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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
FDL icon
3151
First Trust Morningstar Dividend Leaders Index Fund
FDL
$7.82B
$0 ﹤0.01%
1
– –
FDM icon
3152
First Trust Dow Jones Select MicroCap Index Fund
FDM
$271M
$0 ﹤0.01%
1
– –
FDN icon
3153
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.45B
$0 ﹤0.01%
1
-1,921
-100% -$142K
FDN icon
3154
PUT
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.45B
– –
-12,500
Closed -$826K
FDT icon
3155
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.33B
$0 ﹤0.01%
1
– –
FDTS icon
3156
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
FDTS
$13.7M
$0 ﹤0.01%
1
– –
FEM icon
3157
First Trust Emerging Markets AlphaDEX Fund
FEM
$773M
$0 ﹤0.01%
1
– –
FEMS icon
3158
First Trust Emerging Markets Small Cap AlphaDEX Fund
FEMS
$251M
$0 ﹤0.01%
1
– –
FEP icon
3159
First Trust Europe AlphaDEX Fund
FEP
$534M
$0 ﹤0.01%
1
– –
FENY icon
3160
Fidelity MSCI Energy Index ETF
FENY
$1.94B
$0 ﹤0.01%
1
– –
FEX icon
3161
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.61B
$0 ﹤0.01%
1
– –
FGD icon
3162
First Trust Dow Jones Global Select Dividend Index Fund
FGD
$1.59B
$0 ﹤0.01%
1
– –
FGM icon
3163
First Trust Germany AlphaDEX Fund
FGM
$99.1M
$0 ﹤0.01%
1
– –
FHLC icon
3164
Fidelity MSCI Health Care Index ETF
FHLC
$3.36B
$0 ﹤0.01%
1
– –
FHI icon
3165
Federated Hermes
FHI
$4.72B
– –
-123
Closed -$4K
FHI icon
3166
PUT
Federated Hermes
FHI
$4.72B
– –
-200
Closed -$6K
FIDU icon
3167
Fidelity MSCI Industrials Index ETF
FIDU
$2.39B
$0 ﹤0.01%
1
– –
POWR
3168
iShares U.S. Power Infrastructure ETF
POWR
$458M
$0 ﹤0.01%
1
– –
FIW icon
3169
First Trust Water ETF
FIW
$1.94B
$0 ﹤0.01%
1
– –
FIX icon
3170
CALL
Comfort Systems
FIX
$59.6B
– –
-34,300
Closed -$935K
FJP icon
3171
First Trust Japan AlphaDEX Fund
FJP
$264M
$0 ﹤0.01%
1
– –
FKU icon
3172
First Trust United Kingdom AlphaDEX Fund
FKU
$39.9M
$0 ﹤0.01%
1
– –
FLN icon
3173
First Trust Latin America AlphaDEX Fund
FLN
$37.3M
$0 ﹤0.01%
1
– –
FLOT icon
3174
iShares Floating Rate Bond ETF
FLOT
$10.3B
$0 ﹤0.01%
1
– –
FLRN icon
3175
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.09B
$0 ﹤0.01%
1
– –
125 126
127
128 129

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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.