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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
AVTA
4126
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-117
Closed -$2K
AVTA
4127
PUT
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-800
Closed -$11K
VMW
4128
DELISTED
VMware, Inc
VMW
– –
-29,812
Closed -$1.85M
EWGS
4129
DELISTED
iShares MSCI Germany Small-Cap ETF
EWGS
$0 ﹤0.01%
1
– –
KFYP
4130
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
$0 ﹤0.01%
2
– –
RAD
4131
DELISTED
Rite Aid Corporation
RAD
– –
-13,847
Closed -$2.05M
MMP
4132
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
– –
-3,800
Closed -$228K
MMP
4133
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
– –
-400
Closed -$24K
GLCN
4134
DELISTED
VanEck China Growth Leaders ETF
GLCN
$0 ﹤0.01%
1
– –
SNLN
4135
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
$0 ﹤0.01%
1
– –
HYLD
4136
DELISTED
High Yield ETF
HYLD
$0 ﹤0.01%
1
– –
BICK
4137
DELISTED
First Trust BICK Index Fund
BICK
$0 ﹤0.01%
1
– –
QDYN
4138
DELISTED
FlexShares Quality Dividend Dynamic Index Fund
QDYN
$0 ﹤0.01%
1
– –
BCM
4139
DELISTED
iPath Pure Beta Broad Commodity ETN
BCM
$0 ﹤0.01%
1
– –
NIB
4140
DELISTED
iPath Bloomberg Cocoa Subindex Total Return ETN due June 24, 2038
NIB
$0 ﹤0.01%
1
– –
OIL
4141
DELISTED
iPath Pure Beta Crude Oil ETN
OIL
$0 ﹤0.01%
1
– –
LD
4142
DELISTED
iPath Bloomberg Lead Subindex Total Return ETN due June 24, 2038
LD
$0 ﹤0.01%
1
– –
IBDD
4143
DELISTED
iShares iBonds Mar 2023 Term Corporate ETF
IBDD
$0 ﹤0.01%
4
– –
DBS
4144
DELISTED
Invesco DB Silver Fund
DBS
$0 ﹤0.01%
1
– –
GRU
4145
DELISTED
ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Grains Total Return
GRU
$0 ﹤0.01%
1
– –
FNI
4146
DELISTED
First Trust Chindia ETF
FNI
$0 ﹤0.01%
1
– –
WIL
4147
DELISTED
iPath Women in Leadership ETN
WIL
$0 ﹤0.01%
1
– –
BSJM
4148
DELISTED
Invesco BulletShares 2022 High Yield Corporate Bond ETF
BSJM
$0 ﹤0.01%
1
– –
IMLP
4149
DELISTED
iPath S&P MLP ETN
IMLP
$0 ﹤0.01%
1
– –
CLR
4150
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-43,300
Closed -$1.25M
164 165
166
167 168

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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.