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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
UMX
4401
DELISTED
ProShares Ultra MSCI Mexico Capped IMI
UMX
$0 ﹤0.01%
1
– –
SMK
4402
DELISTED
ProShares UltraShort MSCI Mexico Capped IMI
SMK
$0 ﹤0.01%
1
– –
COBO
4403
DELISTED
ProShares USD Covered Bond
COBO
$0 ﹤0.01%
1
– –
GGOV
4404
DELISTED
ProShares German Sovereign/Sub-Sovereign ETF
GGOV
$0 ﹤0.01%
1
– –
KRS
4405
DELISTED
ProShares Short S&P Regional Banking of Proshares Trust
KRS
$0 ﹤0.01%
1
– –
CCP
4406
PUT
DELISTED
Care Capital Properties, Inc.
CCP
– –
-150
Closed -$5K
VIXH
4407
DELISTED
First Trust CBOE S&P 500 VIX Tail Hedge Fund
VIXH
$0 ﹤0.01%
1
– –
CRDT
4408
DELISTED
WisdomTree Trust WisdomTree Strategic Corporate Bond Fund
CRDT
$0 ﹤0.01%
1
– –
NSR
4409
DELISTED
Neustar Inc
NSR
– –
-29,563
Closed -$764K
NSR
4410
PUT
DELISTED
Neustar Inc
NSR
– –
-1,500
Closed -$41K
IPF
4411
DELISTED
SPDR S&P International Financial Sector
IPF
$0 ﹤0.01%
1
– –
IPN
4412
DELISTED
SPDR S&P International Industrial Sector
IPN
$0 ﹤0.01%
1
– –
IPU
4413
DELISTED
SPDR S&P International Utilities Sector
IPU
$0 ﹤0.01%
1
– –
IPK
4414
DELISTED
SPDR S&P International Technology Sector
IPK
$0 ﹤0.01%
1
– –
IST
4415
DELISTED
SPDR S&P International Telecommunications Sector
IST
$0 ﹤0.01%
1
– –
GML
4416
DELISTED
SPDR S&P Emerging Latin America ETF
GML
$0 ﹤0.01%
1
– –
SIPE
4417
DELISTED
SPDR Bloomberg Barclays 0-5 Year TIPS ETF
SIPE
$0 ﹤0.01%
1
– –
IPD
4418
DELISTED
SPDR S&P International Consumer Discretionary Sector
IPD
$0 ﹤0.01%
1
– –
EMCR
4419
DELISTED
Columbia Emerging Markets Core ETF
EMCR
$0 ﹤0.01%
1
– –
KCG
4420
PUT
DELISTED
KCG Holdings, Inc.
KCG
– –
-1,000
Closed -$11K
PNRA
4421
DELISTED
Panera Bread Co
PNRA
– –
-10,989
Closed -$2.04M
KATE
4422
CALL
DELISTED
Kate Spade & Company
KATE
– –
-700
Closed -$13K
OKS
4423
DELISTED
Oneok Partners LP
OKS
– –
-8,416
Closed -$255K
OKS
4424
PUT
DELISTED
Oneok Partners LP
OKS
– –
-1,600
Closed -$47K
HVPW
4425
DELISTED
U.S. Equity High Volatility Put Write Index Fund
HVPW
$0 ﹤0.01%
1
– –
175 176
177
178 179

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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.