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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
JSC
4476
DELISTED
SPDR SER TR SPDR RUSSELL/NOMURA SM CAP JAPAN ETF
JSC
$0 ﹤0.01%
1
– –
JPP
4477
DELISTED
SPDR RUSSELL/NOMURA PRIME JAPAN ETF
JPP
$0 ﹤0.01%
1
– –
BABS
4478
DELISTED
SPDR NUVEEN BARCLAYS BUILD AMERICA BOND ETF
BABS
$0 ﹤0.01%
1
– –
EMFT
4479
DELISTED
SPDR MSCI EM 50 ETF
EMFT
$0 ﹤0.01%
1
– –
IEIS
4480
DELISTED
ISHARES ENHANCED INTERNATIONAL SMALL-CAP ETF
IEIS
$0 ﹤0.01%
1
– –
IELG
4481
DELISTED
ISHARES ENHANCED U.S. LARGE CAP ETF
IELG
$0 ﹤0.01%
1
– –
GTIP
4482
DELISTED
ISHARES TR GLOBAL INFLATION LKD BD ETF
GTIP
$0 ﹤0.01%
1
– –
IEIL
4483
DELISTED
ISHARES ENHANCED INTERNATIONAL LARGE-CAP ETF
IEIL
$0 ﹤0.01%
1
– –
IESM
4484
DELISTED
ISHARES ENHANCED U.S. SMALL CAP ETF
IESM
$0 ﹤0.01%
1
– –
ITIP
4485
DELISTED
ISHARES TR INTL INFLATION LKD BD ETF
ITIP
$0 ﹤0.01%
1
– –
QLTC
4486
DELISTED
ISHARES B CA RATED CORPORATE BOND FUND
QLTC
$0 ﹤0.01%
1
– –
QLTB
4487
DELISTED
ISHARES BAA BA RATED CORP BOND FUND
QLTB
$0 ﹤0.01%
1
– –
FMLP
4488
DELISTED
UBS AG LONDON BRH ETRACS WELLS FARGO MLP EX-ENERGY ETN
FMLP
$0 ﹤0.01%
1
– –
MLPW
4489
DELISTED
UBS AG JERSEY BRANCH E TRACS LKD WELLS FARGO (CHE)
MLPW
$0 ﹤0.01%
1
– –
IHS
4490
DELISTED
IHS INC CL-A COM STK
IHS
– –
-34
Closed -$4K
TAL
4491
PUT
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
– –
-500
Closed -$7K
CPGX
4492
CALL
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
– –
-120,300
Closed -$2.2M
CVC
4493
CALL
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
– –
-347,300
Closed -$11.3M
CSMA
4494
DELISTED
CREDIT SUISSE X-LINKS MERGER ARBITRAGE ETNS DUE 10/6/2020
CSMA
$0 ﹤0.01%
1
– –
BXLT
4495
DELISTED
BAXALTA INC COM STK (DE)
BXLT
– –
-69,200
Closed -$2.41M
LINE
4496
CALL
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
– –
-50,000
Closed -$135K
TYTE
4497
DELISTED
PROSHARES CDS NORTH AMERICA HY CREDIT ETF
TYTE
$0 ﹤0.01%
1
– –
EGPT
4498
DELISTED
VanEck Egypt Index ETF
EGPT
$0 ﹤0.01%
1
– –
FRAK
4499
DELISTED
VanEck Vectors Unconventional Oil & Gas ETF
FRAK
– –
0
– –
RSXJ
4500
DELISTED
VanEck Russia Small-Cap ETF
RSXJ
$0 ﹤0.01%
1
– –
178 179
180
181 182

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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.