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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
SUSA icon
3851
iShares ESG Optimized MSCI USA ETF
SUSA
$4.15B
$0 ﹤0.01%
2
– –
SVXY icon
3852
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$206M
– –
-4,800
Closed -$229K
SVXY icon
3853
ProShares Short VIX Short-Term Futures ETF
SVXY
$206M
$0 ﹤0.01%
1
-1
-50% -$56
SVXY icon
3854
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$206M
– –
-300
Closed -$15K
SYLD icon
3855
Cambria Shareholder Yield ETF
SYLD
$1.01B
$0 ﹤0.01%
1
– –
SZK icon
3856
ProShares UltraShort Consumer Staples
SZK
$9.08M
– –
0
– –
T icon
3857
AT&T
T
$162B
– –
-1,233,891
Closed -$31.3M
TAN icon
3858
Invesco Solar ETF
TAN
$1.45B
$0 ﹤0.01%
1
– –
TAP icon
3859
Molson Coors Class B
TAP
$7.93B
– –
-18,469
Closed -$1.66M
TBF icon
3860
CALL
ProShares Short 20+ Year Treasury ETF
TBF
$105M
– –
-5,900
Closed -$145K
TBF icon
3861
ProShares Short 20+ Year Treasury ETF
TBF
$105M
$0 ﹤0.01%
1
– –
TBX icon
3862
ProShares Short 7-10 Year Treasury
TBX
$20.8M
$0 ﹤0.01%
1
– –
TCX icon
3863
Tucows
TCX
$155M
– –
-703
Closed -$16K
TCX icon
3864
PUT
Tucows
TCX
$155M
– –
-900
Closed -$21K
TDIV icon
3865
First Trust NASDAQ Technology Dividend Index Fund
TDIV
$4.39B
$0 ﹤0.01%
1
– –
TDTF icon
3866
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.04B
$0 ﹤0.01%
1
– –
TDTT icon
3867
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.52B
$0 ﹤0.01%
1
– –
TDW icon
3868
Tidewater
TDW
$4.07B
– –
-2,529
Closed -$1.07M
TDW icon
3869
PUT
Tidewater
TDW
$4.07B
– –
-3,100
Closed -$1.31M
TECL icon
3870
Direxion Daily Technology Bull 3x ETF
TECL
$5.99B
$0 ﹤0.01%
40
– –
TECS icon
3871
Direxion Daily Technology Bear 3x ETF
TECS
$57.7M
– –
0
– –
TFI icon
3872
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.13B
$0 ﹤0.01%
1
– –
TFLO icon
3873
iShares Treasury Floating Rate Bond ETF
TFLO
$6.64B
$0 ﹤0.01%
1
– –
THC icon
3874
Tenet Healthcare
THC
$20.9B
– –
-8,865
Closed -$291K
THD icon
3875
iShares MSCI Thailand ETF
THD
$368M
$0 ﹤0.01%
1
– –
153 154
155
156 157

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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.