.01%
1
– –
GVI icon
3274
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
$0 ﹤0.01%
1
– –
GWX icon
3275
State Street SPDR S&P International Small Cap ETF
GWX
$913M
$0 ﹤0.01%
1
– –
129 130
131
132 133

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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.