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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 | |
|---|---|---|---|---|---|---|
651
CALL
Texas Instruments
TXN
$257B
| $5.56M | 0.01% |
101,400
-34,900
| -26% | -$1.95M |
|
|
SNDK
652
CALL
DELISTED
SANDISK CORP
SNDK
| $5.49M | 0.01% |
72,300
-40,100
| -36% | -$2.94M |
|
653
PUT
Air Products & Chemicals
APD
$68.9B
| $5.48M | 0.01% |
45,510
+45,402
| +42,039% | +$5.71M |
|
654
Abercrombie & Fitch
ANF
$5.24B
| $5.46M | 0.01% |
202,398
-30,770
| -13% | -$714K |
|
655
PUT
Campbell Soup
CPB
$6.78B
| $5.46M | 0.01% |
103,900
-2,700
| -3% | -$138K |
|
656
PUT
Alkermes
ALKS
$8.26B
| $5.43M | 0.01% |
+68,400
| New | +$4.79M |
|
657
CALL
C.H. Robinson
CHRW
$17B
| $5.43M | 0.01% |
87,500
+75,200
| +611% | +$5.06M |
|
658
Blackstone
BX
$118B
| $5.35M | 0.01% |
183,027
-386,765
| -68% | -$12.3M |
|
|
ADT
659
DELISTED
ADT Corp
ADT
| $5.35M | 0.01% |
162,187
+10,578
| +7% | +$356K |
|
660
Petrobras
PBR
$116B
| $5.31M | 0.01% |
1,234,747
+690,467
| +127% | +$3.36M |
|
|
SNDK
661
DELISTED
SANDISK CORP
SNDK
| $5.27M | 0.01% |
69,388
-113,313
| -62% | -$8.3M |
|
662
CALL
Exelon
EXC
$46.2B
| $5.26M | 0.01% |
265,819
-189,270
| -42% | -$3.84M |
|
663
PUT
Celldex Therapeutics
CLDX
$3.48B
| $5.25M | 0.01% |
+22,333
| New | +$4.87M |
|
664
Berkshire Hathaway Class B
BRK.B
$1.11T
| $5.25M | 0.01% |
39,779
-135,536
| -77% | -$18.2M |
|
665
CALL
FirstEnergy
FE
$27.1B
| $5.25M | 0.01% |
165,500
+142,000
| +604% | +$4.46M |
|
666
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$308M
| $5.24M | 0.01% |
119,000
+71,800
| +152% | +$3.15M |
|
|
GOLD
667
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $5.23M | 0.01% |
85,060
-114,453
| -57% | -$7.23M |
|
668
CALL
The Mosaic Company
MOS
$7.34B
| $5.22M | 0.01% |
189,300
-28,200
| -13% | -$900K |
|
|
PX
669
PUT
DELISTED
Praxair Inc
PX
| $5.2M | 0.01% |
50,800
+18,700
| +58% | +$2.04M |
|
670
AbbVie
ABBV
$442B
| $5.2M | 0.01% |
87,741
+35,409
| +68% | +$2.04M |
|
671
CALL
Harley-Davidson
HOG
$2.78B
| $5.2M | 0.01% |
114,500
-94,700
| -45% | -$4.66M |
|
672
CALL
Alerian MLP ETF
AMLP
$13.3B
| $5.18M | 0.01% |
+86,000
| New | +$5.38M |
|
|
TIF
673
PUT
DELISTED
Tiffany & Co.
TIF
| $5.17M | 0.01% |
67,700
+33,200
| +96% | +$2.59M |
|
674
CALL
ConocoPhillips
COP
$151B
| $5.15M | 0.01% |
110,300
-290,700
| -72% | -$15.2M |
|
675
CALL
Paychex
PAYX
$43.1B
| $5.15M | 0.01% |
97,300
-20,700
| -18% | -$1.08M |
|
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.