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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
UJB icon
3926
ProShares Ultra High Yield
UJB
$10.2M
$0 ﹤0.01%
1
– –
ULE icon
3927
ProShares Ultra Euro
ULE
$4.42M
$0 ﹤0.01%
1
– –
UMDD icon
3928
ProShares UltraPro MidCap400
UMDD
$34.5M
$0 ﹤0.01%
10
– –
UNL icon
3929
United States 12 Month Natural Gas Fund
UNL
$13.1M
$0 ﹤0.01%
1
– –
UPBD icon
3930
PUT
Upbound Group
UPBD
$1.15B
– –
-1,400
Closed -$34K
UPRO icon
3931
ProShares UltraPro S&P 500
UPRO
$5.64B
$0 ﹤0.01%
12
– –
UPV icon
3932
ProShares Ultra FTSE Europe
UPV
$14.3M
$0 ﹤0.01%
1
– –
UPW icon
3933
ProShares Ultra Utilities
UPW
$16.4M
$0 ﹤0.01%
12
– –
URA icon
3934
CALL
Global X Uranium ETF
URA
$6.04B
– –
-20,000
Closed -$278K
URA icon
3935
Global X Uranium ETF
URA
$6.04B
– –
-1
Closed –
URE icon
3936
ProShares Ultra Real Estate
URE
$59.3M
$0 ﹤0.01%
2
– –
URBN icon
3937
CALL
Urban Outfitters
URBN
$6.7B
– –
-105,000
Closed -$3.08M
URI icon
3938
United Rentals
URI
$72.5B
– –
-111
Closed -$8.02K
URTH icon
3939
iShares MSCI World ETF
URTH
$8.22B
$0 ﹤0.01%
1
– –
URTY icon
3940
ProShares UltraPro Russell2000
URTY
$348M
$0 ﹤0.01%
2
– –
USB icon
3941
US Bancorp
USB
$100B
– –
-52,130
Closed -$2.23M
USCI icon
3942
US Commodity Index
USCI
$363M
$0 ﹤0.01%
1
– –
USD icon
3943
ProShares Ultra Semiconductors
USD
$2.87B
$0 ﹤0.01%
96
– –
USDU icon
3944
WisdomTree Bloomberg US Dollar Bullish Fund
USDU
$458M
$0 ﹤0.01%
1
– –
USIG icon
3945
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.3B
$0 ﹤0.01%
2
– –
USL icon
3946
CALL
United States 12 Month Oil Fund,
USL
$42.8M
– –
-20,000
Closed -$412K
USL icon
3947
United States 12 Month Oil Fund,
USL
$42.8M
$0 ﹤0.01%
4
+3
+300% +$58
USMV icon
3948
iShares MSCI USA Min Vol Factor ETF
USMV
$24B
$0 ﹤0.01%
1
– –
USRT icon
3949
iShares Core US REIT ETF
USRT
$4.63B
$0 ﹤0.01%
1
– –
UST icon
3950
ProShares Ultra 7-10 Year Treasury
UST
$15.1M
$0 ﹤0.01%
1
– –
156 157
158
159 160

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.