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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 | |
|---|---|---|---|---|---|---|
926
CALL
Goodyear
GT
$1.76B
| $2.56M | 0.01% |
78,300
+36,000
| +85% | +$1.18M |
|
927
PUT
Huntsman Corp
HUN
$1.84B
| $2.56M | 0.01% |
225,000
| – | – |
|
928
Exelon
EXC
$45.8B
| $2.55M | 0.01% |
128,851
+14,769
| +13% | +$299K |
|
929
PUT
Magna International
MGA
$19B
| $2.54M | 0.01% |
62,600
+59,700
| +2,059% | +$2.78M |
|
930
CALL
Brunswick
BC
$5.25B
| $2.53M | 0.01% |
50,000
| – | – |
|
931
JD.com
JD
$43.1B
| $2.52M | 0.01% |
+78,259
| New | +$2.31M |
|
932
CALL
Wynn Resorts
WYNN
$10.6B
| $2.51M | 0.01% |
36,100
+13,200
| +58% | +$882K |
|
933
CALL
SiriusXM
SIRI
$9.7B
| $2.5M | 0.01% |
61,500
+53,400
| +659% | +$2.16M |
|
934
CALL
Corning
GLW
$139B
| $2.49M | 0.01% |
136,300
-482,100
| -78% | -$8.74M |
|
|
HZNP
935
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $2.49M | 0.01% |
115,000
+65,000
| +130% | +$1.27M |
|
|
ARRY
936
DELISTED
Array Biopharma Inc
ARRY
| $2.49M | 0.01% |
590,442
+531,386
| +900% | +$2.43M |
|
|
ODP
937
CALL
DELISTED
ODP
ODP
| $2.49M | 0.01% |
44,090
-2,030
| -4% | -$135K |
|
|
HOT
938
CALL
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $2.48M | 0.01% |
35,800
+33,900
| +1,784% | +$2.42M |
|
939
PUT
Kennametal
KMT
$2.42B
| $2.47M | 0.01% |
+128,500
| New | +$3.32M |
|
940
PUT
Range Resources
RRC
$9.39B
| $2.46M | 0.01% |
100,000
-400
| -0.4% | -$11.9K |
|
941
CALL
CNX Resources
CNX
$5.3B
| $2.46M | 0.01% |
373,200
-849,600
| -69% | -$6M |
|
|
B
942
Barrick Mining
B
$68B
| $2.46M | 0.01% |
332,779
-1,466,068
| -82% | -$10.9M |
|
943
CALL
Thermo Fisher Scientific
TMO
$222B
| $2.45M | 0.01% |
17,300
+14,800
| +592% | +$1.97M |
|
|
VNET
944
CALL
VNET Group
VNET
$2.13B
| $2.45M | 0.01% |
116,100
-243,000
| -68% | -$4.87M |
|
945
CALL
iShares MSCI Taiwan ETF
EWT
$11.2B
| $2.45M | 0.01% |
96,000
-251,500
| -72% | -$6.89M |
|
946
CALL
Check Point Software Technologies
CHKP
$13.2B
| $2.45M | 0.01% |
30,100
+25,500
| +554% | +$2.11M |
|
|
JCP
947
DELISTED
J.C. Penney Company, Inc.
JCP
| $2.44M | 0.01% |
367,007
+318,111
| +651% | +$2.65M |
|
948
PUT
Suncor Energy
SU
$73.8B
| $2.44M | ﹤0.01% |
94,400
-104,800
| -53% | -$2.89M |
|
949
CALL
Bristol-Myers Squibb
BMY
$131B
| $2.42M | ﹤0.01% |
35,200
-229,800
| -87% | -$15.2M |
|
|
PXD
950
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.42M | ﹤0.01% |
19,200
+16,300
| +562% | +$2.24M |
|
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.