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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
FXR icon
3226
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$766M
$0 ﹤0.01%
1
– –
FXU icon
3227
First Trust Utilities AlphaDEX Fund
FXU
$825M
$0 ﹤0.01%
1
– –
FXZ icon
3228
First Trust Materials AlphaDEX Fund
FXZ
$398M
$0 ﹤0.01%
1
– –
FYC icon
3229
First Trust Small Cap Growth AlphaDEX Fund
FYC
$1.32B
$0 ﹤0.01%
1
– –
FYLD icon
3230
Cambria Foreign Shareholder Yield ETF
FYLD
$720M
$0 ﹤0.01%
1
– –
FYT icon
3231
First Trust Small Cap Value AlphaDEX Fund
FYT
$193M
$0 ﹤0.01%
1
– –
FYX icon
3232
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.4B
$0 ﹤0.01%
1
– –
GAL icon
3233
State Street Global Allocation ETF
GAL
$313M
$0 ﹤0.01%
1
– –
GBF icon
3234
iShares Government/Credit Bond ETF
GBF
$128M
$0 ﹤0.01%
1
– –
GCC icon
3235
WisdomTree Enhanced Commodity Strategy Fund
GCC
$274M
$0 ﹤0.01%
1
– –
GEF icon
3236
Greif
GEF
$5.04B
– –
-63
Closed -$2K
GEF icon
3237
PUT
Greif
GEF
$5.04B
– –
-600
Closed -$19K
GEN icon
3238
Gen Digital
GEN
$17.5B
– –
-766
Closed -$15.6K
GES
3239
CALL
DELISTED
Guess Inc
GES
– –
-1,600
Closed -$34K
GES
3240
DELISTED
Guess Inc
GES
– –
-4,065
Closed -$87K
GES
3241
PUT
DELISTED
Guess Inc
GES
– –
-10,500
Closed -$224K
GGME icon
3242
Invesco Next Gen Media and Gaming ETF
GGME
$46.3M
$0 ﹤0.01%
1
– –
GHYG icon
3243
iShares US & Intl High Yield Corp Bond ETF
GHYG
$199M
$0 ﹤0.01%
1
– –
GII icon
3244
State Street SPDR S&P Global Infrastructure ETF
GII
$932M
$0 ﹤0.01%
1
– –
GIII icon
3245
PUT
G-III Apparel Group
GIII
$1.5B
– –
-53,600
Closed -$3.31M
GLDI icon
3246
Credit Suisse X-Links Gold Shares Covered Call ETNs due February 2 2033
GLDI
$32.6M
– –
0
– –
GLL icon
3247
ProShares UltraShort Gold
GLL
$107M
– –
0
– –
GLPI icon
3248
Gaming and Leisure Properties
GLPI
$12.8B
– –
-686
Closed -$19.6K
GLPI icon
3249
PUT
Gaming and Leisure Properties
GLPI
$12.8B
– –
-1,000
Closed -$30K
GLTR icon
3250
abrdn Physical Precious Metals Basket Shares ETF
GLTR
$2.67B
$0 ﹤0.01%
1
– –
128 129
130
131 132

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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.