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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
MCK icon
3501
PUT
McKesson
MCK
$102B
– –
-100,000
Closed -$18.5M
MDIV icon
3502
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$428M
$0 ﹤0.01%
1
– –
MDT icon
3503
CALL
Medtronic
MDT
$110B
– –
-187,500
Closed -$12.6M
MDY icon
3504
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$0 ﹤0.01%
1
– –
MDYG icon
3505
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.89B
$0 ﹤0.01%
3
– –
MDYV icon
3506
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.81B
$0 ﹤0.01%
2
– –
MGC icon
3507
Vanguard Morningstar Mega Cap ETF
MGC
$10.3B
$0 ﹤0.01%
1
– –
MGK icon
3508
Vanguard Morningstar Mega Cap Growth ETF
MGK
$33.9B
$0 ﹤0.01%
5
– –
MGM icon
3509
MGM Resorts International
MGM
$11.4B
– –
-249
Closed -$5.49K
MGV icon
3510
Vanguard Morningstar Mega Cap Value ETF
MGV
$13.4B
$0 ﹤0.01%
1
– –
MIDU icon
3511
Direxion Daily Mid Cap Bull 3X ETF
MIDU
$72.6M
$0 ﹤0.01%
4
– –
MINT icon
3512
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17B
$0 ﹤0.01%
1
– –
MLCO icon
3513
Melco Resorts & Entertainment
MLCO
$2.14B
– –
-1,792
Closed -$30.6K
MLN icon
3514
VanEck Long Muni ETF
MLN
$679M
$0 ﹤0.01%
1
– –
MLPA icon
3515
Global X MLP ETF
MLPA
$2.28B
– –
0
– –
MLPX icon
3516
Global X MLP & Energy Infrastructure ETF
MLPX
$3.59B
– –
0
– –
MRSH
3517
Marsh
MRSH
$92.2B
– –
-114,188
Closed -$6.29M
MMM icon
3518
3M
MMM
$93.2B
– –
-23,011
Closed -$2.96M
MMTM icon
3519
State Street SPDR S&P 1500 Momentum Tilt ETF
MMTM
$162M
$0 ﹤0.01%
1
– –
MNA icon
3520
IQ ARB Merger Arbitrage ETF
MNA
$253M
$0 ﹤0.01%
1
– –
MOAT icon
3521
VanEck Morningstar Wide Moat ETF
MOAT
$12.1B
$0 ﹤0.01%
1
– –
CALY
3522
CALL
Callaway Golf Company
CALY
$3.1B
– –
-100,000
Closed -$835K
MOMO
3523
CALL
Hello Group
MOMO
$855M
– –
-80,000
Closed -$1M
MOO icon
3524
VanEck Agribusiness ETF
MOO
$974M
$0 ﹤0.01%
1
– –
MORT icon
3525
VanEck Mortgage REIT Income ETF
MORT
$377M
$0 ﹤0.01%
1
– –
139 140
141
142 143

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.