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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
ZDEU
4201
DELISTED
SPDR Solactive Germany ETF
ZDEU
$0 ﹤0.01%
1
– –
MOM
4202
DELISTED
AGFiQ U.S. Market Neutral Momentum Fund
MOM
$0 ﹤0.01%
1
– –
PE
4203
DELISTED
PARSLEY ENERGY INC
PE
– –
-37,364
Closed -$563K
TIF
4204
DELISTED
Tiffany & Co.
TIF
– –
-6,578
Closed -$514K
HDS
4205
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-50,000
Closed -$1.43M
HDS
4206
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-423
Closed -$12K
HDS
4207
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
– –
-700
Closed -$20K
BSJK
4208
DELISTED
Invesco BulletShares 2020 High Yield Corporate Bond ETF
BSJK
$0 ﹤0.01%
1
– –
FMK
4209
DELISTED
First Trust Mega Cap AlphaDEX Fund
FMK
$0 ﹤0.01%
1
– –
FVL
4210
DELISTED
First TrustValue Line 100 Exchange-Traded
FVL
$0 ﹤0.01%
1
– –
CHEP
4211
DELISTED
AGFiQ U.S. Market Neutral Value Fund
CHEP
$0 ﹤0.01%
1
– –
UBG
4212
DELISTED
E-TRACS UBS Bloomberg CMCI Gold ETN
UBG
$0 ﹤0.01%
1
– –
UCI
4213
DELISTED
E-TRACS UBS Bloomberg CMCI ETN
UCI
$0 ﹤0.01%
1
– –
TAPR
4214
DELISTED
iPath Inverse US Treasury Composite ETN
TAPR
– –
0
– –
MLPI
4215
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
$0 ﹤0.01%
1
– –
BITA
4216
CALL
DELISTED
Bitauto Holdings Limited
BITA
– –
-400
Closed -$12K
FKO
4217
DELISTED
First Trust South Korea AlphaDEX Fund
FKO
$0 ﹤0.01%
1
– –
FHK
4218
DELISTED
First Trust Hong Kong AlphaDEX Fund
FHK
$0 ﹤0.01%
1
– –
DIVC
4219
DELISTED
C-Tracks Exchange Traded Notes Miller/Howard Strategic Dividend Reinvestor Due September 16, 2024
DIVC
$0 ﹤0.01%
1
– –
IMMU
4220
CALL
DELISTED
Immunomedics Inc
IMMU
– –
-2,600
Closed -$4K
KNOW
4221
DELISTED
Direxion All Cap Insider Sentiment Shares
KNOW
$0 ﹤0.01%
2
– –
ZMLP
4222
DELISTED
Direxion Zacks MLP High Income Index Shares
ZMLP
– –
0
– –
NBL
4223
DELISTED
Noble Energy, Inc.
NBL
– –
-267
Closed -$9.34K
ETFC
4224
DELISTED
E*Trade Financial Corporation
ETFC
– –
-176,789
Closed -$5.08M
TYBS
4225
DELISTED
Direxion Daily 20+ Year Treasury Bear 1X Shares
TYBS
$0 ﹤0.01%
1
– –
167 168
169
170 171

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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.