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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 | |
|---|---|---|---|---|---|---|
|
SDRL
1026
CALL
DELISTED
Seadrill Limited Common Stock
SDRL
| $1.92M | ﹤0.01% |
2,110
+579
| +38% | +$907K |
|
|
AGN
1027
DELISTED
Allergan plc
AGN
| $1.91M | ﹤0.01% |
6,106
-26,032
| -81% | -$7.75M |
|
1028
PepsiCo
PEP
$188B
| $1.91M | ﹤0.01% |
19,077
-332,165
| -95% | -$33.1M |
|
1029
CALL
Tower Semiconductor
TSEM
$28.5B
| $1.9M | ﹤0.01% |
135,000
-1,000
| -0.7% | -$14.5K |
|
1030
PUT
Seagate
STX
$182B
| $1.9M | ﹤0.01% |
51,700
-42,100
| -45% | -$1.6M |
|
1031
PUT
Vanguard Real Estate ETF
VNQ
$38.6B
| $1.89M | ﹤0.01% |
23,700
+10,700
| +82% | +$847K |
|
|
EMC
1032
DELISTED
EMC CORPORATION
EMC
| $1.89M | ﹤0.01% |
73,568
-98,462
| -57% | -$2.56M |
|
1033
Cintas
CTAS
$81.1B
| $1.88M | ﹤0.01% |
+82,776
| New | +$1.88M |
|
1034
Emerson Electric
EMR
$88.5B
| $1.88M | ﹤0.01% |
39,321
+9,516
| +32% | +$453K |
|
1035
PUT
F5
FFIV
$23.2B
| $1.88M | ﹤0.01% |
19,400
+13,100
| +208% | +$1.42M |
|
1036
Genworth Financial
GNW
$3.7B
| $1.88M | ﹤0.01% |
503,474
+158,155
| +46% | +$732K |
|
|
FITB
1037
CALL
Fifth Third Bancorp
FITB
$51.8B
| $1.87M | ﹤0.01% |
93,200
-414,800
| -82% | -$8.22M |
|
|
MXIM
1038
DELISTED
Maxim Integrated Products
MXIM
| $1.87M | ﹤0.01% |
49,221
-62,151
| -56% | -$2.38M |
|
1039
CALL
Strategy Inc
MSTR
$38.3B
| $1.86M | ﹤0.01% |
+104,000
| New | +$1.89M |
|
1040
CALL
Stryker
SYK
$133B
| $1.86M | ﹤0.01% |
20,000
-8,400
| -30% | -$804K |
|
1041
PUT
Agnico Eagle Mines
AEM
$91.4B
| $1.85M | ﹤0.01% |
70,400
-219,700
| -76% | -$5.99M |
|
1042
PUT
Ally Financial
ALLY
$13.3B
| $1.85M | ﹤0.01% |
99,100
| – | – |
|
1043
CALL
Radian Group
RDN
$4.87B
| $1.85M | ﹤0.01% |
137,900
-162,100
| -54% | -$2.38M |
|
|
1044
PUT
Radian Group
RDN
$4.87B
| $1.85M | ﹤0.01% |
+137,900
| New | +$2.02M |
|
1045
PUT
Las Vegas Sands
LVS
$29.4B
| $1.84M | ﹤0.01% |
42,000
-14,400
| -26% | -$655K |
|
1046
CALL
Toronto Dominion Bank
TD
$200B
| $1.84M | ﹤0.01% |
47,000
-1,900
| -4% | -$76.9K |
|
|
KSU
1047
CALL
DELISTED
Kansas City Southern
KSU
| $1.84M | ﹤0.01% |
24,700
+16,200
| +191% | +$1.38M |
|
1048
PUT
Northrop Grumman
NOC
$82.1B
| $1.83M | ﹤0.01% |
9,700
+9,500
| +4,750% | +$1.74M |
|
1049
PUT
Consolidated Edison
ED
$39.3B
| $1.83M | ﹤0.01% |
28,400
-1,600
| -5% | -$103K |
|
1050
CALL
Hartford Financial Services
HIG
$38.7B
| $1.82M | ﹤0.01% |
41,800
+34,800
| +497% | +$1.6M |
|
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.