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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
ITT icon
3401
CALL
ITT
ITT
$19.2B
– –
-500
Closed -$17K
ITW icon
3402
Illinois Tool Works
ITW
$84.8B
– –
-14,780
Closed -$1.34M
IUSB icon
3403
iShares Core Universal USD Bond ETF
IUSB
$43B
$0 ﹤0.01%
2
– –
IUSV icon
3404
iShares Core S&P US Value ETF
IUSV
$27.5B
$0 ﹤0.01%
3
– –
IUSG icon
3405
iShares Core S&P US Growth ETF
IUSG
$33.4B
$0 ﹤0.01%
2
– –
IVE icon
3406
CALL
iShares S&P 500 Value ETF
IVE
$49.6B
– –
-6,400
Closed -$538K
IVE icon
3407
iShares S&P 500 Value ETF
IVE
$49.6B
$0 ﹤0.01%
1
– –
IVE icon
3408
PUT
iShares S&P 500 Value ETF
IVE
$49.6B
– –
-1,200
Closed -$102K
IVOG icon
3409
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.67B
$0 ﹤0.01%
2
– –
IVOO icon
3410
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.78B
$0 ﹤0.01%
2
– –
IVOV icon
3411
Vanguard S&P Mid-Cap 400 Value ETF
IVOV
$1.35B
$0 ﹤0.01%
2
– –
IVV icon
3412
CALL
iShares Core S&P 500 ETF
IVV
$897B
– –
-3,500
Closed -$677K
IVV icon
3413
PUT
iShares Core S&P 500 ETF
IVV
$897B
– –
-3,200
Closed -$617K
IVW icon
3414
iShares S&P 500 Growth ETF
IVW
$77B
$0 ﹤0.01%
4
– –
IWB icon
3415
iShares Russell 1000 ETF
IWB
$49.7B
$0 ﹤0.01%
1
– –
IWC icon
3416
iShares Micro-Cap ETF
IWC
$1.5B
$0 ﹤0.01%
1
– –
IWD icon
3417
iShares Russell 1000 Value ETF
IWD
$83.2B
$0 ﹤0.01%
1
-2,902
-100% -$288K
IWF icon
3418
iShares Russell 1000 Growth ETF
IWF
$127B
$0 ﹤0.01%
4
– –
IWL icon
3419
iShares Russell Top 200 ETF
IWL
$2.27B
$0 ﹤0.01%
1
– –
IWN icon
3420
CALL
iShares Russell 2000 Value ETF
IWN
$14.5B
– –
-30,000
Closed -$2.7M
IWN icon
3421
iShares Russell 2000 Value ETF
IWN
$14.5B
$0 ﹤0.01%
1
– –
IWO icon
3422
CALL
iShares Russell 2000 Growth ETF
IWO
$14.8B
– –
-400
Closed -$54K
IWP icon
3423
iShares Russell Mid-Cap Growth ETF
IWP
$20.2B
$0 ﹤0.01%
2
– –
IWR icon
3424
iShares Russell Mid-Cap ETF
IWR
$56.7B
$0 ﹤0.01%
4
– –
IWS icon
3425
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
$0 ﹤0.01%
1
– –
135 136
137
138 139

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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.