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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
MD icon
1726
PUT
Pediatrix Medical
MD
$2.2B
$308K ﹤0.01%
+4,300
New +$318K
J icon
1727
CALL
Jacobs Solutions
J
$16.6B
$306K ﹤0.01%
+8,825
New +$302K
NGVC icon
1728
PUT
Vitamin Cottage Natural Grocers
NGVC
$631M
$306K ﹤0.01%
+15,000
New +$333K
KMB icon
1729
CALL
Kimberly-Clark
KMB
$32.8B
$305K ﹤0.01%
2,400
-6,100
-72% -$732K
ALU
1730
DELISTED
Alcatel-Lucent
ALU
$305K ﹤0.01%
79,664
-131,563
-62% -$508K
DAL icon
1731
Delta Air Lines
DAL
$51.8B
$304K ﹤0.01%
5,992
-160,370
-96% -$7.93M
LDOS icon
1732
Leidos
LDOS
$16.1B
$304K ﹤0.01%
+5,397
New +$285K
PYPL icon
1733
CALL
PayPal
PYPL
$44.6B
$303K ﹤0.01%
8,400
-858,600
-99% -$30.3M
HZNP
1734
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$303K ﹤0.01%
13,967
-18,342
-57% -$357K
KERX
1735
CALL
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$303K ﹤0.01%
60,000
– –
KERX
1736
PUT
DELISTED
Keryx Biopharmaceuticals Inc
KERX
$303K ﹤0.01%
+60,000
New +$285K
VEEV icon
1737
Veeva Systems
VEEV
$42.2B
$301K ﹤0.01%
+10,422
New +$278K
YUM icon
1738
Yum! Brands
YUM
$39.6B
$301K ﹤0.01%
5,736
-27,407
-83% -$1.43M
AMBA icon
1739
PUT
Ambarella
AMBA
$3.04B
$300K ﹤0.01%
5,400
-4,900
-48% -$276K
WDC icon
1740
CALL
Western Digital
WDC
$174B
$300K ﹤0.01%
6,615
-39,293
-86% -$2.01M
XME icon
1741
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.89B
$300K ﹤0.01%
20,000
-14,000
-41% -$234K
QVCGA
1742
PUT
DELISTED
QVC Group Inc Series A
QVCGA
$300K ﹤0.01%
227
+190
+514% +$249K
FBIN icon
1743
CALL
Fortune Brands Innovations
FBIN
$4.86B
$299K ﹤0.01%
6,318
+5,733
+980% +$260K
XME icon
1744
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.89B
$299K ﹤0.01%
20,000
– –
APH icon
1745
PUT
Amphenol
APH
$201B
$298K ﹤0.01%
+45,600
New +$305K
TGTX icon
1746
PUT
TG Therapeutics
TGTX
$8.37B
$298K ﹤0.01%
+25,000
New +$316K
CERN
1747
DELISTED
Cerner Corp
CERN
$297K ﹤0.01%
4,935
-4,639
-48% -$285K
ASNA
1748
PUT
DELISTED
Ascena Retail Group, Inc.
ASNA
$296K ﹤0.01%
1,500
-8,500
-85% -$2M
FXA icon
1749
PUT
Invesco CurrencyShares Australian Dollar Trust
FXA
$96.4M
$292K ﹤0.01%
4,000
-18,500
-82% -$1.33M
FIG
1750
DELISTED
Fortress Investment Group Llc
FIG
$291K ﹤0.01%
57,176
+49,602
+655% +$274K
68 69
70
71 72

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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.