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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
META icon
126
Meta Platforms (Facebook)
META
$1.42T
$51M 0.1%
487,710
+350,709
+256% +$36M
CVS icon
127
PUT
CVS Health
CVS
$133B
$50.6M 0.1%
517,400
-90,900
-15% -$8.9M
USB icon
128
PUT
US Bancorp
USB
$98.2B
$49.6M 0.1%
1,163,000
-139,400
-11% -$5.96M
TCOM icon
129
PUT
Trip.com Group
TCOM
$29.6B
$48.2M 0.1%
1,040,200
+373,400
+56% +$17.1M
DAL icon
130
CALL
Delta Air Lines
DAL
$57.5B
$47.2M 0.1%
930,900
+80,700
+9% +$3.99M
WMT icon
131
PUT
Walmart Inc
WMT
$885B
$47.2M 0.1%
2,309,100
-76,800
-3% -$1.54M
GE icon
132
PUT
GE Aerospace
GE
$374B
$46.8M 0.1%
313,264
-606,644
-66% -$86.2M
SLV icon
133
CALL
iShares Silver Trust
SLV
$28B
$46.4M 0.09%
3,519,400
+1,371,300
+64% +$19.3M
F icon
134
PUT
Ford
F
$58.5B
$46M 0.09%
3,264,700
-102,200
-3% -$1.48M
CRM icon
135
PUT
Salesforce
CRM
$151B
$45.8M 0.09%
583,600
-153,100
-21% -$12M
AA icon
136
PUT
Alcoa
AA
$11.9B
$45.5M 0.09%
1,919,101
-31,169
-2% -$696K
EWW icon
137
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
$44.8M 0.09%
898,500
+673,500
+299% +$35.9M
SYY icon
138
CALL
Sysco
SYY
$40.8B
$44.6M 0.09%
1,088,400
-41,500
-4% -$1.7M
CAT icon
139
CALL
Caterpillar
CAT
$375B
$44.4M 0.09%
653,800
-383,400
-37% -$26.8M
GOOGL icon
140
CALL
Alphabet (Google) Class A
GOOGL
$4.36T
$44.3M 0.09%
+1,140,000
New +$42.2M
OXY icon
141
CALL
Occidental Petroleum
OXY
$56.8B
$44.1M 0.09%
652,609
+4,808
+0.7% +$346K
BRK.B icon
142
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$43.8M 0.09%
331,900
-151,600
-31% -$20.3M
CEF icon
143
Sprott Physical Gold and Silver Trust
CEF
$7.4B
$43.8M 0.09%
4,385,701
– –
PM icon
144
CALL
Philip Morris
PM
$297B
$42.6M 0.09%
484,400
+118,100
+32% +$10.3M
BAC icon
145
CALL
Bank of America
BAC
$435B
$42.5M 0.09%
2,527,900
-2,667,200
-51% -$45.1M
DD icon
146
DuPont de Nemours
DD
$18.5B
$42.4M 0.09%
325,532
+317,938
+4,187% +$40.8M
P
147
CALL
DELISTED
Pandora Media Inc
P
$42M 0.09%
3,128,600
+3,094,900
+9,184% +$46.1M
AAP icon
148
CALL
Advance Auto Parts
AAP
$3.35B
$41.4M 0.08%
275,100
+273,700
+19,550% +$47.5M
ICE icon
149
CALL
Intercontinental Exchange
ICE
$85.6B
$41.2M 0.08%
803,000
+21,500
+3% +$1.08M
OIH icon
150
PUT
VanEck Oil Services ETF
OIH
$2.06B
$41M 0.08%
77,425
-51,970
-40% -$30.9M
4 5
6
7 8

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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.