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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
RDOG icon
3676
ALPS REIT Dividend Dogs ETF
RDOG
$11.2M
$0 ﹤0.01%
1
– –
RDUS
3677
DELISTED
Radius Recycling
RDUS
– –
-19,834
Closed -$269K
RDUS
3678
PUT
DELISTED
Radius Recycling
RDUS
– –
-30,000
Closed -$406K
RDVY icon
3679
First Trust Rising Dividend Achievers ETF
RDVY
$25.5B
$0 ﹤0.01%
1
– –
REET icon
3680
iShares Global REIT ETF
REET
$5.08B
$0 ﹤0.01%
1
– –
REK icon
3681
ProShares Short Real Estate
REK
$11.8M
$0 ﹤0.01%
1
– –
REM icon
3682
iShares Mortgage Real Estate ETF
REM
$535M
– –
0
– –
REMX icon
3683
VanEck Rare Earth/Strategic Metals ETF
REMX
$2.13B
– –
0
– –
RETL icon
3684
Direxion Daily Retail Bull 3X ETF
RETL
$28.9M
$0 ﹤0.01%
10
– –
REZ icon
3685
iShares Residential and Multisector Real Estate ETF
REZ
$873M
$0 ﹤0.01%
1
– –
RFG icon
3686
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$350M
$0 ﹤0.01%
5
– –
RFV icon
3687
Invesco S&P MidCap 400 Pure Value ETF
RFV
$336M
$0 ﹤0.01%
1
– –
RGEN icon
3688
CALL
Repligen
RGEN
$9B
– –
-117,100
Closed -$3.26M
RGR icon
3689
CALL
Sturm, Ruger & Co
RGR
$604M
– –
-1,700
Closed -$100K
RGR icon
3690
PUT
Sturm, Ruger & Co
RGR
$604M
– –
-2,000
Closed -$117K
RIGS icon
3691
ALPS Strategic Income Fund
RIGS
$60.4M
$0 ﹤0.01%
1
– –
RINF icon
3692
ProShares Inflation Expectations ETF
RINF
$18.3M
$0 ﹤0.01%
1
– –
RING icon
3693
iShares MSCI Global Gold Miners ETF
RING
$2.38B
$0 ﹤0.01%
1
– –
RLY icon
3694
State Street Multi-Asset Real Return ETF
RLY
$1.27B
$0 ﹤0.01%
1
– –
ROBO icon
3695
ROBO Global Robotics & Automation Index ETF
ROBO
$2.07B
$0 ﹤0.01%
1
– –
ROK icon
3696
Rockwell Automation
ROK
$49.2B
– –
-147
Closed -$15.4K
ROM icon
3697
ProShares Ultra Technology
ROM
$1.26B
$0 ﹤0.01%
32
– –
ROST icon
3698
Ross Stores
ROST
$81.6B
– –
-29,324
Closed -$1.5M
RPG icon
3699
Invesco S&P 500 Pure Growth ETF
RPG
$2.07B
$0 ﹤0.01%
5
– –
RPV icon
3700
Invesco S&P 500 Pure Value ETF
RPV
$1.67B
$0 ﹤0.01%
1
– –
146 147
148
149 150

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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.