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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
VTWV icon
4026
Vanguard Russell 2000 Value ETF
VTWV
$1.31B
$0 ﹤0.01%
1
– –
VUG icon
4027
Vanguard Morningstar Growth ETF
VUG
$230B
$0 ﹤0.01%
6
– –
VUSE icon
4028
Vident US Equity Strategy ETF
VUSE
$696M
$0 ﹤0.01%
1
– –
VV icon
4029
Vanguard Morningstar Large-Cap ETF
VV
$54.1B
$0 ﹤0.01%
1
– –
VWO icon
4030
Vanguard FTSE Emerging Markets ETF
VWO
$123B
$0 ﹤0.01%
1
-7,325
-100% -$252K
VWOB icon
4031
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.18B
$0 ﹤0.01%
1
– –
VXF icon
4032
Vanguard Extended Market ETF
VXF
$31.3B
$0 ﹤0.01%
1
– –
VXUS icon
4033
Vanguard Total International Stock ETF
VXUS
$158B
$0 ﹤0.01%
1
– –
VYM icon
4034
Vanguard High Dividend Yield ETF
VYM
$82.5B
$0 ﹤0.01%
1
– –
WAB icon
4035
Wabtec
WAB
$50B
– –
-65
Closed -$5.19K
WB icon
4036
CALL
Weibo
WB
$1.95B
– –
-45,000
Closed -$526K
WBD icon
4037
Warner Bros
WBD
$65.1B
– –
-15,696
Closed -$409K
WBIF icon
4038
WBI BullBear Value 3000 ETF
WBIF
$23.4M
$0 ﹤0.01%
1
– –
WBIL icon
4039
WBI BullBear Quality 3000 ETF
WBIL
$29.6M
$0 ﹤0.01%
1
– –
WBS icon
4040
CALL
Webster Financial
WBS
$12.8B
– –
-500
Closed -$18K
WCC
4041
WESCO International
WCC
$18.2B
– –
-267
Closed -$12.4K
WDIV icon
4042
State Street SPDR S&P Global Dividend ETF
WDIV
$279M
$0 ﹤0.01%
1
– –
WEAT icon
4043
Teucrium Wheat Fund
WEAT
$297M
– –
0
– –
WGO icon
4044
CALL
Winnebago Industries
WGO
$904M
– –
-11,000
Closed -$210K
WGO icon
4045
PUT
Winnebago Industries
WGO
$904M
– –
-4,500
Closed -$85K
WIP icon
4046
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$474M
$0 ﹤0.01%
1
– –
WIX icon
4047
WIX.com
WIX
$2.7B
– –
-330
Closed -$6K
WOOD icon
4048
iShares Global Timber & Forestry ETF
WOOD
$271M
$0 ﹤0.01%
1
– –
WOR icon
4049
CALL
Worthington Enterprises
WOR
$2.87B
– –
-162
Closed -$3K
WTMF icon
4050
WisdomTree Managed Futures Strategy Fund
WTMF
$248M
$0 ﹤0.01%
1
– –
160 161
162
163 164

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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.