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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 | |
|---|---|---|---|---|---|---|
2676
Newell Brands
NWL
$2.56B
| $10K | ﹤0.01% |
217
-3,624
| -94% | -$159K |
|
2677
ON Semiconductor
ON
$31.6B
| $10K | ﹤0.01% |
+1,000
| New | +$10.5K |
|
2678
Synaptics
SYNA
$4.15B
| $10K | ﹤0.01% |
121
-2,294
| -95% | -$195K |
|
2679
Trex
TREX
$5.01B
| $10K | ﹤0.01% |
+1,088
| New | +$10.9K |
|
2680
Watsco Inc
WSO
$13.6B
| $10K | ﹤0.01% |
88
+20
| +29% | +$2.47K |
|
|
AKRX
2681
DELISTED
Akorn Inc
AKRX
| $10K | ﹤0.01% |
256
-36,927
| -99% | -$1.15M |
|
|
UTEK
2682
CALL
DELISTED
Ultratech Inc.
UTEK
| $10K | ﹤0.01% |
500
-173,700
| -100% | -$2.9M |
|
|
INVN
2683
DELISTED
Invensense Inc
INVN
| $10K | ﹤0.01% |
+949
| New | +$10.5K |
|
|
CSC
2684
CALL
DELISTED
Computer Sciences
CSC
| $10K | ﹤0.01% |
300
-29,125
| -99% | -$851K |
|
|
ARO
2685
DELISTED
Aeropostale Inc
ARO
| $10K | ﹤0.01% |
34,440
-50,386
| -59% | -$27.6K |
|
|
ATML
2686
CALL
DELISTED
ATMEL CORP
ATML
| $10K | ﹤0.01% |
1,200
-200
| -14% | -$1.68K |
|
2687
Masco
MAS
$15.3B
| $9K | ﹤0.01% |
323
-11,624
| -97% | -$331K |
|
2688
M&T Bank
MTB
$36.2B
| $9K | ﹤0.01% |
+75
| New | +$9.14K |
|
2689
CALL
MGIC Investment
MTG
$6.25B
| $9K | ﹤0.01% |
1,000
| – | – |
|
2690
Netflix
NFLX
$309B
| $9K | ﹤0.01% |
770
-35,970
| -98% | -$411K |
|
|
2691
PUT
ON Semiconductor
ON
$31.6B
| $9K | ﹤0.01% |
+900
| New | +$9.46K |
|
2692
Silicon Motion
SIMO
$8.68B
| $9K | ﹤0.01% |
+277
| New | +$8.67K |
|
2693
Target
TGT
$68B
| $9K | ﹤0.01% |
122
-12,773
| -99% | -$953K |
|
2694
Tyler Technologies
TYL
$12.8B
| $9K | ﹤0.01% |
+49
| New | +$8.47K |
|
2695
PUT
Vulcan Materials
VMC
$36.9B
| $9K | ﹤0.01% |
100
-500
| -83% | -$48.5K |
|
|
NBIS
2696
Nebius Group N.V.
NBIS
$47.7B
| $9K | ﹤0.01% |
588
+504
| +600% | +$7.54K |
|
|
COL
2697
DELISTED
Rockwell Collins
COL
| $9K | ﹤0.01% |
95
-4,266
| -98% | -$378K |
|
|
SVU
2698
DELISTED
SUPERVALU Inc.
SVU
| $9K | ﹤0.01% |
+199
| New | +$9.5K |
|
|
MENT
2699
DELISTED
Mentor Graphics Corp
MENT
| $9K | ﹤0.01% |
+483
| New | +$11.1K |
|
|
VA
2700
DELISTED
Virgin America Inc.
VA
| $9K | ﹤0.01% |
256
+87
| +51% | +$3.12K |
|
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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.