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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
RRGB icon
3701
Red Robin
RRGB
$156M
– –
-28,491
Closed -$2M
RRGB icon
3702
PUT
Red Robin
RRGB
$156M
– –
-50,400
Closed -$3.82M
RSP icon
3703
CALL
Invesco S&P 500 Equal Weight ETF
RSP
$98.8B
– –
-11,300
Closed -$832K
RSP icon
3704
Invesco S&P 500 Equal Weight ETF
RSP
$98.8B
$0 ﹤0.01%
1
-878
-100% -$68.2K
RSP icon
3705
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$98.8B
– –
-4,800
Closed -$353K
RSPD icon
3706
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$332M
$0 ﹤0.01%
3
– –
RSPG icon
3707
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$551M
$0 ﹤0.01%
1
– –
RSPF icon
3708
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$311M
$0 ﹤0.01%
1
– –
RSPH icon
3709
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$775M
$0 ﹤0.01%
10
– –
RSPM icon
3710
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$191M
$0 ﹤0.01%
5
– –
RSPN icon
3711
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.13B
$0 ﹤0.01%
5
– –
RSPS icon
3712
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$256M
$0 ﹤0.01%
5
– –
RSPU icon
3713
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$527M
$0 ﹤0.01%
2
– –
RSPT icon
3714
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.77B
$0 ﹤0.01%
10
– –
RTX icon
3715
RTX Corp
RTX
$301B
– –
-38,238
Closed -$2.31M
RTH icon
3716
CALL
VanEck Retail ETF
RTH
$262M
– –
-500
Closed -$37K
RTH icon
3717
VanEck Retail ETF
RTH
$262M
$0 ﹤0.01%
1
– –
RVNU icon
3718
Xtrackers Municipal Infrastructure Revenue Bond Active ETF
RVNU
$143M
$0 ﹤0.01%
1
– –
RWJ icon
3719
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.09B
$0 ﹤0.01%
3
– –
RWK icon
3720
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.34B
$0 ﹤0.01%
1
– –
RWO icon
3721
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.3B
$0 ﹤0.01%
1
– –
RWL icon
3722
Invesco S&P 500 Revenue ETF
RWL
$9.83B
$0 ﹤0.01%
1
– –
RWR icon
3723
State Street SPDR Dow Jones REIT ETF
RWR
$1.96B
$0 ﹤0.01%
1
– –
RXI icon
3724
iShares Global Consumer Discretionary ETF
RXI
$274M
$0 ﹤0.01%
1
– –
RWX icon
3725
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
$0 ﹤0.01%
1
– –
147 148
149
150 151

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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.