We are live on ! Find out more
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
FIBG
4426
DELISTED
CS FI Enhanced Big Cap Growth ETN
FIBG
$0 ﹤0.01%
1
– –
CSCR
4427
DELISTED
Credit Suisse X-Links Commodity Rotation ETNs due June 15, 2033
CSCR
$0 ﹤0.01%
1
– –
CSLS
4428
DELISTED
Credit Suisse X-Links Long/Short Equity ETN's due February 19,2020
CSLS
$0 ﹤0.01%
1
– –
SALE
4429
DELISTED
RetailMeNot, Inc. Series 1
SALE
– –
-8,601
Closed -$71K
NMBL
4430
DELISTED
Nimble Storage, Inc.
NMBL
– –
-49,146
Closed -$1.19M
DIVI
4431
DELISTED
AdvisorShares Athena High Dividend ETF
DIVI
$0 ﹤0.01%
1
– –
CSC
4432
DELISTED
Computer Sciences
CSC
– –
-1,763
Closed -$51.5K
ILB
4433
DELISTED
PIMCO Global Advantage Inflation-Linked Bond Active Exchange-Traded Fund
ILB
$0 ﹤0.01%
1
– –
PLKI
4434
CALL
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
– –
-200
Closed -$11K
DXJT
4435
DELISTED
WisdomTree Japan Hedged Tech, Media & Telecom Fund
DXJT
$0 ﹤0.01%
1
– –
DXKW
4436
DELISTED
WisdomTree Korea Hedged Equity Fund
DXKW
$0 ﹤0.01%
1
– –
TVIZ
4437
DELISTED
VelocityShares Daily 2x VIX Medium Term ETN
TVIZ
– –
0
– –
VIIX
4438
DELISTED
VelocityShares VIX Short Term ETN
VIIX
– –
0
– –
SE
4439
PUT
DELISTED
Spectra Energy Corp Wi
SE
– –
-6,700
Closed -$176K
YGRO
4440
DELISTED
Royal Bank of Canada Exchange Traded Notes due July 19, 2034 Linked to the Yorkville MLP Distri
YGRO
$0 ﹤0.01%
1
– –
GGP
4441
DELISTED
GGP Inc.
GGP
– –
-1,119
Closed -$30.1K
FINZ
4442
DELISTED
ProShares UltraPro Short Financial Select Sector
FINZ
$0 ﹤0.01%
1
– –
NRF
4443
DELISTED
NorthStar Realty Finance Corp.
NRF
– –
-68,105
Closed -$1.37M
STJ
4444
CALL
DELISTED
St Jude Medical
STJ
– –
-100,000
Closed -$6.31M
BSCG
4445
DELISTED
Guggenheim BulletShares 2016 Corporate Bond ETF
BSCG
$0 ﹤0.01%
1
– –
BSJG
4446
DELISTED
Guggenheim BulletShares 2016 High Yield Corporate Bond ETF
BSJG
$0 ﹤0.01%
1
– –
QMEX
4447
DELISTED
SPDR MSCI Mexico StrategicFactors ETF
QMEX
$0 ﹤0.01%
1
– –
QKOR
4448
DELISTED
SPDR MSCI South Korea StrategicFactors ETF
QKOR
$0 ﹤0.01%
1
– –
QTWN
4449
DELISTED
SPDR MSCI Taiwan StrategicFactors ETF
QTWN
$0 ﹤0.01%
1
– –
RAX
4450
CALL
DELISTED
Rackspace Hosting Inc
RAX
– –
-75,000
Closed -$1.85M
176 177
178
179 180

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return

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.