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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
GSC
4751
DELISTED
GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN (maturity subject to postpone
GSC
$0 ﹤0.01%
1
– –
NORW
4752
DELISTED
Global X MSCI Norway ETF
NORW
$0 ﹤0.01%
1
– –
BZF
4753
DELISTED
WisdomTree Brazilian Real Strategy Fund
BZF
$0 ﹤0.01%
1
– –
JJA
4754
DELISTED
iPath Bloomberg Agriculture Subindex Total Return ETN due October 22, 2037
JJA
$0 ﹤0.01%
1
– –
ALFA
4755
DELISTED
AlphaClone Alternative Alpha ETF
ALFA
$0 ﹤0.01%
1
– –
OLO
4756
DELISTED
DB Crude Oil Long Exchange Traded Notes due June 1, 2038
OLO
$0 ﹤0.01%
1
– –
JJN
4757
DELISTED
iPath Bloomberg Nickel Subindex Total Return ETN due October 22, 2037
JJN
$0 ﹤0.01%
1
– –
PTM
4758
DELISTED
E-TRACS UBS Long Platinum ETN
PTM
$0 ﹤0.01%
1
– –
BAL
4759
DELISTED
iPath Bloomberg Cotton Subindex Total Return ETN due June 24, 2038
BAL
$0 ﹤0.01%
1
– –
CN
4760
DELISTED
Xtrackers MSCI All China Equity ETF
CN
$0 ﹤0.01%
1
– –
JJE
4761
DELISTED
iPath Bloomberg Energy Subindex Total Return ETN due October 22, 2037
JJE
$0 ﹤0.01%
1
– –
IPW
4762
DELISTED
SPDR S&P International Energy Sector
IPW
$0 ﹤0.01%
1
– –
IPS
4763
DELISTED
SPDR S&P International Consumer Staples Sector
IPS
$0 ﹤0.01%
1
– –
RESI
4764
CALL
DELISTED
Front Yard Residential Corporation Common Stock
RESI
– –
-200
Closed -$3K
CAFE
4765
DELISTED
iPath Pure Beta Coffee ETN
CAFE
$0 ﹤0.01%
1
– –
RBL
4766
DELISTED
SPDR S&P Russia ETF
RBL
$0 ﹤0.01%
1
– –
ALD
4767
DELISTED
WisdomTree Asia Local Debt Fund
ALD
$0 ﹤0.01%
1
– –
RPRX
4768
PUT
DELISTED
Repros Therapeutics Inc.
RPRX
– –
-35,000
Closed -$260K
BRAZ
4769
DELISTED
Global X Brazil Mid Cap ETF
BRAZ
$0 ﹤0.01%
1
– –
BWV
4770
DELISTED
iPath ETN linked to CBOE S&P 500 Buy Write Index
BWV
$0 ﹤0.01%
1
– –
KRU
4771
DELISTED
ProShares Ultra S&P Regional Banking of Proshares Trust
KRU
$0 ﹤0.01%
2
– –
PWP
4772
DELISTED
POWERSHARES DYNAMIC MID CAP VALUE PORTFOLIO
PWP
$0 ﹤0.01%
1
– –
SBND
4773
DELISTED
DEUTSCHE BK AG LONDON DB 3X SHORT US TREAS BD ETN
SBND
$0 ﹤0.01%
1
– –
AND
4774
DELISTED
Global X FTSE Andean 40 ETF
AND
$0 ﹤0.01%
1
– –
EMCG
4775
DELISTED
WisdomTree Emerging Markets Consumer Growth Fund
EMCG
$0 ﹤0.01%
1
– –
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.