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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
SCZ icon
3751
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.6B
$0 ﹤0.01%
1
– –
SDD icon
3752
ProShares UltraShort SmallCap600
SDD
$1.32M
– –
0
– –
SDIV icon
3753
Global X SuperDividend ETF
SDIV
$1.2B
– –
0
– –
SDOG icon
3754
ALPS Sector Dividend Dogs ETF
SDOG
$1.41B
$0 ﹤0.01%
1
– –
SDOW icon
3755
ProShares UltraPro Short Dow 30
SDOW
$138M
– –
0
– –
SDS icon
3756
ProShares UltraShort S&P500
SDS
$394M
– –
-31
Closed -$62.3K
SDS icon
3757
PUT
ProShares UltraShort S&P500
SDS
$394M
– –
-1,000
Closed -$2.33M
SDY icon
3758
CALL
State Street SPDR S&P Dividend ETF
SDY
$23.7B
– –
-600
Closed -$43K
SEE
3759
DELISTED
Sealed Air
SEE
– –
-2,027
Closed -$93.9K
SEF icon
3760
ProShares Short Financials
SEF
$13M
– –
0
– –
SF
3761
CALL
Stifel
SF
$12.6B
– –
-225
Closed -$4K
SF
3762
Stifel
SF
$12.6B
– –
-11
Closed –
SF
3763
PUT
Stifel
SF
$12.6B
– –
-900
Closed -$17K
SFM icon
3764
Sprouts Farmers Market
SFM
$8.13B
– –
-838
Closed -$19.8K
SGDM icon
3765
Sprott Gold Miners ETF
SGDM
$616M
$0 ﹤0.01%
1
– –
SGOL icon
3766
abrdn Physical Gold Shares ETF
SGOL
$7.25B
$0 ﹤0.01%
10
-6,240
-100% -$67.3K
SGOL icon
3767
PUT
abrdn Physical Gold Shares ETF
SGOL
$7.25B
– –
-46,000
Closed -$502K
SH icon
3768
CALL
ProShares Short S&P500
SH
$902M
– –
-19,738
Closed -$3.55M
SH icon
3769
ProShares Short S&P500
SH
$902M
– –
0
– –
SHM icon
3770
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.47B
$0 ﹤0.01%
1
– –
SHOP icon
3771
Shopify
SHOP
$191B
– –
-67,500
Closed -$238K
SHOP icon
3772
PUT
Shopify
SHOP
$191B
– –
-450,000
Closed -$1.58M
SHV icon
3773
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
$0 ﹤0.01%
1
– –
SHYD icon
3774
VanEck Short High Yield Muni ETF
SHYD
$453M
$0 ﹤0.01%
1
– –
SHY icon
3775
iShares 1-3 Year Treasury Bond ETF
SHY
$25.1B
$0 ﹤0.01%
1
– –
149 150
151
152 153

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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.