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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 | |
|---|---|---|---|---|---|---|
1126
PUT
J.M. Smucker
SJM
$12.6B
| $1.46M | ﹤0.01% |
11,800
-17,400
| -60% | -$2.07M |
|
|
CAM
1127
PUT
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $1.45M | ﹤0.01% |
23,000
| – | – |
|
1128
CALL
Synchrony
SYF
$25.4B
| $1.45M | ﹤0.01% |
+47,700
| New | +$1.49M |
|
|
OKS
1129
CALL
DELISTED
Oneok Partners LP
OKS
| $1.45M | ﹤0.01% |
48,200
-1,500
| -3% | -$45.5K |
|
1130
D.R. Horton
DHI
$41B
| $1.45M | ﹤0.01% |
45,193
+28,316
| +168% | +$884K |
|
1131
CALL
Royal Gold
RGLD
$19.8B
| $1.44M | ﹤0.01% |
39,600
+25,700
| +185% | +$1.07M |
|
1132
PUT
Roper Technologies
ROP
$39.9B
| $1.44M | ﹤0.01% |
7,600
+7,500
| +7,500% | +$1.37M |
|
|
JNPR
1133
PUT
DELISTED
Juniper Networks
JNPR
| $1.44M | ﹤0.01% |
52,100
-57,100
| -52% | -$1.69M |
|
|
MIK
1134
CALL
DELISTED
Michaels Stores, Inc
MIK
| $1.44M | ﹤0.01% |
+65,000
| New | +$1.46M |
|
|
RAI
1135
PUT
DELISTED
Reynolds American Inc
RAI
| $1.43M | ﹤0.01% |
30,900
+28,100
| +1,004% | +$1.3M |
|
|
KKD
1136
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $1.43M | ﹤0.01% |
+94,542
| New | +$1.34M |
|
1137
PUT
Invesco
IVZ
$14B
| $1.42M | ﹤0.01% |
42,500
+41,300
| +3,442% | +$1.35M |
|
|
SOHU
1138
Sohu.com
SOHU
$376M
| $1.42M | ﹤0.01% |
24,865
+13,472
| +118% | +$682K |
|
|
S
1139
CALL
DELISTED
Sprint Corporation
S
| $1.42M | ﹤0.01% |
392,800
+173,800
| +79% | +$714K |
|
1140
PUT
AngloGold Ashanti
AU
$49.2B
| $1.42M | ﹤0.01% |
200,000
-2,000
| -1% | -$15.3K |
|
|
GNC
1141
PUT
DELISTED
GNC Holdings, Inc.
GNC
| $1.41M | ﹤0.01% |
45,400
-14,700
| -24% | -$495K |
|
1142
PUT
Carnival Corporation Ltd
CCL
$38B
| $1.41M | ﹤0.01% |
25,800
+1,000
| +4% | +$51.8K |
|
1143
CALL
Ciena
CIEN
$54.9B
| $1.41M | ﹤0.01% |
67,900
+53,100
| +359% | +$1.22M |
|
1144
Travelers Companies
TRV
$78.3B
| $1.41M | ﹤0.01% |
12,451
-854
| -6% | -$94.9K |
|
1145
CALL
Stellantis
STLA
$21B
| $1.4M | ﹤0.01% |
153,371
+150,917
| +6,150% | +$1.42M |
|
|
CTRA
1146
PUT
DELISTED
Coterra Energy
CTRA
| $1.4M | ﹤0.01% |
79,000
+19,000
| +32% | +$381K |
|
|
AGU
1147
PUT
DELISTED
Agrium
AGU
| $1.4M | ﹤0.01% |
15,600
-130,000
| -89% | -$12.3M |
|
1148
Alkermes
ALKS
$8.29B
| $1.4M | ﹤0.01% |
+17,573
| New | +$1.23M |
|
1149
Banco Bradesco
BBD
$36.3B
| $1.39M | ﹤0.01% |
613,718
-247,662
| -29% | -$650K |
|
1150
F5
FFIV
$23.2B
| $1.39M | ﹤0.01% |
+14,317
| New | +$1.55M |
|
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.