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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
JGBS
4701
DELISTED
DB INVERSE JAPANESE GOVT BD FUT EXCH NT 11/30/2021
JGBS
$0 ﹤0.01%
1
– –
LBND
4702
DELISTED
DEUTSCHE BK AG LONDON DB 3X LONG UST ETN
LBND
$0 ﹤0.01%
1
– –
IGU
4703
DELISTED
PROSHARES TR ULTRA INVT GRADE CORP
IGU
$0 ﹤0.01%
1
– –
UXJ
4704
DELISTED
PROSHARES TR PROSHARES ULTRA MSCI PACIFIC EX-JAPAN
UXJ
$0 ﹤0.01%
1
– –
JPX
4705
DELISTED
PROSHARES TR ULTRASHORT MSCI PAC EX-JAPAN
JPX
$0 ﹤0.01%
1
– –
INY
4706
DELISTED
SPDR NUVEEN BARCLAYS N Y MUN BD ETF
INY
$0 ﹤0.01%
1
– –
MDD
4707
DELISTED
SPDR S&P INTERNATIONAL MID CAP ETF
MDD
$0 ﹤0.01%
1
– –
EMBB
4708
DELISTED
SPDR MSCI BEYOND BRIC ETF
EMBB
$0 ﹤0.01%
1
– –
EEML
4709
DELISTED
ISHARES MSCI EMERGING MARKETS LATIN AMERICA ETF
EEML
$0 ﹤0.01%
1
– –
FBG
4710
DELISTED
UBS AG LONDON BRH FISHER ENHANCED BIG CAP GROWTH ETN
FBG
$0 ﹤0.01%
1
– –
SPGH
4711
DELISTED
UBS E-TRACS S&P 500 GOLD HEDGED ETN
SPGH
$0 ﹤0.01%
1
– –
RWXL
4712
DELISTED
UBS AG LONDON BRH MONTHLY PAY 2XLEVERAGED ETRACS LKD (CHE)
RWXL
$0 ﹤0.01%
1
– –
XVIX
4713
DELISTED
UBS AG JERSEY BRCH AG ETRACS DAILY LONG-SHORT VIX ETN (CHE)
XVIX
$0 ﹤0.01%
1
– –
CFGE
4714
DELISTED
CALAMOS ETF TR FOCUS GROWTH ETF
CFGE
$0 ﹤0.01%
1
– –
TOTS
4715
DELISTED
DIREXION DAILY TOTAL MARKET BEAR 1X SHARES
TOTS
$0 ﹤0.01%
1
– –
DWRE
4716
CALL
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
– –
-100
Closed -$5K
TWC
4717
CALL
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
– –
-95,000
Closed -$17M
DPU
4718
DELISTED
DEUTSCHE BK AG LONDON BRH DB COMMODITY LONG ETN
DPU
$0 ﹤0.01%
1
– –
EEHB
4719
DELISTED
POWERSHARES S&P EMERGING MARKETS HIGH BETA PORTFOLIO
EEHB
$0 ﹤0.01%
1
– –
IDHB
4720
DELISTED
POWERSHARES S&P INTL DEVELOPED HIGH BETA
IDHB
$0 ﹤0.01%
1
– –
EWRM
4721
DELISTED
GUGGENHEIM RUSSELL MIDCAP EQUAL WEIGHT ETF
EWRM
$0 ﹤0.01%
1
– –
EWRS
4722
DELISTED
GUGGENHEIM RUSSELL 2000 EQUAL WEIGHT ETF
EWRS
$0 ﹤0.01%
1
– –
BSCF
4723
DELISTED
CLAYMORE GUGGENHEIM BULLETSHARES 2015 CORP BD ETF
BSCF
– –
-1
Closed –
PXMC
4724
DELISTED
POWERSHARES FUNDAMENTAL PURE MID CORE PORTFOLIO
PXMC
$0 ﹤0.01%
1
– –
PXLC
4725
DELISTED
POWERSHARES FUNDAMENTAL PURE LARGE CORE PORTFOLIO
PXLC
$0 ﹤0.01%
1
– –
187 188
189
190 191

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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.