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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
ARMH
1376
PUT
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$765K ﹤0.01%
16,900
+6,900
+69% +$326K
TD icon
1377
PUT
Toronto Dominion Bank
TD
$200B
$764K ﹤0.01%
19,500
-6,400
-25% -$259K
MWW
1378
CALL
DELISTED
Monster Worldwide Inc
MWW
$759K ﹤0.01%
132,500
– –
INFN
1379
CALL
DELISTED
Infinera Corporation Common Stock
INFN
$752K ﹤0.01%
41,500
+40,800
+5,829% +$812K
TSCO icon
1380
PUT
Tractor Supply
TSCO
$18B
$751K ﹤0.01%
44,000
+500
+1% +$8.85K
WDC icon
1381
Western Digital
WDC
$151B
$749K ﹤0.01%
16,494
-1,591
-9% -$81.2K
GSK icon
1382
GSK
GSK
$104B
$746K ﹤0.01%
+14,794
New +$754K
HSBC icon
1383
HSBC
HSBC
$354B
$743K ﹤0.01%
21,125
-17,853
-46% -$630K
EA
1384
DELISTED
Electronic Arts
EA
$742K ﹤0.01%
10,801
-14,126
-57% -$991K
DVA icon
1385
CALL
DaVita
DVA
$11.7B
$739K ﹤0.01%
10,600
-3,500
-25% -$256K
MLM icon
1386
CALL
Martin Marietta Materials
MLM
$33B
$739K ﹤0.01%
5,400
-48,400
-90% -$7.34M
SIX
1387
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
$736K ﹤0.01%
+13,400
New +$692K
MTBL
1388
PUT
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
$736K ﹤0.01%
133,333
– –
EAT icon
1389
PUT
Brinker International
EAT
$9.76B
$734K ﹤0.01%
15,300
+12,800
+512% +$602K
MW
1390
PUT
DELISTED
THE MENS WAREHOUSE INC
MW
$734K ﹤0.01%
50,000
– –
DFS
1391
PUT
DELISTED
Discover Financial Services
DFS
$731K ﹤0.01%
13,600
+12,900
+1,843% +$716K
IWO icon
1392
iShares Russell 2000 Growth ETF
IWO
$14.9B
$723K ﹤0.01%
5,193
+2,774
+115% +$393K
MHK icon
1393
PUT
Mohawk Industries
MHK
$9.19B
$721K ﹤0.01%
3,800
+2,400
+171% +$461K
AMX icon
1394
America Movil
AMX
$71.7B
$720K ﹤0.01%
+51,243
New +$836K
IYT icon
1395
iShares US Transportation ETF
IYT
$2.27B
$720K ﹤0.01%
21,376
+15,352
+255% +$551K
PNR icon
1396
Pentair
PNR
$10.7B
$718K ﹤0.01%
21,582
-6,742
-24% -$247K
BBWI icon
1397
Bath & Body Works
BBWI
$3.89B
$717K ﹤0.01%
9,252
+5,845
+172% +$453K
ORLY icon
1398
O'Reilly Automotive
ORLY
$75.3B
$716K ﹤0.01%
42,390
-62,010
-59% -$1.08M
GME icon
1399
GameStop
GME
$8.43B
$714K ﹤0.01%
101,908
+92,224
+952% +$890K
ADP icon
1400
PUT
Automatic Data Processing
ADP
$109B
$711K ﹤0.01%
8,400
-19,000
-69% -$1.64M
54 55
56
57 58

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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.