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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 | |
|---|---|---|---|---|---|---|
|
JKS
1151
CALL
JinkoSolar
JKS
$886M
| $1.38M | ﹤0.01% |
50,000
| – | – |
|
1152
CALL
Avis
CAR
$4.9B
| $1.38M | ﹤0.01% |
38,100
-130,600
| -77% | -$5.5M |
|
|
CIE
1153
CALL
DELISTED
Cobalt International Energy, Inc
CIE
| $1.38M | ﹤0.01% |
+17,000
| New | +$1.87M |
|
1154
PUT
Equity Residential
EQR
$24.7B
| $1.37M | ﹤0.01% |
16,800
-7,700
| -31% | -$607K |
|
1155
Four Corners Property Trust
FCPT
$2.69B
| $1.37M | ﹤0.01% |
+77,464
| New | +$1.21M |
|
|
LL
1156
PUT
DELISTED
LL Flooring Holdings, Inc.
LL
| $1.36M | ﹤0.01% |
+78,600
| New | +$1.21M |
|
1157
PUT
BioMarin Pharmaceuticals
BMRN
$13.3B
| $1.36M | ﹤0.01% |
+13,000
| New | +$1.36M |
|
1158
PUT
Omnicom Group
OMC
$23.2B
| $1.36M | ﹤0.01% |
+18,000
| New | +$1.32M |
|
|
WFT
1159
CALL
DELISTED
Weatherford International plc
WFT
| $1.36M | ﹤0.01% |
161,700
-5,500
| -3% | -$54.2K |
|
|
HIMX
1160
Himax Technologies
HIMX
$2.57B
| $1.36M | ﹤0.01% |
+165,357
| New | +$1.2M |
|
1161
PUT
Chubb
CB
$134B
| $1.35M | ﹤0.01% |
11,580
-106,420
| -90% | -$12M |
|
1162
C.H. Robinson
CHRW
$17.3B
| $1.35M | ﹤0.01% |
21,763
-4,659
| -18% | -$314K |
|
1163
SLM Corp
SLM
$5.14B
| $1.35M | ﹤0.01% |
206,596
+26,308
| +15% | +$179K |
|
|
AVP
1164
CALL
DELISTED
Avon Products, Inc.
AVP
| $1.34M | ﹤0.01% |
331,900
+6,900
| +2% | +$25.3K |
|
|
GMCR
1165
DELISTED
KEURIG GREEN MTN INC
GMCR
| $1.34M | ﹤0.01% |
+14,925
| New | +$927K |
|
1166
Kinross Gold
KGC
$32.5B
| $1.34M | ﹤0.01% |
736,945
+337,101
| +84% | +$666K |
|
1167
CALL
Lam Research
LRCX
$383B
| $1.33M | ﹤0.01% |
168,000
+149,000
| +784% | +$1.12M |
|
1168
AngloGold Ashanti
AU
$49.2B
| $1.33M | ﹤0.01% |
187,662
+187,007
| +28,551% | +$1.43M |
|
1169
PUT
JB Hunt Transport Services
JBHT
$25B
| $1.33M | ﹤0.01% |
18,100
+16,600
| +1,107% | +$1.25M |
|
1170
CALL
Community Health Systems
CYH
$415M
| $1.33M | ﹤0.01% |
60,500
| – | – |
|
|
1171
PUT
SLM Corp
SLM
$5.14B
| $1.33M | ﹤0.01% |
203,500
-1,000
| -0.5% | -$6.79K |
|
1172
Herbalife
HLF
$1.21B
| $1.32M | ﹤0.01% |
49,376
-48,838
| -50% | -$1.36M |
|
1173
PUT
Conagra Brands
CAG
$7.07B
| $1.32M | ﹤0.01% |
40,349
+34,823
| +630% | +$1.11M |
|
1174
PUT
lululemon athletica
LULU
$14.5B
| $1.32M | ﹤0.01% |
25,100
-191,800
| -88% | -$9.66M |
|
1175
CALL
Snap-on
SNA
$21.3B
| $1.3M | ﹤0.01% |
7,600
+7,500
| +7,500% | +$1.25M |
|
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.