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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
GCE
4226
DELISTED
Claymore/Robb CEF GS Connect ETN
GCE
$0 ﹤0.01%
1
– –
LOGM
4227
CALL
DELISTED
LogMein, Inc.
LOGM
– –
-400
Closed -$27K
LOGM
4228
DELISTED
LogMein, Inc.
LOGM
– –
-185
Closed -$13K
LOGM
4229
PUT
DELISTED
LogMein, Inc.
LOGM
– –
-500
Closed -$34K
VQT
4230
DELISTED
iPath S&P VEQTOR ETN
VQT
$0 ﹤0.01%
1
– –
EUMV
4231
DELISTED
iShares Edge MSCI Min Vol Europe ETF
EUMV
$0 ﹤0.01%
1
– –
JPMV
4232
DELISTED
iShares Edge MSCI Min Vol Japan ETF
JPMV
$0 ﹤0.01%
1
– –
IFEU
4233
DELISTED
iShares Europe Developed Real Estate ETF
IFEU
$0 ﹤0.01%
1
– –
DTUS
4234
DELISTED
iPath US Treasury 2-year Bear ETN
DTUS
$0 ﹤0.01%
1
– –
STPP
4235
DELISTED
iPath US Treasury Steepener ETN
STPP
$0 ﹤0.01%
1
– –
FLAT
4236
DELISTED
iPath US Treasury Flattener ETN
FLAT
$0 ﹤0.01%
1
– –
DTYL
4237
DELISTED
iPath US Treasury 10-year Bull ETN
DTYL
$0 ﹤0.01%
1
– –
CROP
4238
DELISTED
IQ Global Agribusiness Small Cap ETF
CROP
$0 ﹤0.01%
1
– –
DSLV
4239
DELISTED
VelocitySharesTM 3x Inverse Silver ETN linked to the S&P GSCI Silver Inverse Index ER
DSLV
$0 ﹤0.01%
1
– –
DGLD
4240
DELISTED
VelocitySharesTM 3x Inverse Gold ETN linked to the S&P GSCI Gold Index ER
DGLD
$0 ﹤0.01%
1
– –
ZIV
4241
DELISTED
VelocityShares Daily Inverse VIX Medium Term ETN
ZIV
$0 ﹤0.01%
1
– –
JPGE
4242
DELISTED
JPMorgan Diversified Return Global Equity ETF
JPGE
$0 ﹤0.01%
1
– –
EQM
4243
CALL
DELISTED
EQM Midstream Partners, LP
EQM
– –
-100,000
Closed -$6.63M
AKRX
4244
CALL
DELISTED
Akorn Inc
AKRX
– –
-50,000
Closed -$1.43M
AKRX
4245
PUT
DELISTED
Akorn Inc
AKRX
– –
-80,400
Closed -$2.29M
GULF
4246
DELISTED
WisdomTree Middle East Dividend Fund
GULF
$0 ﹤0.01%
1
– –
DTO
4247
DELISTED
DB Crude Oil Double Short Exchange Traded Notes due June 1, 2038
DTO
$0 ﹤0.01%
1
– –
URR
4248
DELISTED
Market Vectors Double Long Euro ETN
URR
$0 ﹤0.01%
1
– –
HECO
4249
DELISTED
Strategy Shares EcoLogical Strategy ETF
HECO
$0 ﹤0.01%
1
– –
KOL
4250
DELISTED
VanEck Vectors Coal ETF
KOL
– –
0
– –
168 169
170
171 172

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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.