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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 | |
|---|---|---|---|---|---|---|
2076
CALL
Valley National Bancorp
VLY
$7.6B
| $117K | ﹤0.01% |
+11,900
| New | +$124K |
|
|
OA
2077
CALL
DELISTED
Orbital ATK, Inc.
OA
| $117K | ﹤0.01% |
+1,300
| New | +$109K |
|
2078
PUT
Five Below
FIVE
$13.6B
| $115K | ﹤0.01% |
3,600
-7,900
| -69% | -$253K |
|
2079
Rambus
RMBS
$9.51B
| $115K | ﹤0.01% |
9,930
+6,601
| +198% | +$76.2K |
|
2080
CALL
Verisk Analytics
VRSK
$23.2B
| $115K | ﹤0.01% |
+1,500
| New | +$114K |
|
|
HA
2081
DELISTED
Hawaiian Holdings, Inc.
HA
| $115K | ﹤0.01% |
+3,252
| New | +$112K |
|
|
ATHN
2082
DELISTED
Athenahealth, Inc.
ATHN
| $115K | ﹤0.01% |
+716
| New | +$111K |
|
2083
Principal Financial Group
PFG
$24.4B
| $114K | ﹤0.01% |
+2,531
| New | +$124K |
|
2084
PUT
Texas Roadhouse
TXRH
$11.8B
| $114K | ﹤0.01% |
3,200
+3,100
| +3,100% | +$110K |
|
2085
Albemarle
ALB
$14.9B
| $113K | ﹤0.01% |
2,018
-23,821
| -92% | -$1.23M |
|
2086
CALL
BorgWarner
BWA
$13.3B
| $113K | ﹤0.01% |
2,954
-7,043
| -70% | -$264K |
|
2087
GE Aerospace
GE
$338B
| $113K | ﹤0.01% |
757
-3,092
| -80% | -$439K |
|
|
BKS
2088
PUT
DELISTED
Barnes & Noble
BKS
| $113K | ﹤0.01% |
13,000
+11,900
| +1,082% | +$140K |
|
|
CIT
2089
DELISTED
CIT Group Inc.
CIT
| $113K | ﹤0.01% |
2,840
+1,238
| +77% | +$52K |
|
2090
Factset
FDS
$9.93B
| $112K | ﹤0.01% |
+689
| New | +$116K |
|
2091
CALL
TotalEnergies
TTE
$203B
| $112K | ﹤0.01% |
2,500
+1,400
| +127% | +$67.8K |
|
2092
Westlake Corp
WLK
$9.17B
| $112K | ﹤0.01% |
+2,057
| New | +$119K |
|
|
CA
2093
DELISTED
CA, Inc.
CA
| $112K | ﹤0.01% |
3,912
+3,241
| +483% | +$91K |
|
2094
CALL
Hormel Foods
HRL
$11.5B
| $111K | ﹤0.01% |
2,800
+600
| +27% | +$21.3K |
|
2095
CALL
Norwegian Cruise Line
NCLH
$6.82B
| $111K | ﹤0.01% |
1,900
+1,200
| +171% | +$70.6K |
|
|
QUNR
2096
PUT
DELISTED
Qunar Cayman Islands Limited
QUNR
| $111K | ﹤0.01% |
2,100
+1,300
| +163% | +$56.2K |
|
2097
Sinclair Inc
SBGI
$980M
| $110K | ﹤0.01% |
+3,389
| New | +$108K |
|
|
RLH
2098
DELISTED
Red Lions Hotel Corporation
RLH
| $110K | ﹤0.01% |
+15,630
| New | +$121K |
|
|
FINL
2099
PUT
DELISTED
Finish Line
FINL
| $110K | ﹤0.01% |
+6,100
| New | +$108K |
|
|
XNPT
2100
PUT
DELISTED
XENOPORT, INC.
XNPT
| $110K | ﹤0.01% |
20,000
+19,000
| +1,900% | +$107K |
|
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.