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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
IDLV icon
3326
Invesco S&P International Developed Low Volatility ETF
IDLV
$348M
$0 ﹤0.01%
1
– –
IDOG icon
3327
ALPS International Sector Dividend Dogs ETF
IDOG
$556M
$0 ﹤0.01%
1
– –
IDU icon
3328
iShares US Utilities ETF
IDU
$1.4B
$0 ﹤0.01%
2
– –
IDV icon
3329
iShares International Select Dividend ETF
IDV
$8.5B
$0 ﹤0.01%
1
– –
IDX icon
3330
VanEck Indonesia Index ETF
IDX
$37.2M
$0 ﹤0.01%
1
– –
IDXX icon
3331
CALL
Idexx Laboratories
IDXX
$46.8B
– –
-70,000
Closed -$5.2M
IEFA icon
3332
iShares Core MSCI EAFE ETF
IEFA
$195B
$0 ﹤0.01%
1
– –
IEI icon
3333
iShares 3-7 Year Treasury Bond ETF
IEI
$17.8B
$0 ﹤0.01%
1
– –
IEO icon
3334
iShares US Oil & Gas Exploration & Production ETF
IEO
$546M
$0 ﹤0.01%
1
– –
IEMG icon
3335
iShares Core MSCI Emerging Markets ETF
IEMG
$156B
$0 ﹤0.01%
1
– –
IEUR icon
3336
iShares Core MSCI Europe ETF
IEUR
$9.14B
$0 ﹤0.01%
1
– –
IEUS icon
3337
iShares MSCI Europe Small-Cap ETF
IEUS
$185M
$0 ﹤0.01%
1
– –
IEV icon
3338
iShares Europe ETF
IEV
$1.7B
$0 ﹤0.01%
1
– –
IEZ icon
3339
iShares US Oil Equipment & Services ETF
IEZ
$369M
$0 ﹤0.01%
1
– –
IFGL icon
3340
iShares International Developed Real Estate ETF
IFGL
$83.2M
$0 ﹤0.01%
1
– –
IFV icon
3341
First Trust Dorsey Wright International Focus 5 ETF
IFV
$235M
$0 ﹤0.01%
1
– –
IGE icon
3342
iShares North American Natural Resources ETF
IGE
$761M
$0 ﹤0.01%
1
– –
IGF icon
3343
iShares Global Infrastructure ETF
IGF
$10.8B
$0 ﹤0.01%
1
– –
IGHG icon
3344
ProShares Investment Grade-Interest Rate Hedged
IGHG
$329M
$0 ﹤0.01%
1
– –
IGIB icon
3345
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.6B
$0 ﹤0.01%
2
– –
IGLB icon
3346
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.84B
$0 ﹤0.01%
1
– –
IGM icon
3347
iShares Expanded Tech Sector ETF
IGM
$10.7B
$0 ﹤0.01%
6
– –
IGOV icon
3348
iShares International Treasury Bond ETF
IGOV
$1.54B
$0 ﹤0.01%
2
– –
IGPT icon
3349
Invesco AI and Next Gen Software ETF
IGPT
$1.2B
$0 ﹤0.01%
3
– –
IGSB icon
3350
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$0 ﹤0.01%
2
– –
132 133
134
135 136

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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.