We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
HABT
1876
DELISTED
The Habit Restaurants, Inc. - Class A
HABT
| $210K | ﹤0.01% |
9,100
+8,000
| +727% | +$190K |
|
1877
CALL
Royal Bank of Canada
RY
$286B
| $209K | ﹤0.01% |
3,900
+3,000
| +333% | +$168K |
|
1878
Intercontinental Exchange
ICE
$87.9B
| $208K | ﹤0.01% |
+4,050
| New | +$204K |
|
1879
Jacobs Solutions
J
$16.6B
| $208K | ﹤0.01% |
6,004
+5,565
| +1,268% | +$191K |
|
|
K
1880
DELISTED
Kellanova
K
| $208K | ﹤0.01% |
3,059
-72,401
| -96% | -$4.73M |
|
1881
CALL
Fair Isaac
FICO
$21.2B
| $207K | ﹤0.01% |
2,200
+2,100
| +2,100% | +$191K |
|
1882
PUT
Fidelity National Information Services
FIS
$19.6B
| $207K | ﹤0.01% |
3,400
+1,700
| +100% | +$112K |
|
|
WNR
1883
CALL
DELISTED
Western Refining Inc
WNR
| $207K | ﹤0.01% |
+5,800
| New | +$248K |
|
1884
Radware
RDWR
$1.18B
| $206K | ﹤0.01% |
13,422
+1,244
| +10% | +$19K |
|
1885
Trimble
TRMB
$13.4B
| $205K | ﹤0.01% |
9,560
-71,840
| -88% | -$1.49M |
|
1886
CALL
American Water Works
AWK
$27.9B
| $204K | ﹤0.01% |
3,400
-800
| -19% | -$46.1K |
|
1887
Vipshop
VIPS
$5.95B
| $204K | ﹤0.01% |
13,366
+13,117
| +5,268% | +$230K |
|
|
CELG
1888
CALL
DELISTED
Celgene Corp
CELG
| $204K | ﹤0.01% |
+1,700
| New | +$197K |
|
1889
AGCO
AGCO
$8.89B
| $203K | ﹤0.01% |
+4,467
| New | +$211K |
|
1890
Phillips 66
PSX
$104B
| $203K | ﹤0.01% |
2,476
-22,196
| -90% | -$1.92M |
|
1891
CALL
Pool Corp
POOL
$6.47B
| $202K | ﹤0.01% |
2,500
+2,200
| +733% | +$176K |
|
1892
PUT
Bath & Body Works
BBWI
$3.57B
| $201K | ﹤0.01% |
2,598
-11,875
| -82% | -$920K |
|
1893
Owens Corning
OC
$10.2B
| $201K | ﹤0.01% |
4,264
+3,514
| +469% | +$161K |
|
1894
Roper Technologies
ROP
$38.6B
| $201K | ﹤0.01% |
+1,058
| New | +$194K |
|
1895
CALL
State Street
STT
$52.7B
| $200K | ﹤0.01% |
3,000
+1,400
| +88% | +$97.2K |
|
1896
Parker-Hannifin
PH
$120B
| $198K | ﹤0.01% |
2,046
+2,042
| +51,050% | +$207K |
|
|
ULTI
1897
CALL
DELISTED
Ultimate Software Group Inc
ULTI
| $197K | ﹤0.01% |
1,000
+200
| +25% | +$39.2K |
|
1898
PUT
ASML
ASML
$664B
| $195K | ﹤0.01% |
2,200
-7,300
| -77% | -$665K |
|
1899
PUT
PJT Partners
PJT
$4.55B
| $195K | ﹤0.01% |
+6,922
| New | +$158K |
|
|
WLB
1900
CALL
DELISTED
Westmoreland Coal Company
WLB
| $195K | ﹤0.01% |
33,100
-61,500
| -65% | -$497K |
|
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.