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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
FSZ icon
3201
First Trust Switzerland AlphaDEX Fund
FSZ
$36.1M
$0 ﹤0.01%
1
– –
FTC icon
3202
First Trust Large Cap Growth AlphaDEX Fund
FTC
$1.32B
$0 ﹤0.01%
1
– –
FTCS icon
3203
First Trust Capital Strength ETF
FTCS
$7.65B
$0 ﹤0.01%
1
– –
FTDS icon
3204
First Trust Dividend Strength ETF
FTDS
$39.2M
$0 ﹤0.01%
1
– –
FTEC icon
3205
Fidelity MSCI Information Technology Index ETF
FTEC
$21.2B
$0 ﹤0.01%
1
– –
FTHI icon
3206
First Trust Exchange-Traded Fund VI First Trust BuyWrite Income ETF
FTHI
$2.5B
$0 ﹤0.01%
1
– –
FTI icon
3207
CALL
TechnipFMC
FTI
$30.5B
– –
-12,768
Closed -$295K
FTI icon
3208
PUT
TechnipFMC
FTI
$30.5B
– –
-12,365
Closed -$285K
FTLS icon
3209
First Trust Long/Short Equity ETF
FTLS
$2.53B
$0 ﹤0.01%
1
– –
FTQI icon
3210
First Trust Exchange-Traded Fund VI First Trust Hedged BuyWrite Income ETF
FTQI
$967M
$0 ﹤0.01%
1
– –
FTRI icon
3211
First Trust Exchange-Traded Fund II First Trust Indxx Global Natural Resources Income ETF
FTRI
$132M
$0 ﹤0.01%
+1
New +$10
FTSL icon
3212
First Trust Senior Loan Fund ETF
FTSL
$2.41B
$0 ﹤0.01%
1
– –
FUTY icon
3213
Fidelity MSCI Utilities Index ETF
FUTY
$2.29B
$0 ﹤0.01%
1
– –
FV icon
3214
First Trust Dorsey Wright Focus 5 ETF
FV
$3.75B
$0 ﹤0.01%
1
– –
FVD icon
3215
First Trust Value Line Dividend Fund
FVD
$8.01B
$0 ﹤0.01%
1
– –
FXB icon
3216
Invesco CurrencyShares British Pound Sterling Trust
FXB
$65.1M
$0 ﹤0.01%
1
– –
FXC icon
3217
Invesco CurrencyShares Canadian Dollar Trust
FXC
$70.7M
$0 ﹤0.01%
1
– –
FXD icon
3218
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$253M
$0 ﹤0.01%
1
– –
FXF icon
3219
PUT
Invesco CurrencyShares Swiss Franc Trust
FXF
$386M
– –
-700
Closed -$70K
FXG icon
3220
First Trust Consumer Staples AlphaDEX Fund
FXG
$222M
$0 ﹤0.01%
1
– –
FXH icon
3221
First Trust Health Care AlphaDEX Fund
FXH
$1.13B
$0 ﹤0.01%
1
– –
FXL icon
3222
First Trust Technology AlphaDEX Fund
FXL
$2.75B
$0 ﹤0.01%
1
– –
FXN icon
3223
First Trust Energy AlphaDEX Fund
FXN
$408M
$0 ﹤0.01%
1
– –
FXO icon
3224
First Trust Financials AlphaDEX Fund
FXO
$1.11B
$0 ﹤0.01%
1
– –
FXP icon
3225
ProShares UltraShort FTSE China 50 of ProShares Trust
FXP
$5.67M
– –
0
– –
127 128
129
130 131

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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.