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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
EWX icon
3126
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$693M
$0 ﹤0.01%
1
– –
EWY icon
3127
iShares MSCI South Korea ETF
EWY
$24.1B
$0 ﹤0.01%
1
-907,585
-100% -$47.7M
EWW icon
3128
iShares MSCI Mexico ETF
EWW
$1.99B
$0 ﹤0.01%
1
– –
EWZS icon
3129
iShares MSCI Brazil Small-Cap ETF
EWZS
$221M
$0 ﹤0.01%
1
– –
EXI icon
3130
iShares Global Industrials ETF
EXI
$1.48B
$0 ﹤0.01%
1
– –
EZA icon
3131
iShares MSCI South Africa ETF
EZA
$592M
$0 ﹤0.01%
1
– –
EZJ icon
3132
ProShares Ultra MSCI Japan
EZJ
$13.8M
$0 ﹤0.01%
3
– –
EZM icon
3133
WisdomTree US MidCap Fund
EZM
$956M
$0 ﹤0.01%
3
– –
EZU icon
3134
iShare MSCI Eurozone ETF
EZU
$9.91B
$0 ﹤0.01%
1
– –
FAB icon
3135
First Trust Multi Cap Value AlphaDEX Fund
FAB
$171M
$0 ﹤0.01%
1
– –
FAD icon
3136
First Trust Multi Cap Growth AlphaDEX Fund
FAD
$594M
$0 ﹤0.01%
1
– –
FANG icon
3137
Diamondback Energy
FANG
$52.7B
– –
-201
Closed -$13K
FANG icon
3138
PUT
Diamondback Energy
FANG
$52.7B
– –
-800
Closed -$52K
FAN icon
3139
First Trust Global Wind Energy ETF
FAN
$281M
$0 ﹤0.01%
1
– –
FAS icon
3140
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
$0 ﹤0.01%
4
– –
FAZ
3141
Direxion Daily Financial Bear 3x ETF
FAZ
$86.7M
– –
0
– –
FBT icon
3142
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.83B
$0 ﹤0.01%
1
– –
FBZ
3143
DELISTED
First Trust Brazil AlphaDEX Fund
FBZ
$0 ﹤0.01%
1
– –
FCFS icon
3144
FirstCash
FCFS
$8.78B
– –
-50
Closed -$2K
FCFS icon
3145
PUT
FirstCash
FCFS
$8.78B
– –
-600
Closed -$24K
FCG icon
3146
First Trust Natural Gas ETF
FCG
$623M
– –
0
– –
FCOM icon
3147
Fidelity MSCI Communication Services Index ETF
FCOM
$1.81B
$0 ﹤0.01%
1
– –
FCX icon
3148
Freeport-McMoran
FCX
$97.5B
– –
-101,409
Closed -$966K
FDD icon
3149
First Trust STOXX European Select Dividend Income Fund
FDD
$908M
$0 ﹤0.01%
1
– –
FDIS icon
3150
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.74B
$0 ﹤0.01%
1
– –
124 125
126
127 128

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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.