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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+3.99%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$49.2B
AUM Growth
+$4.3B
Cap. Flow
-$570M
Cap. Flow %
-1.16%
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 Miscellaneous 96.33%
2 Consumer Discretionary 0.76%
3 Technology 0.67%
4 Financials 0.55%
5 Materials 0.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MMM icon
251
PUT
3M
MMM
$84.8B
$23.7M 0.05%
188,250
-72,837
-28% -$9.36M
BXLT
252
CALL
DELISTED
BAXALTA INC COM STK (DE)
BXLT
$23.6M 0.05%
605,500
+570,000
+1,606% +$19.9M
TWTR
253
DELISTED
Twitter, Inc.
TWTR
$23.5M 0.05%
+1,017,122
New +$27.1M
SPG icon
254
CALL
Simon Property Group
SPG
$66.2B
$23.4M 0.05%
120,600
+106,400
+749% +$20.6M
MMM icon
255
CALL
3M
MMM
$84.8B
$23.3M 0.05%
184,902
-119,600
-39% -$15.4M
UPS icon
256
CALL
United Parcel Service
UPS
$84.4B
$23.1M 0.05%
240,100
-111,700
-32% -$11.4M
LMT icon
257
PUT
Lockheed Martin
LMT
$121B
$23M 0.05%
105,800
+53,000
+100% +$11.5M
TAP icon
258
CALL
Molson Coors Class B
TAP
$7.17B
$23M 0.05%
244,500
+158,100
+183% +$14.3M
KING
259
CALL
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
$22.7M 0.05%
1,271,800
+1,270,400
+90,743% +$21.2M
AAL icon
260
CALL
American Airlines Group
AAL
$8.57B
$22.7M 0.05%
536,300
-410,000
-43% -$17.8M
JPM icon
261
JPMorgan Chase
JPM
$943B
$22.7M 0.05%
343,532
+304,392
+778% +$19.8M
CVX icon
262
CALL
Chevron
CVX
$419B
$22.6M 0.05%
251,600
-49,100
-16% -$4.43M
UPS icon
263
United Parcel Service
UPS
$84.4B
$22.6M 0.05%
234,356
+11,377
+5% +$1.16M
LLY icon
264
CALL
Eli Lilly
LLY
$1T
$22.5M 0.05%
267,000
-158,200
-37% -$13.1M
HD icon
265
PUT
Home Depot
HD
$310B
$22.3M 0.05%
168,700
-120,700
-42% -$15.4M
LLY icon
266
PUT
Eli Lilly
LLY
$1T
$22.2M 0.05%
263,600
+66,300
+34% +$5.5M
LYB icon
267
CALL
LyondellBasell Industries
LYB
$20.8B
$22.2M 0.05%
255,400
+253,200
+11,509% +$23.3M
AOS icon
268
CALL
A.O. Smith
AOS
$7.86B
$22.1M 0.05%
577,800
+327,200
+131% +$12.3M
NUE icon
269
CALL
Nucor
NUE
$58.5B
$22.1M 0.04%
547,900
-83,400
-13% -$3.43M
GILD icon
270
CALL
Gilead Sciences
GILD
$181B
$22.1M 0.04%
218,000
-123,700
-36% -$12.9M
DIA icon
271
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
$21.7M 0.04%
125,000
+86,200
+222% +$15.1M
EBAY icon
272
PUT
eBay
EBAY
$46.1B
$21.7M 0.04%
789,300
-718,600
-48% -$19.8M
COP icon
273
PUT
ConocoPhillips
COP
$164B
$21.6M 0.04%
462,700
-48,400
-9% -$2.53M
IYR icon
274
PUT
iShares US Real Estate ETF
IYR
$4.27B
$21.6M 0.04%
287,600
-713,300
-71% -$53.3M
AA icon
275
Alcoa
AA
$13.4B
$21.3M 0.04%
898,766
-153,190
-15% -$3.42M
9 10
11
12 13

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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's Q4 2015 filing shows 724 new, 1,056 increased, 956 reduced and 663 closed positions. Its largest new stake was Twitter, Inc.: 1,017,122 shares worth $23.5M. The largest sale was iShares Russell 2000 ETF, an estimated $350M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Technology.

  • 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.