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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 | |
|---|---|---|---|---|---|---|
1701
PUT
State Street SPDR S&P Dividend ETF
SDY
$21.4B
| $331K | ﹤0.01% |
+4,500
| New | +$343K |
|
1702
Caesarstone
CSTE
$104M
| $330K | ﹤0.01% |
7,625
+5,504
| +260% | +$210K |
|
1703
Deere & Co
DE
$183B
| $330K | ﹤0.01% |
4,329
-80,209
| -95% | -$6.21M |
|
1704
PUT
Corpay
CPAY
$26.7B
| $329K | ﹤0.01% |
2,300
+1,100
| +92% | +$162K |
|
|
XLNX
1705
DELISTED
Xilinx Inc
XLNX
| $329K | ﹤0.01% |
7,005
-341,130
| -98% | -$16.1M |
|
1706
PUT
Eagle Materials
EXP
$5.73B
| $327K | ﹤0.01% |
5,400
-34,600
| -87% | -$2.31M |
|
1707
Palo Alto Networks
PANW
$273B
| $327K | ﹤0.01% |
11,148
-75,972
| -87% | -$2.19M |
|
1708
PUT
Cincinnati Financial
CINF
$26B
| $325K | ﹤0.01% |
+5,500
| New | +$326K |
|
1709
CALL
MBIA
MBI
$233M
| $324K | ﹤0.01% |
50,000
| – | – |
|
1710
CALL
NETGEAR
NTGR
$566M
| $323K | ﹤0.01% |
7,700
+5,800
| +305% | +$234K |
|
1711
ProShares UltraShort Real Estate
SRS
$14.9M
| $322K | ﹤0.01% |
899
+831
| +1,222% | +$312K |
|
1712
PUT
Boston Properties
BXP
$10.3B
| $319K | ﹤0.01% |
2,500
-2,500
| -50% | -$311K |
|
1713
Healthpeak Properties
DOC
$14.1B
| $319K | ﹤0.01% |
9,174
-33,101
| -78% | -$1.11M |
|
1714
CALL
Trimble
TRMB
$13.4B
| $319K | ﹤0.01% |
+14,900
| New | +$310K |
|
|
BTU
1715
CALL
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $317K | ﹤0.01% |
41,208
-14,099
| -25% | -$203K |
|
1716
CALL
Arch Capital
ACGL
$32.8B
| $314K | ﹤0.01% |
+13,500
| New | +$332K |
|
1717
PUT
State Street
STT
$52.7B
| $314K | ﹤0.01% |
4,700
+2,600
| +124% | +$181K |
|
1718
PUT
Murphy Oil
MUR
$5.51B
| $312K | ﹤0.01% |
13,900
-157,900
| -92% | -$4.26M |
|
|
MIC
1719
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $312K | ﹤0.01% |
4,300
-3,900
| -48% | -$291K |
|
1720
Atara Biotherapeutics
ATRA
$99.5M
| $311K | ﹤0.01% |
+470
| New | +$356K |
|
1721
PUT
Royal Bank of Canada
RY
$286B
| $311K | ﹤0.01% |
5,800
-15,300
| -73% | -$858K |
|
1722
PUT
Northern Trust
NTRS
$33.8B
| $310K | ﹤0.01% |
4,300
+2,400
| +126% | +$173K |
|
|
SAFM
1723
PUT
DELISTED
Sanderson Farms Inc
SAFM
| $310K | ﹤0.01% |
+4,000
| New | +$288K |
|
1724
Deutsche Bank
DB
$76.4B
| $309K | ﹤0.01% |
14,346
+8,185
| +133% | +$195K |
|
|
SOHU
1725
CALL
Sohu.com
SOHU
$351M
| $309K | ﹤0.01% |
+5,400
| New | +$273K |
|
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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.