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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
EMCB icon
3076
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.8M
$0 ﹤0.01%
1
– –
EMHY icon
3077
iShares JPMorgan EM High Yield Bond ETF
EMHY
$627M
$0 ﹤0.01%
1
– –
EMIF icon
3078
iShares Emerging Markets Infrastructure ETF
EMIF
$13.1M
$0 ﹤0.01%
1
– –
EMLC icon
3079
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.84B
$0 ﹤0.01%
1
– –
EMLP icon
3080
First Trust North American Energy Infrastructure Fund
EMLP
$4.08B
$0 ﹤0.01%
1
– –
ENFR icon
3081
Alerian Energy Infrastructure ETF
ENFR
$506M
$0 ﹤0.01%
1
– –
ENOR icon
3082
iShares MSCI Norway ETF
ENOR
$96M
$0 ﹤0.01%
1
– –
ENR icon
3083
CALL
Energizer
ENR
$1.55B
– –
-10,000
Closed -$387K
ENZL icon
3084
iShares MSCI New Zealand ETF
ENZL
$82.9M
$0 ﹤0.01%
1
– –
EPAC icon
3085
PUT
Enerpac Tool Group
EPAC
$1.93B
– –
-400
Closed -$7K
EPC icon
3086
CALL
Edgewell Personal Care
EPC
$1.31B
– –
-10,000
Closed -$816K
EPHE icon
3087
iShares MSCI Philippines ETF
EPHE
$145M
$0 ﹤0.01%
1
– –
EPD icon
3088
PUT
Enterprise Products Partners
EPD
$81.7B
– –
-800
Closed -$20K
EPOL icon
3089
iShares MSCI Poland ETF
EPOL
$756M
$0 ﹤0.01%
1
– –
EPP icon
3090
iShares MSCI Pacific ex Japan ETF
EPP
$2.28B
$0 ﹤0.01%
1
– –
EPR icon
3091
EPR Properties
EPR
$4.77B
– –
-570
Closed -$29K
EPR icon
3092
PUT
EPR Properties
EPR
$4.77B
– –
-1,000
Closed -$52K
EPS icon
3093
WisdomTree US LargeCap Fund
EPS
$1.65B
$0 ﹤0.01%
3
– –
EPU icon
3094
iShares MSCI Peru and Global Exposure ETF
EPU
$567M
$0 ﹤0.01%
1
– –
EPV icon
3095
ProShares UltraShort FTSE Europe
EPV
$10.6M
– –
0
– –
EQL icon
3096
ALPS Equal Sector Weight ETF
EQL
$771M
$0 ﹤0.01%
3
– –
ERIC icon
3097
PUT
Ericsson
ERIC
$33.3B
– –
-1,000
Closed -$10K
ERTH icon
3098
Invesco MSCI Sustainable Future ETF
ERTH
$138M
$0 ﹤0.01%
1
– –
ERX icon
3099
Direxion Daily Energy Bull 2X ETF
ERX
$217M
– –
0
– –
ERY icon
3100
Direxion Daily Energy Bear 2X ETF
ERY
$41.9M
– –
0
– –
122 123
124
125 126

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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.