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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+3.99%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$49.2B
AUM Growth
+$4.3B
Cap. Flow
-$570M
Cap. Flow %
-1.16%
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 Miscellaneous 96.33%
2 Consumer Discretionary 0.76%
3 Technology 0.67%
4 Financials 0.55%
5 Materials 0.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BRKR icon
2901
Bruker
BRKR
$8.29B
– –
-11,672
Closed -$192K
BRKR icon
2902
PUT
Bruker
BRKR
$8.29B
– –
-15,000
Closed -$246K
BSV icon
2903
Vanguard Short-Term Bond ETF
BSV
$46.4B
$0 ﹤0.01%
1
– –
SLAI
2904
DELISTED
SOLAI Ltd ADS
SLAI
– –
0
– –
BWX icon
2905
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.32B
$0 ﹤0.01%
2
– –
BWZ icon
2906
State Street SPDR Bloomberg Short Term International Treasury Bond ETF
BWZ
$330M
$0 ﹤0.01%
1
– –
BYLD icon
2907
iShares Yield Optimized Bond ETF
BYLD
$445M
$0 ﹤0.01%
1
– –
BZQ icon
2908
ProShares UltraShort MSCI Brazil Capped
BZQ
$2.14M
– –
0
– –
CACC icon
2909
PUT
Credit Acceptance
CACC
$6.2B
– –
-5,000
Closed -$984K
CANE icon
2910
Teucrium Sugar Fund
CANE
$59.5M
$0 ﹤0.01%
1
– –
CARZ icon
2911
First Trust Exchange-Traded Fund II First Trust S-Network Future Vehicles & Technology ETF
CARZ
$48.4M
$0 ﹤0.01%
1
– –
CASY icon
2912
CALL
Casey's General Stores
CASY
$23.2B
– –
-200
Closed -$21K
CB icon
2913
Chubb
CB
$130B
– –
-45,069
Closed -$5.1M
CC icon
2914
CALL
Chemours
CC
$2.26B
– –
-10,360
Closed -$67K
CC icon
2915
Chemours
CC
$2.26B
– –
-7,856
Closed -$50.2K
CDC icon
2916
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
CDC
$727M
$0 ﹤0.01%
+1
New +$36
CE icon
2917
Celanese
CE
$4.88B
– –
-958
Closed -$65.1K
CEMB icon
2918
iShares JPMorgan EM Corporate Bond ETF
CEMB
$432M
$0 ﹤0.01%
1
– –
CERS icon
2919
CALL
Cerus
CERS
$506M
– –
-100,000
Closed -$454K
CEVA icon
2920
CEVA Inc
CEVA
$791M
– –
-180
Closed -$4.29K
CEW
2921
WisdomTree Emerging Currency Strategy Fund
CEW
$18.1M
$0 ﹤0.01%
1
– –
CFA icon
2922
VictoryShares US 500 Volatility Wtd ETF
CFA
$528M
$0 ﹤0.01%
+1
New +$36
CFO icon
2923
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$408M
$0 ﹤0.01%
+1
New +$36
CG icon
2924
CALL
Carlyle Group
CG
$15.7B
– –
-12,500
Closed -$210K
CGNX icon
2925
CALL
Cognex
CGNX
$10.4B
– –
-1,000
Closed -$17K
115 116
117
118 119

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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's Q4 2015 filing shows 724 new, 1,056 increased, 956 reduced and 663 closed positions. Its largest new stake was Twitter, Inc.: 1,017,122 shares worth $23.5M. The largest sale was iShares Russell 2000 ETF, an estimated $350M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Technology.

  • 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.