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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
EDZ icon
3051
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$17.8M
– –
0
– –
EELV icon
3052
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
$0 ﹤0.01%
1
– –
EEM icon
3053
iShares MSCI Emerging Markets ETF
EEM
$29.5B
$0 ﹤0.01%
1
-1,708,173
-100% -$58.6M
EEMA icon
3054
iShares MSCI Emerging Markets Asia ETF
EEMA
$860M
$0 ﹤0.01%
1
– –
EEMV icon
3055
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.56B
$0 ﹤0.01%
1
– –
EEMS icon
3056
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$373M
$0 ﹤0.01%
1
– –
EES icon
3057
WisdomTree US SmallCap Earnings Fund
EES
$731M
$0 ﹤0.01%
3
– –
EET icon
3058
ProShares Ultra MSCI Emerging Markets
EET
$36.1M
$0 ﹤0.01%
1
– –
EEV icon
3059
ProShares Trust UltraShort MSCI Emerging Markets
EEV
$2.41M
– –
0
– –
EFAD icon
3060
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$64.5M
$0 ﹤0.01%
1
– –
EFAV icon
3061
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.51B
$0 ﹤0.01%
1
-4,751
-100% -$310K
EFNL icon
3062
iShares MSCI Finland ETF
EFNL
$248M
$0 ﹤0.01%
1
– –
EFG icon
3063
iShares MSCI EAFE Growth ETF
EFG
$17.3B
$0 ﹤0.01%
1
– –
EFO icon
3064
ProShares Ultra MSCI EAFE
EFO
$32M
$0 ﹤0.01%
3
– –
EFU icon
3065
ProShares Trust UltraShort MSCI EAFE
EFU
$1.13M
$0 ﹤0.01%
1
– –
EFV icon
3066
iShares MSCI EAFE Value ETF
EFV
$29.4B
$0 ﹤0.01%
1
– –
EFZ icon
3067
ProShares Trust Short MSCI EAFE
EFZ
$9.98M
$0 ﹤0.01%
1
– –
EGO icon
3068
PUT
Eldorado Gold
EGO
$9.89B
– –
-200
Closed -$3K
EIDO icon
3069
iShares MSCI Indonesia ETF
EIDO
$501M
$0 ﹤0.01%
1
– –
EIRL icon
3070
iShares MSCI Ireland ETF
EIRL
$78.5M
$0 ﹤0.01%
1
– –
EIS icon
3071
iShares MSCI Israel ETF
EIS
$909M
$0 ﹤0.01%
1
– –
EINC icon
3072
VanEck Energy Income ETF
EINC
$80.3M
– –
0
– –
EL icon
3073
Estee Lauder
EL
$32B
– –
-3,006
Closed -$256K
ELD icon
3074
WisdomTree Emerging Markets Local Debt Fund
ELD
$143M
$0 ﹤0.01%
1
– –
EMB icon
3075
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
$0 ﹤0.01%
1
-18,888
-100% -$2.03M
121 122
123
124 125

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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.