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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
ELLI
4301
DELISTED
Ellie Mae Inc
ELLI
– –
-149
Closed -$10K
ELLI
4302
PUT
DELISTED
Ellie Mae Inc
ELLI
– –
-20,000
Closed -$1.33M
BEL
4303
CALL
DELISTED
Belmond Ltd.
BEL
– –
-1,000
Closed -$10K
BDD
4304
DELISTED
DB Base Metals Double Long Exchange Traded Notes due June 1, 2038
BDD
$0 ﹤0.01%
1
– –
WMW
4305
DELISTED
ELEMENTS ETN MSTR Wide Moat FC TR
WMW
$0 ﹤0.01%
1
– –
RDC
4306
CALL
DELISTED
Rowan Companies Plc
RDC
– –
-300
Closed -$5K
RDC
4307
DELISTED
Rowan Companies Plc
RDC
– –
-1,360
Closed -$26K
PLND
4308
DELISTED
VanEck Vectors Poland ETF
PLND
$0 ﹤0.01%
1
– –
ARRS
4309
DELISTED
ARRIS International plc Ordinary Shares
ARRS
– –
-13,867
Closed -$360K
AUSE
4310
DELISTED
WisdomTree Australia Dividend Fund
AUSE
$0 ﹤0.01%
1
– –
NTRI
4311
DELISTED
NutriSystem, Inc.
NTRI
– –
-640
Closed -$15.1K
NTRI
4312
PUT
DELISTED
NutriSystem, Inc.
NTRI
– –
-600
Closed -$16K
HGI
4313
DELISTED
Invesco Zacks International Multi-Asset Income ETF
HGI
$0 ﹤0.01%
1
– –
PUW
4314
DELISTED
Invesco WilderHill Progressive Energy ETF
PUW
$0 ﹤0.01%
1
– –
WREI
4315
DELISTED
Invesco Wilshire US REIT ETF
WREI
$0 ﹤0.01%
1
– –
ENY
4316
DELISTED
Invesco Canadian Energy Income ETF
ENY
$0 ﹤0.01%
1
– –
PAF
4317
DELISTED
Invesco FTSE RAFI Asia Pacific ex-Japan ETF
PAF
$0 ﹤0.01%
1
– –
PZI
4318
DELISTED
Invesco Zacks Micro Cap ETF
PZI
$0 ﹤0.01%
1
– –
VXZ
4319
DELISTED
iPath S&P 500 VIX Mid-Term Futures ETN due 1/30/2019
VXZ
– –
0
– –
TSRO
4320
CALL
DELISTED
TESARO, Inc.
TSRO
– –
-10,000
Closed -$401K
CYHHZ
4321
DELISTED
Community Health Systems, Inc. Series A Contingent Value Rights
CYHHZ
$0 ﹤0.01%
425
– –
BSCI
4322
DELISTED
Invesco BulletShares 2018 Corporate Bond ETF
BSCI
$0 ﹤0.01%
1
– –
BSJI
4323
DELISTED
Invesco BulletShares 2018 High Yield Corporate Bond ETF
BSJI
$0 ﹤0.01%
1
– –
EEP
4324
PUT
DELISTED
Enbridge Energy Partners
EEP
– –
-900
Closed -$22K
SODA
4325
DELISTED
SodaStream International Ltd
SODA
$0 ﹤0.01%
1
-74,999
-100% -$1.15M
171 172
173
174 175

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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.