We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
376
PUT
BP
BP
$110B
| $13.2M | 0.03% |
501,546
+40,647
| +9% | +$1.16M |
|
377
CALL
Alcoa
AA
$14B
| $13.2M | 0.03% |
555,223
+133,459
| +32% | +$2.98M |
|
378
CALL
Honeywell
HON
$73.1B
| $13.2M | 0.03% |
141,449
-31,940
| -18% | -$2.93M |
|
|
AGN
379
CALL
DELISTED
Allergan plc
AGN
| $13M | 0.03% |
41,700
+1,700
| +4% | +$506K |
|
380
CALL
Lennar Class A
LEN
$20.6B
| $13M | 0.03% |
279,134
+231,964
| +492% | +$11.1M |
|
|
LNKD
381
PUT
DELISTED
LinkedIn Corporation
LNKD
| $13M | 0.03% |
57,500
-100,600
| -64% | -$22.8M |
|
382
CALL
First Solar
FSLR
$24.6B
| $12.9M | 0.03% |
196,300
+195,700
| +32,617% | +$11M |
|
383
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.61B
| $12.9M | 0.03% |
308,300
-90,200
| -23% | -$3.9M |
|
384
PUT
Blackstone
BX
$109B
| $12.7M | 0.03% |
434,400
-483,108
| -53% | -$15.4M |
|
385
CALL
Tesla
TSLA
$1.28T
| $12.6M | 0.03% |
789,000
-2,637,000
| -77% | -$39.5M |
|
|
RAD
386
PUT
DELISTED
Rite Aid Corporation
RAD
| $12.5M | 0.03% |
79,955
+4,030
| +5% | +$596K |
|
387
Rio Tinto
RIO
$166B
| $12.4M | 0.03% |
426,853
+325,790
| +322% | +$11M |
|
|
388
CALL
Blackstone
BX
$109B
| $12.4M | 0.03% |
424,000
+37,799
| +10% | +$1.2M |
|
389
PUT
Vale
VALE
$61.5B
| $12.3M | 0.03% |
3,750,300
+245,300
| +7% | +$979K |
|
390
CALL
Zions Bancorporation
ZION
$10.4B
| $12.3M | 0.03% |
451,000
+12,500
| +3% | +$359K |
|
391
CALL
Lockheed Martin
LMT
$138B
| $12.3M | 0.02% |
56,500
+11,100
| +24% | +$2.41M |
|
392
PUT
Infosys
INFY
$49.4B
| $12.3M | 0.02% |
1,462,800
-957,200
| -40% | -$8.3M |
|
393
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.6B
| $12.2M | 0.02% |
435,881
+435,880
| +43,588,000% | +$15.1M |
|
|
JCP
394
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $12.2M | 0.02% |
1,828,400
-116,500
| -6% | -$972K |
|
395
PUT
FedEx
FDX
$76.4B
| $12.2M | 0.02% |
81,600
-29,600
| -27% | -$4.58M |
|
396
PUT
Illinois Tool Works
ITW
$83.3B
| $12.1M | 0.02% |
130,900
+37,100
| +40% | +$3.37M |
|
397
PUT
Colgate-Palmolive
CL
$73.8B
| $12.1M | 0.02% |
182,000
-19,900
| -10% | -$1.32M |
|
398
CALL
Deere & Co
DE
$166B
| $12.1M | 0.02% |
158,200
+92,400
| +140% | +$7.15M |
|
399
PUT
Starbucks
SBUX
$122B
| $12M | 0.02% |
199,900
+119,600
| +149% | +$7.28M |
|
400
PUT
Zillow
Z
$7.39B
| $12M | 0.02% |
510,400
| – | – |
|
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.