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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
AERI
4151
CALL
DELISTED
Aerie Pharmaceuticals
AERI
– –
-50,000
Closed -$887K
AERI
4152
PUT
DELISTED
Aerie Pharmaceuticals
AERI
– –
-2,000
Closed -$35K
STON
4153
DELISTED
StoneMor Inc.
STON
– –
-67
Closed -$2K
RJA
4154
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
$0 ﹤0.01%
1
– –
RJN
4155
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Energy Total Return
RJN
$0 ﹤0.01%
1
– –
RJI
4156
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$0 ﹤0.01%
1
– –
RJZ
4157
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Metals Total Return
RJZ
$0 ﹤0.01%
1
– –
CAPD
4158
DELISTED
iPath Shiller CAPE ETN
CAPD
$0 ﹤0.01%
10
– –
WBII
4159
DELISTED
WBI BullBear Global Income ETF
WBII
$0 ﹤0.01%
1
– –
ACH
4160
CALL
DELISTED
Alum Corp of China Ltd
ACH
– –
-5,000
Closed -$39K
ACH
4161
DELISTED
Alum Corp of China Ltd
ACH
– –
-800
Closed -$6K
MENV
4162
DELISTED
AdvisorShares North Square McKee ESG Core Bond ETF
MENV
$0 ﹤0.01%
1
– –
ENDP
4163
CALL
DELISTED
Endo International plc
ENDP
– –
-45,000
Closed -$3.12M
ICOL
4164
DELISTED
iShares MSCI Colombia ETF
ICOL
$0 ﹤0.01%
1
– –
MTOR
4165
CALL
DELISTED
MERITOR, Inc.
MTOR
– –
-300
Closed -$3K
MIC
4166
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-1,520
Closed -$114K
MIC
4167
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
– –
-2,600
Closed -$194K
CDK
4168
DELISTED
CDK Global, Inc.
CDK
– –
-1
Closed –
ENIA
4169
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
– –
-18,503
Closed -$126K
SFUN
4170
CALL
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
– –
-3,502
Closed -$1.16M
SFUN
4171
PUT
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
– –
-2,000
Closed -$660K
EVFM
4172
DELISTED
Evofem Biosciences, Inc. Common Stock
EVFM
$0 ﹤0.01%
2
– –
EUFX
4173
DELISTED
ProShares Short Euro
EUFX
$0 ﹤0.01%
1
– –
CROC
4174
DELISTED
ProShares UltraShort Australian Dollar
CROC
$0 ﹤0.01%
1
– –
SBM
4175
DELISTED
ProShares Short Basic Materials
SBM
– –
0
– –
165 166
167
168 169

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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.