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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
INFY icon
3376
CALL
Infosys
INFY
$50.9B
– –
-20,600
Closed -$196K
ING icon
3377
CALL
ING
ING
$102B
– –
-3,000
Closed -$42K
ING icon
3378
ING
ING
$102B
– –
-1,242
Closed -$18K
ING icon
3379
PUT
ING
ING
$102B
– –
-2,000
Closed -$28K
INKM icon
3380
State Street Income Allocation ETF
INKM
$74.9M
$0 ﹤0.01%
1
– –
IOO icon
3381
iShares Global 100 ETF
IOO
$9.24B
$0 ﹤0.01%
2
– –
IOSP icon
3382
Innospec
IOSP
$2.26B
– –
-193
Closed -$9K
IP icon
3383
CALL
International Paper
IP
$22B
– –
-211,200
Closed -$7.56M
IPAC icon
3384
iShares Core MSCI Pacific ETF
IPAC
$2.76B
$0 ﹤0.01%
1
– –
IPKW icon
3385
Invesco International BuyBack Achievers ETF
IPKW
$562M
$0 ﹤0.01%
1
– –
IPO icon
3386
Renaissance IPO ETF
IPO
$160M
$0 ﹤0.01%
1
– –
IQDF icon
3387
FlexShares International Quality Dividend Index Fund
IQDF
$1.17B
$0 ﹤0.01%
1
– –
IQDY icon
3388
FlexShares International Quality Dividend Dynamic Index Fund
IQDY
$113M
$0 ﹤0.01%
1
– –
IRM icon
3389
Iron Mountain
IRM
$36.4B
– –
-3,008
Closed -$88.2K
IRM icon
3390
PUT
Iron Mountain
IRM
$36.4B
– –
-4,900
Closed -$152K
ISCB icon
3391
iShares Morningstar Small-Cap ETF
ISCB
$290M
$0 ﹤0.01%
4
– –
ISCG icon
3392
iShares Morningstar Small-Cap Growth ETF
ISCG
$1.02B
$0 ﹤0.01%
6
– –
ISCV icon
3393
iShares Morningstar Small-Cap Value ETF
ISCV
$705M
$0 ﹤0.01%
3
– –
ISHG icon
3394
iShares 1-3 Year International Treasury Bond ETF
ISHG
$830M
$0 ﹤0.01%
1
– –
ISRA icon
3395
VanEck Israel ETF
ISRA
$156M
$0 ﹤0.01%
1
– –
ISTB icon
3396
iShares Core 1-5 Year USD Bond ETF
ISTB
$5.13B
$0 ﹤0.01%
2
– –
ITA icon
3397
iShares US Aerospace & Defense ETF
ITA
$14.6B
$0 ﹤0.01%
2
– –
ITB icon
3398
CALL
iShares US Home Construction ETF
ITB
$2.35B
– –
-2,400
Closed -$63K
ITM icon
3399
VanEck Intermediate Muni ETF
ITM
$2.15B
$0 ﹤0.01%
1
– –
ITOT icon
3400
iShares Core S&P Total US Stock Market ETF
ITOT
$97.7B
$0 ﹤0.01%
2
– –
134 135
136
137 138

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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.