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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
VOO icon
4001
Vanguard S&P 500 ETF
VOO
$1.04T
$0 ﹤0.01%
1
-721
-100% -$136K
VOO icon
4002
PUT
Vanguard S&P 500 ETF
VOO
$1.04T
– –
-400
Closed -$70K
VOOG icon
4003
Vanguard S&P 500 Growth ETF
VOOG
$26.8B
$0 ﹤0.01%
6
– –
VOOV icon
4004
Vanguard S&P 500 Value ETF
VOOV
$6.69B
$0 ﹤0.01%
1
– –
VOT icon
4005
Vanguard Morningstar Mid-Cap Growth ETF
VOT
$19.1B
$0 ﹤0.01%
1
– –
VOX icon
4006
Vanguard Communication Services ETF
VOX
$5.76B
$0 ﹤0.01%
1
– –
VPL icon
4007
Vanguard FTSE Pacific ETF
VPL
$8.62B
$0 ﹤0.01%
1
– –
VPU
4008
Vanguard Utilities ETF
VPU
$8.26B
$0 ﹤0.01%
1
– –
VRA icon
4009
Vera Bradley
VRA
$89.3M
– –
-799
Closed -$10K
VRP icon
4010
Invesco Variable Rate Preferred ETF
VRP
$3.01B
$0 ﹤0.01%
1
– –
VRTX icon
4011
CALL
Vertex Pharmaceuticals
VRTX
$131B
– –
-15,000
Closed -$1.56M
VRTX icon
4012
Vertex Pharmaceuticals
VRTX
$131B
– –
-11,735
Closed -$1.22M
VRTX icon
4013
PUT
Vertex Pharmaceuticals
VRTX
$131B
– –
-15,000
Closed -$1.56M
VSS icon
4014
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.8B
$0 ﹤0.01%
1
– –
VT icon
4015
Vanguard Total World Stock ETF
VT
$81B
$0 ﹤0.01%
1
– –
VTHR icon
4016
Vanguard Russell 3000 ETF
VTHR
$4.78B
$0 ﹤0.01%
1
– –
VTI icon
4017
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$682B
– –
-1,200
Closed -$118K
VTI icon
4018
Vanguard Morningstar Total Stock Market ETF
VTI
$682B
$0 ﹤0.01%
1
-3,267
-100% -$344K
VTI icon
4019
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$682B
– –
-3,000
Closed -$295K
VTIP icon
4020
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$20.5B
$0 ﹤0.01%
1
– –
VTLE
4021
PUT
DELISTED
Vital Energy
VTLE
– –
-12,475
Closed -$2.35M
VTR icon
4022
CALL
Ventas
VTR
$46.3B
– –
-700
Closed -$39K
VTV icon
4023
Vanguard Morningstar Value ETF
VTV
$190B
$0 ﹤0.01%
1
– –
VTWG icon
4024
Vanguard Russell 2000 Growth ETF
VTWG
$1.47B
$0 ﹤0.01%
1
– –
VTWO icon
4025
Vanguard Russell 2000 ETF
VTWO
$16.9B
$0 ﹤0.01%
2
– –
159 160
161
162 163

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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.