We are live on ! Find out more
Parallax Volatility Advisers

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
Cap. Flow
+$2.65B
Cap. Flow %
5.38%
Top 10 Hldgs %
47.58%
Holding
4,791
New
724
Increased
1,056
Reduced
956
Closed
663

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$115M
2
MSFT icon
Microsoft
MSFT
+$86.2M
3
GLD icon
SPDR Gold Trust
GLD
+$61.3M
4
AMZN icon
Amazon
AMZN
+$60.3M
5
DD icon
DuPont de Nemours
DD
+$40.8M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$350M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$157M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$58.6M
4
AXP icon
American Express
AXP
+$52.9M
5
EWY icon
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
IYT icon
1301
PUT
iShares US Transportation ETF
IYT
$2.27B
$941K ﹤0.01%
28,000
+15,600
+126% +$559K
VNO icon
1302
CALL
Vornado Realty Trust
VNO
$7.26B
$940K ﹤0.01%
11,628
+2,474
+27% +$195K
DOV icon
1303
CALL
Dover
DOV
$28.3B
$938K ﹤0.01%
18,941
+18,322
+2,960% +$929K
AYI icon
1304
CALL
Acuity Brands
AYI
$10.6B
$935K ﹤0.01%
+4,000
New +$868K
SQQQ icon
1305
PUT
ProShares UltraPro Short QQQ
SQQQ
$1.75B
$932K ﹤0.01%
5
– –
ACAS
1306
DELISTED
American Capital Ltd
ACAS
$932K ﹤0.01%
+67,596
New +$924K
RHT
1307
DELISTED
Red Hat Inc
RHT
$928K ﹤0.01%
11,212
+10,974
+4,611% +$871K
XHB icon
1308
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.58B
$926K ﹤0.01%
27,100
-38,400
-59% -$1.37M
EMES
1309
CALL
DELISTED
Emerge Energy Services LP
EMES
$926K ﹤0.01%
+200,000
New +$1.19M
WAC
1310
DELISTED
Walter Investment Mgt Corp
WAC
$923K ﹤0.01%
+64,904
New +$888K
MELI icon
1311
Mercado Libre
MELI
$92.5B
$922K ﹤0.01%
8,064
+521
+7% +$57.3K
KSS icon
1312
PUT
Kohl's
KSS
$2.16B
$914K ﹤0.01%
19,200
-21,700
-53% -$1M
PHH
1313
DELISTED
PHH Corporation
PHH
$914K ﹤0.01%
+56,412
New +$874K
OEF icon
1314
iShares S&P 100 ETF
OEF
$20.5B
$912K ﹤0.01%
10,008
+6,354
+174% +$583K
NAVI icon
1315
Navient
NAVI
$796M
$909K ﹤0.01%
+79,423
New +$973K
ADSK icon
1316
CALL
Autodesk
ADSK
$54.1B
$908K ﹤0.01%
14,900
+14,400
+2,880% +$836K
WIFI
1317
DELISTED
Boingo Wireless, Inc.
WIFI
$907K ﹤0.01%
+137,041
New +$979K
LAMR icon
1318
PUT
Lamar Advertising Co
LAMR
$15.7B
$906K ﹤0.01%
15,100
+400
+3% +$23K
ABMD
1319
CALL
DELISTED
Abiomed Inc
ABMD
$903K ﹤0.01%
+10,000
New +$849K
OIH icon
1320
VanEck Oil Services ETF
OIH
$1.95B
$898K ﹤0.01%
1,697
-16,142
-90% -$9.61M
ADM icon
1321
Archer Daniels Midland
ADM
$38.8B
$895K ﹤0.01%
24,409
+11,747
+93% +$471K
SUNE
1322
PUT
DELISTED
SUNEDISON, INC COM
SUNE
$888K ﹤0.01%
174,400
-798,300
-82% -$4.89M
BERY
1323
CALL
DELISTED
Berry Global Group, Inc.
BERY
$886K ﹤0.01%
26,681
– –
BERY
1324
PUT
DELISTED
Berry Global Group, Inc.
BERY
$886K ﹤0.01%
26,681
– –
AVP
1325
DELISTED
Avon Products, Inc.
AVP
$885K ﹤0.01%
+218,507
New +$802K
51 52
53
54 55

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.