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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
FLS icon
3176
CALL
Flowserve
FLS
$10.2B
– –
-2,100
Closed -$86K
FLTR icon
3177
VanEck IG Floating Rate ETF
FLTR
$2.97B
$0 ﹤0.01%
1
– –
FMAT icon
3178
Fidelity MSCI Materials Index ETF
FMAT
$611M
$0 ﹤0.01%
1
– –
FNCL icon
3179
Fidelity MSCI Financials Index ETF
FNCL
$2.4B
$0 ﹤0.01%
1
– –
FNDA icon
3180
Schwab Fundamental US Small Company Index ETF
FNDA
$9.38B
$0 ﹤0.01%
2
– –
FNDB icon
3181
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.45B
$0 ﹤0.01%
3
– –
FNDC icon
3182
Schwab Fundamental International Small Company Index ETF
FNDC
$3.16B
$0 ﹤0.01%
1
– –
FNDE icon
3183
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.81B
$0 ﹤0.01%
1
– –
FNDX icon
3184
Schwab Fundamental US Large Company Index ETF
FNDX
$27.3B
$0 ﹤0.01%
3
– –
FNDF icon
3185
Schwab Fundamental International Large Company Index ETF
FNDF
$25.5B
$0 ﹤0.01%
1
– –
FNF icon
3186
Fidelity National Financial
FNF
$13.5B
– –
-7,250
Closed -$177K
FNF icon
3187
PUT
Fidelity National Financial
FNF
$13.5B
– –
-23,623
Closed -$581K
FNK icon
3188
First Trust Mid Cap Value AlphaDEX Fund
FNK
$231M
$0 ﹤0.01%
1
– –
FNX icon
3189
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.41B
$0 ﹤0.01%
1
– –
FNY icon
3190
First Trust Mid Cap Growth AlphaDEX Fund
FNY
$604M
$0 ﹤0.01%
1
– –
FOLD
3191
DELISTED
Amicus Therapeutics
FOLD
– –
-21,089
Closed -$295K
FOLD
3192
PUT
DELISTED
Amicus Therapeutics
FOLD
– –
-100,000
Closed -$1.4M
FPA icon
3193
First Trust Asia Pacific ex-Japan AlphaDEX Fund
FPA
$109M
$0 ﹤0.01%
1
– –
FPX icon
3194
First Trust US Equity Opportunities ETF
FPX
$1.51B
$0 ﹤0.01%
1
– –
FRI icon
3195
First Trust S&P REIT Index Fund
FRI
$196M
$0 ﹤0.01%
1
– –
FRO icon
3196
CALL
Frontline
FRO
$8.85B
– –
-19,000
Closed -$256K
FSLR icon
3197
First Solar
FSLR
$26.9B
– –
-32,824
Closed -$1.84M
FSTA icon
3198
Fidelity MSCI Consumer Staples Index ETF
FSTA
$1.42B
$0 ﹤0.01%
1
– –
FTA icon
3199
First Trust Large Cap Value AlphaDEX Fund
FTA
$1.4B
$0 ﹤0.01%
1
– –
FTAG icon
3200
First Trust Exchange-Traded Fund II First Trust Indxx Global Agriculture ETF
FTAG
$14.5M
– –
0
– –
126 127
128
129 130

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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.