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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 | |
|---|---|---|---|---|---|---|
|
SWC
1601
PUT
DELISTED
Stillwater Mining Co
SWC
| $429K | ﹤0.01% |
50,000
+46,600
| +1,371% | +$445K |
|
1602
PUT
Stratasys
SSYS
$672M
| $428K | ﹤0.01% |
18,300
+5,100
| +39% | +$134K |
|
|
VNET
1603
PUT
VNET Group
VNET
$1.86B
| $427K | ﹤0.01% |
+20,200
| New | +$404K |
|
|
CYBR
1604
CALL
DELISTED
CyberArk
CYBR
| $425K | ﹤0.01% |
9,400
+300
| +3% | +$13.7K |
|
1605
PUT
HF Sinclair
DINO
$19.2B
| $424K | ﹤0.01% |
+10,600
| New | +$502K |
|
1606
CALL
Entergy
ETR
$51.2B
| $424K | ﹤0.01% |
12,400
-79,800
| -87% | -$2.68M |
|
1607
PUT
Alerian MLP ETF
AMLP
$13.6B
| $422K | ﹤0.01% |
+7,000
| New | +$438K |
|
1608
Pan American Silver
PAAS
$21.9B
| $422K | ﹤0.01% |
64,849
+60,104
| +1,267% | +$432K |
|
1609
PUT
Reliance Steel & Aluminium
RS
$20.2B
| $422K | ﹤0.01% |
+7,300
| New | +$424K |
|
1610
American Water Works
AWK
$27.9B
| $421K | ﹤0.01% |
7,050
+6,689
| +1,853% | +$386K |
|
|
NILE
1611
DELISTED
Blue Nile, Inc.
NILE
| $420K | ﹤0.01% |
11,311
+4,672
| +70% | +$164K |
|
1612
Ecolab
ECL
$76.3B
| $419K | ﹤0.01% |
3,667
+3,635
| +11,359% | +$428K |
|
1613
PUT
Raymond James Financial
RJF
$33.8B
| $418K | ﹤0.01% |
+10,800
| New | +$402K |
|
1614
CALL
Qorvo
QRVO
$9.28B
| $417K | ﹤0.01% |
8,200
+7,400
| +925% | +$379K |
|
1615
PUT
Viatris
VTRS
$19B
| $417K | ﹤0.01% |
+7,700
| New | +$370K |
|
1616
CALL
W&T Offshore
WTI
$613M
| $416K | ﹤0.01% |
180,000
| – | – |
|
1617
Cheesecake Factory
CAKE
$5.16B
| $415K | ﹤0.01% |
8,995
+8,495
| +1,699% | +$415K |
|
1618
Steel Dynamics
STLD
$34.5B
| $415K | ﹤0.01% |
23,221
-5,751
| -20% | -$103K |
|
1619
BioMarin Pharmaceuticals
BMRN
$12.5B
| $413K | ﹤0.01% |
+3,947
| New | +$412K |
|
1620
PUT
Southern Copper
SCCO
$177B
| $411K | ﹤0.01% |
17,139
-104,362
| -86% | -$2.58M |
|
1621
CALL
Devon Energy
DVN
$53.9B
| $409K | ﹤0.01% |
12,800
-10,100
| -44% | -$414K |
|
1622
PUT
Trane Technologies
TT
$97.7B
| $409K | ﹤0.01% |
7,400
-82,800
| -92% | -$4.66M |
|
1623
CALL
SL Green Realty
SLG
$3.71B
| $407K | ﹤0.01% |
3,719
+2,479
| +200% | +$278K |
|
1624
PUT
Crown Holdings
CCK
$12.2B
| $406K | ﹤0.01% |
8,000
+6,600
| +471% | +$336K |
|
1625
Invesco
IVZ
$14.2B
| $405K | ﹤0.01% |
12,098
+11,286
| +1,390% | +$370K |
|
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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.