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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
LINE
1751
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$290K ﹤0.01%
225,081
+170,879
+315% +$381K
CSOD
1752
DELISTED
Cornerstone OnDemand, Inc.
CSOD
$289K ﹤0.01%
+8,369
New +$289K
ARMH
1753
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$289K ﹤0.01%
6,386
+5,363
+524% +$253K
CLNE icon
1754
CALL
Clean Energy Fuels
CLNE
$346M
$288K ﹤0.01%
80,000
– –
PPLI
1755
CALL
People Inc
PPLI
$3.1B
$288K ﹤0.01%
26,858
+24,060
+860% +$279K
WLK icon
1756
PUT
Westlake Corp
WLK
$9.9B
$288K ﹤0.01%
+5,300
New +$307K
VIAB
1757
PUT
DELISTED
Viacom Inc. Class B
VIAB
$288K ﹤0.01%
7,000
+6,500
+1,300% +$305K
PLKI
1758
PUT
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$287K ﹤0.01%
+4,900
New +$278K
URBN icon
1759
Urban Outfitters
URBN
$6.59B
$284K ﹤0.01%
12,495
+11,273
+923% +$291K
ADI icon
1760
CALL
Analog Devices
ADI
$190B
$282K ﹤0.01%
5,100
-400
-7% -$23.5K
D icon
1761
Dominion Energy
D
$59.3B
$282K ﹤0.01%
+4,172
New +$288K
GDXJ icon
1762
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.46B
$282K ﹤0.01%
14,700
– –
SRE icon
1763
CALL
Sempra
SRE
$54.8B
$282K ﹤0.01%
6,000
-42,000
-88% -$2.07M
CLB icon
1764
CALL
Core Laboratories
CLB
$521M
$281K ﹤0.01%
+2,600
New +$298K
GLNG icon
1765
Golar LNG
GLNG
$5.13B
$280K ﹤0.01%
17,728
-109,221
-86% -$2.79M
AGNC icon
1766
PUT
AGNC Investment
AGNC
$12.9B
$278K ﹤0.01%
16,000
+14,000
+700% +$254K
SEE
1767
CALL
DELISTED
Sealed Air
SEE
$277K ﹤0.01%
6,200
-83,800
-93% -$3.88M
GLNG icon
1768
CALL
Golar LNG
GLNG
$5.13B
$276K ﹤0.01%
17,500
– –
GME icon
1769
PUT
GameStop
GME
$8.6B
$275K ﹤0.01%
39,200
-46,000
-54% -$444K
DATA
1770
PUT
DELISTED
Tableau Software, Inc.
DATA
$274K ﹤0.01%
2,900
-500
-15% -$44.9K
TTWO icon
1771
PUT
Take-Two Interactive
TTWO
$46.1B
$273K ﹤0.01%
+7,800
New +$263K
NUAN
1772
CALL
DELISTED
Nuance Communications, Inc.
NUAN
$273K ﹤0.01%
15,824
+15,246
+2,638% +$248K
GRA
1773
DELISTED
W.R. Grace & Co.
GRA
$273K ﹤0.01%
2,737
-20,874
-88% -$2.04M
DDD icon
1774
3D Systems Corp
DDD
$613M
$272K ﹤0.01%
+31,312
New +$323K
FIS icon
1775
CALL
Fidelity National Information Services
FIS
$22.1B
$272K ﹤0.01%
4,500
-27,900
-86% -$1.85M
69 70
71
72 73

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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.