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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 | |
|---|---|---|---|---|---|---|
1001
Applied Materials
AMAT
$415B
| $2.13M | ﹤0.01% |
113,920
-116,274
| -51% | -$2.02M |
|
1002
PUT
RH
RH
$3.47B
| $2.11M | ﹤0.01% |
26,600
+25,800
| +3,225% | +$2.4M |
|
1003
CALL
Mondelez International
MDLZ
$78.5B
| $2.11M | ﹤0.01% |
47,000
+26,700
| +132% | +$1.19M |
|
1004
Suncor Energy
SU
$73.4B
| $2.11M | ﹤0.01% |
81,690
+24,246
| +42% | +$669K |
|
1005
PUT
Huntington Bancshares
HBAN
$35.6B
| $2.09M | ﹤0.01% |
189,000
+4,000
| +2% | +$44.7K |
|
|
ZNGA
1006
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $2.07M | ﹤0.01% |
771,289
+414,820
| +116% | +$1.04M |
|
1007
CALL
CarMax
KMX
$8.34B
| $2.06M | ﹤0.01% |
38,200
+29,200
| +324% | +$1.67M |
|
|
AUY
1008
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $2.05M | ﹤0.01% |
1,102,500
-140,000
| -11% | -$292K |
|
1009
Carnival Corporation Ltd
CCL
$38B
| $2.03M | ﹤0.01% |
37,193
-1,561
| -4% | -$80.8K |
|
1010
PUT
iShares MSCI Taiwan ETF
EWT
$11B
| $2.03M | ﹤0.01% |
79,300
+2,800
| +4% | +$76.7K |
|
1011
Bristol-Myers Squibb
BMY
$132B
| $2.02M | ﹤0.01% |
29,314
-18,710
| -39% | -$1.24M |
|
1012
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.58B
| $2.02M | ﹤0.01% |
59,000
-14,700
| -20% | -$523K |
|
|
VXX
1013
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $2.01M | ﹤0.01% |
+6,250
| New | +$1.99M |
|
1014
CALL
TJX Companies
TJX
$175B
| $2.01M | ﹤0.01% |
56,600
-32,400
| -36% | -$1.15M |
|
|
HAR
1015
PUT
DELISTED
Harman International Industries
HAR
| $2.01M | ﹤0.01% |
21,300
+18,700
| +719% | +$1.9M |
|
1016
PUT
Stanley Black & Decker
SWK
$15.5B
| $2M | ﹤0.01% |
+18,700
| New | +$1.97M |
|
|
RDC
1017
PUT
DELISTED
Rowan Companies Plc
RDC
| $1.99M | ﹤0.01% |
117,400
+16,800
| +17% | +$322K |
|
1018
PUT
NXP Semiconductors
NXPI
$58.9B
| $1.98M | ﹤0.01% |
23,460
-56,540
| -71% | -$4.84M |
|
1019
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.3B
| $1.97M | ﹤0.01% |
19,383
+6,413
| +49% | +$680K |
|
1020
Range Resources
RRC
$9.41B
| $1.97M | ﹤0.01% |
80,139
+23,660
| +42% | +$702K |
|
|
JO
1021
PUT
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
| $1.97M | ﹤0.01% |
100,000
| – | – |
|
|
QLIK
1022
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $1.97M | ﹤0.01% |
62,211
+56,928
| +1,078% | +$1.87M |
|
1023
CALL
Cardinal Health
CAH
$55.5B
| $1.96M | ﹤0.01% |
+22,000
| New | +$1.87M |
|
1024
CALL
Southern Copper
SCCO
$167B
| $1.96M | ﹤0.01% |
81,874
+60,368
| +281% | +$1.49M |
|
1025
PUT
Fastenal
FAST
$59.8B
| $1.95M | ﹤0.01% |
190,800
+145,200
| +318% | +$1.43M |
|
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.