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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
(+9.6%)
Cap. Flow
-$570M
Cap. Flow
% of AUM
-1.16%
Top 10 Holdings %
Top 10 Hldgs %
47.58%
Holding
4,791
New
724
Increased
1,056
Reduced
956
Closed
663
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$115M |
| 2 |
Microsoft
MSFT
|
+$86.2M |
| 3 |
SPDR Gold Trust
GLD
|
+$61.3M |
| 4 |
Amazon
AMZN
|
+$60.3M |
| 5 |
DuPont de Nemours
DD
|
+$40.8M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$350M |
| 2 |
iShares MSCI EAFE ETF
EFA
|
+$157M |
| 3 |
iShares MSCI Emerging Markets ETF
EEM
|
+$58.6M |
| 4 |
American Express
AXP
|
+$52.9M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1501
PUT
Johnson & Johnson
JNJ
$644B
| $554K | ﹤0.01% |
5,400
-99,600
| -95% | -$10M |
|
1502
Ovintiv
OVV
$17.8B
| $554K | ﹤0.01% |
+21,781
| New | +$796K |
|
1503
PUT
Verisk Analytics
VRSK
$23.2B
| $554K | ﹤0.01% |
+7,200
| New | +$547K |
|
1504
Baidu
BIDU
$31.4B
| $553K | ﹤0.01% |
2,924
-246,551
| -99% | -$45.4M |
|
1505
CALL
Nasdaq
NDAQ
$52.7B
| $553K | ﹤0.01% |
+28,500
| New | +$543K |
|
1506
Magna International
MGA
$17.5B
| $550K | ﹤0.01% |
13,565
+12,285
| +960% | +$572K |
|
1507
PUT
Republic Services
RSG
$68.1B
| $550K | ﹤0.01% |
12,500
-6,900
| -36% | -$301K |
|
1508
Best Buy
BBY
$18.5B
| $549K | ﹤0.01% |
18,015
-195,865
| -92% | -$6.48M |
|
1509
Brinker International
EAT
$8.99B
| $548K | ﹤0.01% |
11,424
+9,566
| +515% | +$450K |
|
1510
Arista Networks
ANET
$243B
| $547K | ﹤0.01% |
112,448
+54,528
| +94% | +$237K |
|
1511
JetBlue
JBLU
$1.65B
| $546K | ﹤0.01% |
+24,089
| New | +$600K |
|
1512
PUT
Sherwin-Williams
SHW
$77.8B
| $546K | ﹤0.01% |
+6,300
| New | +$545K |
|
|
MRSH
1513
PUT
Marsh
MRSH
$84.4B
| $538K | ﹤0.01% |
9,700
-146,000
| -94% | -$8.05M |
|
|
DO
1514
PUT
DELISTED
Diamond Offshore Drilling
DO
| $538K | ﹤0.01% |
25,500
-69,300
| -73% | -$1.46M |
|
|
KATE
1515
DELISTED
Kate Spade & Company
KATE
| $537K | ﹤0.01% |
+30,226
| New | +$590K |
|
1516
Darden Restaurants
DRI
$23.8B
| $536K | ﹤0.01% |
8,417
+8,154
| +3,100% | +$474K |
|
1517
PUT
IAMGOLD
IAG
$11.7B
| $533K | ﹤0.01% |
375,000
| – | – |
|
1518
PUT
M&T Bank
MTB
$34.4B
| $533K | ﹤0.01% |
4,400
+4,200
| +2,100% | +$512K |
|
1519
CALL
Invesco
IVZ
$14.2B
| $532K | ﹤0.01% |
15,900
+15,400
| +3,080% | +$504K |
|
1520
Cal-Maine
CALM
$3.42B
| $531K | ﹤0.01% |
+11,458
| New | +$617K |
|
1521
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.78B
| $529K | ﹤0.01% |
19,652
-22,528
| -53% | -$665K |
|
1522
PUT
Paychex
PAYX
$40.8B
| $529K | ﹤0.01% |
10,000
-12,400
| -55% | -$648K |
|
1523
PUT
T. Rowe Price
TROW
$23B
| $529K | ﹤0.01% |
7,400
+7,200
| +3,600% | +$528K |
|
|
MTBL
1524
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
| $527K | ﹤0.01% |
95,475
-2,302
| -2% | -$12.2K |
|
|
IDTI
1525
PUT
DELISTED
Integrated Device Technology I
IDTI
| $524K | ﹤0.01% |
19,900
+17,300
| +665% | +$443K |
|
Similar funds
TI
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.