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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
TSN icon
601
PUT
Tyson Foods
TSN
$18.2B
$6.32M 0.01%
118,500
-27,400
-19% -$1.32M
HPE icon
602
CALL
Hewlett Packard
HPE
$78.2B
$6.31M 0.01%
+713,687
New +$5.97M
NUE icon
603
Nucor
NUE
$58.5B
$6.29M 0.01%
155,959
+17,237
+12% +$708K
SONY icon
604
PUT
Sony
SONY
$137B
$6.28M 0.01%
1,276,500
-15,000
-1% -$79.5K
UAL icon
605
PUT
United Airlines
UAL
$34.8B
$6.27M 0.01%
109,400
-185,600
-63% -$10.7M
M icon
606
PUT
Macy's
M
$5.66B
$6.25M 0.01%
178,900
+22,500
+14% +$975K
BHC icon
607
Bausch Health
BHC
$2.3B
$6.24M 0.01%
+61,418
New +$6.9M
DHI icon
608
CALL
D.R. Horton
DHI
$38.9B
$6.24M 0.01%
194,700
+126,900
+187% +$3.96M
COR icon
609
PUT
Cencora
COR
$61.7B
$6.22M 0.01%
60,000
– –
FNV icon
610
CALL
Franco-Nevada
FNV
$51.2B
$6.2M 0.01%
135,600
-130,000
-49% -$6.3M
CL icon
611
CALL
Colgate-Palmolive
CL
$70.2B
$6.18M 0.01%
92,700
+70,700
+321% +$4.7M
DPZ icon
612
CALL
Domino's
DPZ
$10.6B
$6.17M 0.01%
55,500
+48,200
+660% +$5.16M
CPRI icon
613
CALL
Capri Holdings
CPRI
$1.44B
$6.17M 0.01%
154,100
-63,200
-29% -$2.6M
PXD
614
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$6.14M 0.01%
48,900
+11,400
+30% +$1.57M
VOD icon
615
CALL
Vodafone
VOD
$39.6B
$6.13M 0.01%
190,100
-63,400
-25% -$2.07M
VZ icon
616
Verizon
VZ
$207B
$6.13M 0.01%
132,613
-637,187
-83% -$28.9M
HBAN icon
617
CALL
Huntington Bancshares
HBAN
$33.6B
$6.13M 0.01%
554,000
-42,400
-7% -$474K
CF icon
618
CALL
CF Industries
CF
$20.9B
$6.12M 0.01%
150,000
+147,400
+5,669% +$6.95M
ADT
619
PUT
DELISTED
ADT Corp
ADT
$6.09M 0.01%
184,900
+21,200
+13% +$713K
MA icon
620
PUT
Mastercard
MA
$497B
$6.07M 0.01%
62,400
+49,000
+366% +$4.8M
ZNGA
621
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$6.06M 0.01%
2,260,600
+800,000
+55% +$2.01M
SNDA icon
622
Sonida Senior Living
SNDA
$1.9B
$6.04M 0.01%
+19,320
New +$6.43M
FXE icon
623
Invesco CurrencyShares Euro Currency Trust
FXE
$370M
$6.04M 0.01%
56,754
-18,453
-25% -$1.98M
EOG icon
624
CALL
EOG Resources
EOG
$77.1B
$6.02M 0.01%
85,100
+49,900
+142% +$4.05M
CF icon
625
PUT
CF Industries
CF
$20.9B
$6M 0.01%
147,100
+143,500
+3,986% +$6.76M
23 24
25
26 27

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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.