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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 | |
|---|---|---|---|---|---|---|
|
SIVB
2401
DELISTED
SVB Financial Group
SIVB
| $41K | ﹤0.01% |
348
+338
| +3,380% | +$41.9K |
|
2402
CALL
Cameco
CCJ
$43.7B
| $40K | ﹤0.01% |
3,300
-5,300
| -62% | -$68K |
|
2403
DaVita
DVA
$11.7B
| $40K | ﹤0.01% |
580
-2,103
| -78% | -$154K |
|
2404
CALL
Hasbro
HAS
$12.5B
| $40K | ﹤0.01% |
600
-400
| -40% | -$29.3K |
|
|
2405
PUT
Hasbro
HAS
$12.5B
| $40K | ﹤0.01% |
600
-2,600
| -81% | -$190K |
|
|
FLG
2406
Flagstar Bank National Association
FLG
$5.5B
| $40K | ﹤0.01% |
+822
| New | +$41.9K |
|
2407
CALL
Cboe Global Markets
CBOE
$30.5B
| $39K | ﹤0.01% |
600
-36,800
| -98% | -$2.49M |
|
|
X
2408
DELISTED
US Steel
X
| $39K | ﹤0.01% |
4,865
+4,786
| +6,058% | +$47K |
|
|
SONC
2409
CALL
DELISTED
Sonic Corp
SONC
| $39K | ﹤0.01% |
+1,200
| New | +$34.2K |
|
|
CSH
2410
PUT
DELISTED
CASH AMERICA INTERNATIONAL INC
CSH
| $39K | ﹤0.01% |
+1,300
| New | +$40.5K |
|
2411
ASML
ASML
$664B
| $38K | ﹤0.01% |
433
+134
| +45% | +$12.2K |
|
2412
PUT
Belden
BDC
$4.6B
| $38K | ﹤0.01% |
+800
| New | +$44K |
|
2413
CALL
Cogent Communications
CCOI
$478M
| $38K | ﹤0.01% |
1,100
-700
| -39% | -$22.6K |
|
2414
Amdocs
DOX
$6.25B
| $38K | ﹤0.01% |
690
+237
| +52% | +$13.6K |
|
2415
PUT
Ingredion
INGR
$6.35B
| $38K | ﹤0.01% |
+400
| New | +$37.9K |
|
2416
PUT
Wayfair
W
$13.7B
| $38K | ﹤0.01% |
+800
| New | +$33.9K |
|
2417
iShares US Home Construction ETF
ITB
$2.19B
| $37K | ﹤0.01% |
1,373
+1,372
| +137,200% | +$37.8K |
|
2418
CALL
Sanmina
SANM
$11B
| $37K | ﹤0.01% |
1,800
-2,600
| -59% | -$57.8K |
|
|
SAFM
2419
DELISTED
Sanderson Farms Inc
SAFM
| $37K | ﹤0.01% |
+471
| New | +$33.9K |
|
|
PBY
2420
CALL
DELISTED
PEP BOYS MANNY MOE& JACK
PBY
| $37K | ﹤0.01% |
2,000
-800
| -29% | -$11.9K |
|
2421
PUT
Generac Holdings
GNRC
$11B
| $36K | ﹤0.01% |
+1,200
| New | +$36K |
|
2422
PUT
Lazard
LAZ
$4.16B
| $36K | ﹤0.01% |
+800
| New | +$36.6K |
|
2423
PUT
Xcel Energy
XEL
$47.6B
| $36K | ﹤0.01% |
+1,000
| New | +$35.7K |
|
2424
YPF Sociedad Anonima ADS
YPF
$21.4B
| $36K | ﹤0.01% |
2,299
-9,498
| -81% | -$174K |
|
|
LM
2425
PUT
DELISTED
Legg Mason, Inc.
LM
| $36K | ﹤0.01% |
900
+300
| +50% | +$12.8K |
|
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.