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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
FIEU
4651
DELISTED
FI Enhanced Europe 50 ETN
FIEU
$0 ﹤0.01%
1
– –
QINC
4652
DELISTED
First Trust RBA Quality Income ETF
QINC
$0 ﹤0.01%
1
– –
IBMG
4653
DELISTED
iShares iBonds Sep 2018 Term Muni Bond ETF
IBMG
$0 ﹤0.01%
1
– –
YDIV
4654
DELISTED
First Trust International Multi-Asset Diversified Income Index Fund
YDIV
$0 ﹤0.01%
1
– –
UBC
4655
DELISTED
E-TRACS UBS Bloomberg CMCI Livestock ETN
UBC
$0 ﹤0.01%
1
– –
SPLX
4656
DELISTED
ETRACS Monthly Reset 2xLeveraged S&P 500 total Return ETN
SPLX
$0 ﹤0.01%
1
– –
FEEU
4657
DELISTED
Barclays ETN+ FI Enhanced Europe 50 ETN
FEEU
$0 ﹤0.01%
1
– –
FTW
4658
DELISTED
First Trust Taiwan AlphaDEX Fund
FTW
$0 ﹤0.01%
1
– –
INP
4659
DELISTED
iPath ETNs Linked to the MSCI India Total Return Index
INP
$0 ﹤0.01%
1
– –
XXV
4660
DELISTED
IPATH INVERSE S&P 500 VIX SHORT-TERM FUTURES ETN
XXV
$0 ﹤0.01%
1
– –
LSTK
4661
DELISTED
iPath Pure Beta Livestock ETN
LSTK
$0 ﹤0.01%
1
– –
CHOC
4662
DELISTED
iPath Pure Beta Cocoa ETN
CHOC
$0 ﹤0.01%
1
– –
SFLA
4663
DELISTED
iPath Long Extended S&P 500 TR Index ETN
SFLA
$0 ﹤0.01%
1
– –
DCNG
4664
DELISTED
iPath Seasonal Natural Gas ETN
DCNG
$0 ﹤0.01%
1
– –
OREX
4665
CALL
DELISTED
Orexigen Therapeutics, Inc.
OREX
– –
-10,000
Closed -$211K
SBV
4666
DELISTED
iPath Pure Beta S&P GSCI-Weighted ETN
SBV
$0 ﹤0.01%
1
– –
IVOP
4667
DELISTED
iPath Inverse S&P 500 VIX Short-Term Futures
IVOP
$0 ﹤0.01%
1
– –
RTLA
4668
DELISTED
iPath Long Extended Russell 2000 TR Index ETN
RTLA
$0 ﹤0.01%
1
– –
DXJR
4669
DELISTED
WisdomTree Japan Hedged Real Estate Fund
DXJR
$0 ﹤0.01%
1
– –
KROO
4670
DELISTED
IQ Australia Small Cap ETF
KROO
$0 ﹤0.01%
1
– –
XIV
4671
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$0 ﹤0.01%
1
– –
DLBL
4672
DELISTED
iPath US Treasury Long Bond Bull ETN
DLBL
$0 ﹤0.01%
1
– –
BOBE
4673
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-26,828
Closed -$1.12M
BOBE
4674
PUT
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-73,800
Closed -$3.2M
MLPJ
4675
DELISTED
Global X Junior MLP ETF
MLPJ
$0 ﹤0.01%
1
– –
185 186
187
188 189

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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.