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 | |
|---|---|---|---|---|---|---|
701
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $4.75M | 0.01% |
89,500
+22,700
| +34% | +$1.22M |
|
702
Campbell Soup
CPB
$6.78B
| $4.74M | 0.01% |
90,274
+1,248
| +1% | +$63.9K |
|
703
PUT
Owens Corning
OC
$12.6B
| $4.74M | 0.01% |
100,800
+100,200
| +16,700% | +$4.6M |
|
704
AB InBev
BUD
$159B
| $4.74M | 0.01% |
37,904
-93,417
| -71% | -$11.3M |
|
705
Cisco
CSCO
$475B
| $4.72M | 0.01% |
173,894
+102,494
| +144% | +$2.83M |
|
706
CALL
CME Group
CME
$93.2B
| $4.72M | 0.01% |
52,100
-42,800
| -45% | -$4.03M |
|
707
CALL
Chubb
CB
$134B
| $4.71M | 0.01% |
40,300
+26,300
| +188% | +$2.98M |
|
708
CALL
Whirlpool
WHR
$2.84B
| $4.7M | 0.01% |
32,000
+10,800
| +51% | +$1.68M |
|
709
CALL
Akamai
AKAM
$16.8B
| $4.69M | 0.01% |
89,000
+38,600
| +77% | +$2.37M |
|
710
Ralph Lauren
RL
$23.7B
| $4.67M | 0.01% |
41,937
-6,104
| -13% | -$723K |
|
711
Workday
WDAY
$44.8B
| $4.67M | 0.01% |
58,621
+56,398
| +2,537% | +$4.51M |
|
712
CALL
VF Corp
VFC
$5.81B
| $4.67M | 0.01% |
+79,650
| New | +$4.97M |
|
|
713
PUT
CME Group
CME
$93.2B
| $4.66M | 0.01% |
51,400
-30,100
| -37% | -$2.83M |
|
|
MRO
714
PUT
DELISTED
Marathon Oil Corporation
MRO
| $4.64M | 0.01% |
368,200
+107,200
| +41% | +$1.8M |
|
|
EEP
715
CALL
DELISTED
Enbridge Energy Partners
EEP
| $4.61M | 0.01% |
200,000
-600
| -0.3% | -$15K |
|
716
CALL
Gaming and Leisure Properties
GLPI
$12.4B
| $4.61M | 0.01% |
165,900
+162,200
| +4,384% | +$4.64M |
|
717
PUT
Biogen
BIIB
$30.1B
| $4.59M | 0.01% |
15,000
-55,000
| -79% | -$15.8M |
|
718
PUT
Tapestry
TPR
$32.4B
| $4.56M | 0.01% |
139,200
+1,200
| +0.9% | +$37.3K |
|
719
Cheniere Energy
LNG
$54.8B
| $4.55M | 0.01% |
122,080
-28,862
| -19% | -$1.31M |
|
720
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $4.54M | 0.01% |
89,900
-201,400
| -69% | -$10M |
|
|
CAM
721
CALL
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $4.52M | 0.01% |
71,500
| – | – |
|
722
PUT
JD.com
JD
$43.1B
| $4.51M | 0.01% |
139,900
+22,900
| +20% | +$675K |
|
723
PUT
General Mills
GIS
$20.2B
| $4.48M | 0.01% |
77,700
+8,900
| +13% | +$512K |
|
|
ATVI
724
CALL
DELISTED
Activision Blizzard
ATVI
| $4.48M | 0.01% |
115,700
-464,700
| -80% | -$16.7M |
|
725
PUT
MBIA
MBI
$253M
| $4.47M | 0.01% |
690,300
+290,300
| +73% | +$1.97M |
|
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.