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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
IWV icon
3426
iShares Russell 3000 ETF
IWV
$20.2B
$0 ﹤0.01%
1
– –
IWX icon
3427
iShares Russell Top 200 Value ETF
IWX
$4.05B
$0 ﹤0.01%
1
– –
IWY icon
3428
iShares Russell Top 200 Growth ETF
IWY
$16.5B
$0 ﹤0.01%
1
– –
IXC icon
3429
iShares Global Energy ETF
IXC
$2.78B
$0 ﹤0.01%
1
– –
IXG icon
3430
iShares Global Financials ETF
IXG
$686M
$0 ﹤0.01%
1
– –
IXJ icon
3431
iShares Global Healthcare ETF
IXJ
$4.14B
$0 ﹤0.01%
2
– –
IXN icon
3432
iShares Global Tech ETF
IXN
$8.74B
$0 ﹤0.01%
6
– –
IXP icon
3433
iShares Global Comm Services ETF
IXP
$571M
$0 ﹤0.01%
1
– –
IXUS icon
3434
iShares Core MSCI Total International Stock ETF
IXUS
$59.5B
$0 ﹤0.01%
1
– –
IYC icon
3435
iShares US Consumer Discretionary ETF
IYC
$1.21B
$0 ﹤0.01%
4
– –
IYE icon
3436
iShares US Energy ETF
IYE
$1.72B
$0 ﹤0.01%
1
– –
IYF icon
3437
iShares US Financials ETF
IYF
$4.61B
$0 ﹤0.01%
2
– –
IYG icon
3438
iShares US Financial Services ETF
IYG
$2.21B
$0 ﹤0.01%
3
– –
IYH icon
3439
iShares US Healthcare ETF
IYH
$3.5B
$0 ﹤0.01%
5
– –
IYJ icon
3440
iShares US Industrials ETF
IYJ
$2.02B
$0 ﹤0.01%
2
– –
IYK icon
3441
iShares US Consumer Staples ETF
IYK
$1.41B
$0 ﹤0.01%
3
– –
IYLD icon
3442
iShares Morningstar Multi-Asset Income ETF
IYLD
$125M
$0 ﹤0.01%
1
– –
IYM icon
3443
iShares US Basic Materials ETF
IYM
$1.23B
$0 ﹤0.01%
1
– –
IYW icon
3444
iShares US Technology ETF
IYW
$24.8B
$0 ﹤0.01%
4
– –
IYY icon
3445
iShares Dow Jones US ETF
IYY
$3.04B
$0 ﹤0.01%
2
– –
IYZ icon
3446
iShares US Telecommunications ETF
IYZ
$1.25B
$0 ﹤0.01%
1
– –
JCI icon
3447
CALL
Johnson Controls International
JCI
$93.6B
– –
-8,117
Closed -$353K
JDST icon
3448
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$23.5M
– –
0
– –
JJSF icon
3449
J&J Snack Foods
JJSF
$1.71B
– –
-5,607
Closed -$637K
JNJ icon
3450
Johnson & Johnson
JNJ
$619B
– –
-1
Closed -$101
136 137
138
139 140

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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.