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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+3.99%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$49.2B
AUM Growth
+$4.3B
(+9.6%)
Cap. Flow
+$2.65B
Cap. Flow
% of AUM
5.38%
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 | Consumer Discretionary | 0.76% |
| 2 | Technology | 0.67% |
| 3 | Financials | 0.55% |
| 4 | Materials | 0.33% |
| 5 | Industrials | 0.3% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2476
CALL
Canadian Natural Resources
CNQ
$93.8B
| $29K | ﹤0.01% |
2,689
-1,448
| -35% | -$16.2K |
|
2477
CALL
Graco
GGG
$13.5B
| $29K | ﹤0.01% |
+1,200
| New | +$28.9K |
|
|
2478
PUT
Graco
GGG
$13.5B
| $29K | ﹤0.01% |
+1,200
| New | +$28.9K |
|
|
HI
2479
DELISTED
Hillenbrand
HI
| $29K | ﹤0.01% |
+977
| New | +$28.7K |
|
2480
CALL
MKS Inc
MKSI
$20.6B
| $29K | ﹤0.01% |
+800
| New | +$28.5K |
|
2481
CALL
Super Micro Computer
SMCI
$20.1B
| $29K | ﹤0.01% |
+12,000
| New | +$31.3K |
|
|
JIVE
2482
DELISTED
Jive Software, Inc.
JIVE
| $29K | ﹤0.01% |
7,179
| – | – |
|
2483
CALL
America Movil
AMX
$71.2B
| $28K | ﹤0.01% |
+2,000
| New | +$32.6K |
|
2484
CALL
Bank of Montreal
BMO
$127B
| $28K | ﹤0.01% |
500
-30,500
| -98% | -$1.75M |
|
2485
CALL
Cal-Maine
CALM
$3.99B
| $28K | ﹤0.01% |
+600
| New | +$32.3K |
|
2486
PUT
Cogent Communications
CCOI
$508M
| $28K | ﹤0.01% |
+800
| New | +$25.9K |
|
2487
CALL
Deckers Outdoor
DECK
$13.3B
| $28K | ﹤0.01% |
+3,600
| New | +$31.9K |
|
2488
Dolby
DLB
$5.79B
| $28K | ﹤0.01% |
+818
| New | +$28.1K |
|
2489
PUT
FTI Consulting
FCN
$4.18B
| $28K | ﹤0.01% |
+800
| New | +$30.7K |
|
|
IRBT
2490
CALL
DELISTED
iRobot
IRBT
| $28K | ﹤0.01% |
800
-10,000
| -93% | -$323K |
|
2491
Knowles
KN
$3.34B
| $28K | ﹤0.01% |
2,112
+1,586
| +302% | +$27.1K |
|
2492
CALL
Annaly Capital Management
NLY
$17.4B
| $28K | ﹤0.01% |
750
-8,000
| -91% | -$312K |
|
2493
CALL
Ryder
R
$10.1B
| $28K | ﹤0.01% |
500
+300
| +150% | +$19.8K |
|
2494
Regions Financial
RF
$26.8B
| $28K | ﹤0.01% |
2,914
+2,295
| +371% | +$22K |
|
2495
PUT
Robert Half
RHI
$4.37B
| $28K | ﹤0.01% |
+600
| New | +$30.3K |
|
2496
CALL
Thor Industries
THO
$4.14B
| $28K | ﹤0.01% |
500
+400
| +400% | +$22.2K |
|
|
TEN
2497
DELISTED
Tenneco Inc. Class A Voting Common Stock
TEN
| $28K | ﹤0.01% |
+620
| New | +$31.5K |
|
|
SFLY
2498
DELISTED
Shutterfly, Inc.
SFLY
| $28K | ﹤0.01% |
+630
| New | +$27K |
|
|
2499
FTI Consulting
FCN
$4.18B
| $27K | ﹤0.01% |
+782
| New | +$30K |
|
2500
CALL
IPG Photonics
IPGP
$3.84B
| $27K | ﹤0.01% |
300
-800
| -73% | -$68.6K |
|
Similar funds
HF
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 deployed $2.65B of net new capital in Q4 2015, opening 724 new positions and adding to 1,056 existing holdings. Its largest new stake was Twitter, Inc.: 1,017,122 shares worth $23.5M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.76% of assets, down from 0.8% a quarter earlier, followed by Technology and Financials.
On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $350M trimmed.
- 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.