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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
CCEP icon
201
PUT
Coca-Cola Europacific Partners
CCEP
$47.5B
$30.3M 0.06%
615,000
+400,000
+186% +$20.1M
EWW icon
202
PUT
iShares MSCI Mexico ETF
EWW
$1.87B
$30.1M 0.06%
605,000
+580,000
+2,320% +$30.9M
F icon
203
Ford
F
$55.4B
$29.9M 0.06%
2,120,332
+1,328,710
+168% +$19.2M
AIG icon
204
PUT
American International
AIG
$39.8B
$29.8M 0.06%
480,200
-66,400
-12% -$4.05M
SLB icon
205
PUT
SLB Ltd
SLB
$77.1B
$29.6M 0.06%
424,900
+89,300
+27% +$6.69M
GEN icon
206
PUT
Gen Digital
GEN
$17.7B
$29.6M 0.06%
1,409,800
+1,404,000
+24,207% +$28.6M
NKE icon
207
PUT
Nike
NKE
$61.2B
$29.5M 0.06%
471,800
+110,200
+30% +$7.11M
LOW icon
208
PUT
Lowe's Companies
LOW
$122B
$29.5M 0.06%
387,700
-112,400
-22% -$8.35M
PFE icon
209
PUT
Pfizer
PFE
$153B
$29.4M 0.06%
959,878
+317,781
+49% +$10M
VLO icon
210
PUT
Valero Energy
VLO
$98.9B
$29.1M 0.06%
412,200
-388,600
-49% -$26.5M
DHR icon
211
CALL
Danaher
DHR
$144B
$29.1M 0.06%
465,840
+334,018
+253% +$20.9M
CVX icon
212
PUT
Chevron
CVX
$388B
$29.1M 0.06%
323,100
+28,700
+10% +$2.59M
DD
213
CALL
DELISTED
Du Pont De Nemours E I
DD
$29M 0.06%
435,600
+70,500
+19% +$4.48M
BKNG icon
214
CALL
Booking.com
BKNG
$160B
$28.9M 0.06%
567,500
-67,500
-11% -$3.57M
PNRA
215
CALL
DELISTED
Panera Bread Co
PNRA
$28.9M 0.06%
148,400
+140,200
+1,710% +$26M
MGM icon
216
CALL
MGM Resorts International
MGM
$11.1B
$28.8M 0.06%
1,268,500
+949,000
+297% +$20.9M
GIS icon
217
CALL
General Mills
GIS
$20.8B
$28.8M 0.06%
499,500
-131,100
-21% -$7.54M
UNP icon
218
CALL
Union Pacific
UNP
$177B
$28.8M 0.06%
367,900
-1,300
-0.4% -$112K
PRU icon
219
CALL
Prudential Financial
PRU
$43.1B
$28.7M 0.06%
353,000
+310,900
+738% +$25.7M
AIG icon
220
CALL
American International
AIG
$39.8B
$28.7M 0.06%
462,700
-351,700
-43% -$21.4M
HAL icon
221
PUT
Halliburton
HAL
$27.4B
$28.6M 0.06%
841,000
-119,400
-12% -$4.5M
NKE icon
222
CALL
Nike
NKE
$61.2B
$28.4M 0.06%
455,000
+285,200
+168% +$18.4M
XLI icon
223
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
$28.2M 0.06%
532,600
-265,900
-33% -$14.3M
GDX icon
224
PUT
VanEck Gold Miners ETF
GDX
$26.9B
$28.2M 0.06%
2,052,700
-152,900
-7% -$2.22M
MCD icon
225
CALL
McDonald's
MCD
$193B
$27.9M 0.06%
236,300
-238,900
-50% -$26.7M
7 8
9
10 11

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HF
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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.