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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
QAI icon
3651
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.02B
$0 ﹤0.01%
1
– –
QAT icon
3652
iShares MSCI Qatar ETF
QAT
$63.8M
$0 ﹤0.01%
1
– –
QCLN icon
3653
First Trust NASDAQ Clean Edge Green Energy Index Fund
QCLN
$619M
$0 ﹤0.01%
1
– –
QDEF icon
3654
FlexShares Quality Dividend Defensive Index Fund
QDEF
$558M
$0 ﹤0.01%
1
– –
QDF icon
3655
FlexShares Quality Dividend Index Fund
QDF
$2.27B
$0 ﹤0.01%
1
– –
QEFA icon
3656
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.07B
$0 ﹤0.01%
1
– –
QEMM icon
3657
State Street SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
$55.7M
$0 ﹤0.01%
1
– –
QID icon
3658
ProShares UltraShort QQQ
QID
$253M
– –
0
– –
QLD icon
3659
ProShares Ultra QQQ
QLD
$13.7B
$0 ﹤0.01%
32
– –
QLTA icon
3660
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.23B
$0 ﹤0.01%
1
– –
QQEW icon
3661
First Trust Nasdaq-100 Select Equal Weight ETF
QQEW
$1.79B
$0 ﹤0.01%
1
– –
QQQ icon
3662
Invesco QQQ Trust
QQQ
$479B
$0 ﹤0.01%
1
– –
QQQE icon
3663
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.36B
$0 ﹤0.01%
2
– –
QQXT icon
3664
First Trust NASDAQ 100 ex-Technology Sector Index Fund
QQXT
$157M
$0 ﹤0.01%
1
– –
QTEC icon
3665
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.75B
$0 ﹤0.01%
1
– –
QUAD icon
3666
Quad
QUAD
$515M
– –
-1
Closed –
QUAL icon
3667
iShares MSCI USA Quality Factor ETF
QUAL
$47.7B
$0 ﹤0.01%
1
– –
QUIK icon
3668
QuickLogic
QUIK
$246M
– –
-1,818
Closed -$40K
QUIK icon
3669
PUT
QuickLogic
QUIK
$246M
– –
-2,564
Closed -$57K
QWLD
3670
State Street SPDR MSCI World StrategicFactors ETF
QWLD
$178M
$0 ﹤0.01%
1
– –
QYLD icon
3671
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.24B
$0 ﹤0.01%
1
– –
RBBN icon
3672
CALL
Ribbon Communications
RBBN
$376M
– –
-1,700
Closed -$10K
RBLD icon
3673
First Trust Alerian US NextGen Infrastructure ETF
RBLD
$57.3M
$0 ﹤0.01%
1
– –
RCI icon
3674
CALL
Rogers Communications
RCI
$18.7B
– –
-1,000
Closed -$34K
RDIV icon
3675
Invesco S&P Ultra Dividend Revenue ETF
RDIV
$1.38B
$0 ﹤0.01%
1
– –
145 146
147
148 149

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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.