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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
PWO
4726
DELISTED
POWER SHARES ETF DYNAMIC OTC
PWO
$0 ﹤0.01%
1
– –
BONO
4727
DELISTED
MARKET VECTORS LATAM AGGREGATE BD ETF (DE)
BONO
$0 ﹤0.01%
1
– –
PIV
4728
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$0 ﹤0.01%
1
– –
PWT
4729
DELISTED
POWERSHARES DYNAMIC SMALL CAP GROWTH PORTFOLIO
PWT
$0 ﹤0.01%
1
– –
PWJ
4730
DELISTED
POWERSHARES DYNAMIC MID CAP GRTH PORTFOLIO
PWJ
$0 ﹤0.01%
1
– –
PWY
4731
DELISTED
POWERSHARES DYNAMIC SMALL CAP VALUE PORTFOLIO
PWY
$0 ﹤0.01%
1
– –
ULQ
4732
DELISTED
CLAYMORE US CAPITAL MARKETS MICRO-TERM FIXED INCOME ETF
ULQ
$0 ﹤0.01%
1
– –
XLYS
4733
DELISTED
POWERSHARES S&P SMALLCAP CONSUMER DISCRETIONARY PORT
XLYS
$0 ﹤0.01%
1
– –
XLVS
4734
DELISTED
POWERSHARES S&P SMALLCAP HEALTH CARE PORTFOLIO
XLVS
$0 ﹤0.01%
1
– –
XLPS
4735
DELISTED
POWERSHARES S&P SMALLCAP CONSUMER STAPLES PORT
XLPS
$0 ﹤0.01%
1
– –
XLKS
4736
DELISTED
POWERSHARES S&P SMALLCAP INFORMATION TECHNOLOGY PORTFOLIO
XLKS
$0 ﹤0.01%
1
– –
XLIS
4737
DELISTED
POWERSHARES S&P SMALLCAP INDUSTRIALS PORTFOLIO
XLIS
$0 ﹤0.01%
1
– –
XLBS
4738
DELISTED
POWERSHARES S&P SMALLCAP MATERIALS PORT
XLBS
$0 ﹤0.01%
1
– –
SLY
4739
DELISTED
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
SLY
$0 ﹤0.01%
2
– –
HAWK
4740
CALL
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-1,700
Closed -$72K
GAF
4741
DELISTED
SPDR S&P Emerging Middle East & Africa ETF
GAF
$0 ﹤0.01%
1
– –
MHR
4742
CALL
DELISTED
MAGNUM HUNTER RESOURCES CORP (DEL)
MHR
– –
-100,000
Closed -$34K
GOLD
4743
DELISTED
Randgold Resources Ltd
GOLD
– –
-46,802
Closed -$2.96M
CPI
4744
DELISTED
CPI Inflation Hedged ETF
CPI
$0 ﹤0.01%
1
– –
ETP
4745
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
– –
-1,500
Closed -$62K
OIL
4746
CALL
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
– –
-77,800
Closed -$658K
OIL
4747
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$0 ﹤0.01%
1
– –
PGM
4748
DELISTED
iPath Bloomberg Platinum Subindex Total Return ETN due June 24, 2038
PGM
$0 ﹤0.01%
1
– –
CB
4749
CALL
DELISTED
CHUBB CORPORATION
CB
– –
-1,300
Closed -$159K
CB
4750
DELISTED
CHUBB CORPORATION
CB
$0 ﹤0.01%
+1
New +$129
188 189
190
191 192

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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.