We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1226
Tower Semiconductor
TSEM
$28.5B
| $1.16M | ﹤0.01% |
82,274
+13,056
| +19% | +$189K |
|
|
1227
iShares MSCI EAFE ETF
EFA
$79.8B
| $1.15M | ﹤0.01% |
19,610
-2,600,498
| -99% | -$157M |
|
1228
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.62B
| $1.15M | ﹤0.01% |
9,512
-67,586
| -88% | -$9.62M |
|
1229
CALL
Rockwell Automation
ROK
$48.3B
| $1.14M | ﹤0.01% |
11,100
-39,200
| -78% | -$4.11M |
|
1230
SM Energy
SM
$7.55B
| $1.14M | ﹤0.01% |
57,959
+1,053
| +2% | +$32.1K |
|
|
MNDT
1231
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.14M | ﹤0.01% |
54,900
-35,200
| -39% | -$882K |
|
1232
FedEx
FDX
$76.9B
| $1.14M | ﹤0.01% |
7,624
-54,719
| -88% | -$8.46M |
|
1233
CALL
Under Armour
UAA
$2.5B
| $1.14M | ﹤0.01% |
28,200
-19,600
| -41% | -$894K |
|
|
RTN
1234
DELISTED
Raytheon Company
RTN
| $1.13M | ﹤0.01% |
+9,101
| New | +$1.09M |
|
|
CBI
1235
DELISTED
Chicago Bridge & Iron Nv
CBI
| $1.13M | ﹤0.01% |
29,053
+5,110
| +21% | +$212K |
|
1236
PUT
Labcorp
LH
$26.1B
| $1.13M | ﹤0.01% |
+10,592
| New | +$1.09M |
|
|
LLTC
1237
DELISTED
Linear Technology Corp
LLTC
| $1.13M | ﹤0.01% |
+26,513
| New | +$1.17M |
|
1238
PUT
McCormick & Company Non-Voting
MKC
$14.3B
| $1.12M | ﹤0.01% |
+26,200
| New | +$1.1M |
|
|
SWFT
1239
DELISTED
Swift Transportation Company
SWFT
| $1.12M | ﹤0.01% |
+80,973
| New | +$1.23M |
|
|
RAI
1240
CALL
DELISTED
Reynolds American Inc
RAI
| $1.11M | ﹤0.01% |
+24,100
| New | +$1.12M |
|
1241
CALL
Ecolab
ECL
$79.7B
| $1.11M | ﹤0.01% |
9,700
+4,400
| +83% | +$518K |
|
|
CHL
1242
CALL
DELISTED
China Mobile Limited
CHL
| $1.1M | ﹤0.01% |
19,500
+1,900
| +11% | +$112K |
|
|
JNPR
1243
CALL
DELISTED
Juniper Networks
JNPR
| $1.1M | ﹤0.01% |
39,800
-48,100
| -55% | -$1.42M |
|
|
LKM
1244
CALL
DELISTED
Link Motion Inc.
LKM
| $1.09M | ﹤0.01% |
300,000
| – | – |
|
|
HZNP
1245
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $1.08M | ﹤0.01% |
50,000
| – | – |
|
1246
Toyota
TM
$224B
| $1.08M | ﹤0.01% |
8,767
-55,468
| -86% | -$6.86M |
|
1247
CALL
VanEck Semiconductor ETF
SMH
$70.1B
| $1.08M | ﹤0.01% |
40,400
+39,600
| +4,950% | +$1.07M |
|
|
PX
1248
DELISTED
Praxair Inc
PX
| $1.07M | ﹤0.01% |
+10,455
| New | +$1.14M |
|
1249
PUT
L3Harris
LHX
$54B
| $1.07M | ﹤0.01% |
12,300
+12,000
| +4,000% | +$966K |
|
|
SWN
1250
PUT
DELISTED
Southwestern Energy Company
SWN
| $1.07M | ﹤0.01% |
150,000
+99,800
| +199% | +$978K |
|
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.