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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
JMEI
4251
CALL
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
– –
-20
Closed -$2K
JMEI
4252
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
– –
-156
Closed -$15K
JMEI
4253
PUT
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
– –
-160
Closed -$16K
FLAG
4254
DELISTED
FLAG-Forensic Accounting Long-Short ETF
FLAG
$0 ﹤0.01%
1
– –
BDCL
4255
DELISTED
2Leveraged Long ETRACS Linked to the Wells Fargo Business Dev
BDCL
$0 ﹤0.01%
1
– –
DVYL
4256
DELISTED
ETRACS Monthly Pay 2xLeveraged Dow Jones Select Dividend Index ETN
DVYL
$0 ﹤0.01%
1
– –
IBDC
4257
DELISTED
iShares iBonds Mar 2020 Term Corporate ETF
IBDC
$0 ﹤0.01%
4
– –
FINU
4258
DELISTED
ProShares UltraPro Financial Select Sector
FINU
$0 ﹤0.01%
2
– –
DPK
4259
DELISTED
Direxion Daily Developed Markets Bear 3x Shares
DPK
$0 ﹤0.01%
1
– –
DVHL
4260
DELISTED
ETRACS Monthly Pay 2xLeveraged Diversified High Income ETN
DVHL
$0 ﹤0.01%
1
– –
DLBS
4261
DELISTED
iPath US Treasury Long Bond Bear ETN
DLBS
$0 ﹤0.01%
1
– –
PEGI
4262
CALL
DELISTED
Pattern Energy Group Inc. Class A
PEGI
– –
-1,000
Closed -$19K
INXN
4263
CALL
DELISTED
Interxion Holding N.V.
INXN
– –
-1,600
Closed -$43K
ZAYO
4264
DELISTED
Zayo Group Holdings, Inc.
ZAYO
– –
-239,032
Closed -$6.06M
ZAYO
4265
PUT
DELISTED
Zayo Group Holdings, Inc.
ZAYO
– –
-487,500
Closed -$12.4M
PIR
4266
CALL
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-50
Closed -$7K
FRN
4267
DELISTED
Invesco Frontier Markets ETF
FRN
$0 ﹤0.01%
1
– –
PMR
4268
DELISTED
Invesco Dynamic Retail ETF
PMR
$0 ﹤0.01%
1
– –
RWW
4269
DELISTED
Invesco S&P Financials Revenue ETF
RWW
$0 ﹤0.01%
1
– –
ADRA
4270
DELISTED
Invesco BLDRS Asia 50 ADR Index Fund
ADRA
$0 ﹤0.01%
1
– –
ADRD
4271
DELISTED
Invesco BLDRS Developed Markets 100 ADR Index Fund
ADRD
$0 ﹤0.01%
1
– –
ADRU
4272
DELISTED
Invesco BLDRS Europe Select ADR Index Fund
ADRU
$0 ﹤0.01%
1
– –
LPT
4273
DELISTED
Liberty Property Trust
LPT
– –
-209
Closed -$7K
LPT
4274
PUT
DELISTED
Liberty Property Trust
LPT
– –
-300
Closed -$9K
TOO
4275
DELISTED
Teekay Offshore Partners L.P.
TOO
– –
-70
Closed -$1K
169 170
171
172 173

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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.