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 | |
|---|---|---|---|---|---|---|
1326
CALL
Marvell Technology
MRVL
$187B
| $882K | ﹤0.01% |
+100,000
| New | +$884K |
|
1327
CALL
Travelers Companies
TRV
$78.3B
| $880K | ﹤0.01% |
7,800
-13,000
| -63% | -$1.44M |
|
1328
CALL
Weyerhaeuser
WY
$18.2B
| $876K | ﹤0.01% |
29,200
-6,300
| -18% | -$190K |
|
|
DFS
1329
CALL
DELISTED
Discover Financial Services
DFS
| $875K | ﹤0.01% |
16,300
-6,000
| -27% | -$333K |
|
1330
CALL
XPO
XPO
$23.5B
| $875K | ﹤0.01% |
92,814
+92,525
| +32,016% | +$919K |
|
1331
Danaher
DHR
$147B
| $874K | ﹤0.01% |
14,000
+13,930
| +19,900% | +$872K |
|
|
S
1332
DELISTED
Sprint Corporation
S
| $873K | ﹤0.01% |
241,118
+157,137
| +187% | +$646K |
|
1333
PUT
Realty Income
O
$58.6B
| $872K | ﹤0.01% |
17,441
+16,099
| +1,200% | +$769K |
|
|
CMA
1334
DELISTED
Comerica
CMA
| $868K | ﹤0.01% |
20,753
+20,720
| +62,788% | +$906K |
|
1335
Kennametal
KMT
$2.41B
| $868K | ﹤0.01% |
+45,200
| New | +$1.17M |
|
|
IOC
1336
CALL
DELISTED
Interoil Corporation
IOC
| $864K | ﹤0.01% |
27,500
| – | – |
|
1337
PUT
Digital Realty Trust
DLR
$70.8B
| $863K | ﹤0.01% |
11,400
-12,400
| -52% | -$894K |
|
|
JWN
1338
DELISTED
Nordstrom
JWN
| $863K | ﹤0.01% |
17,330
-5,078
| -23% | -$308K |
|
|
NBL
1339
CALL
DELISTED
Noble Energy, Inc.
NBL
| $862K | ﹤0.01% |
26,200
-67,300
| -72% | -$2.35M |
|
1340
PUT
Aptiv
APTV
$10.3B
| $850K | ﹤0.01% |
9,900
-2,100
| -18% | -$176K |
|
1341
PUT
Constellation Brands
STZ
$22.8B
| $840K | ﹤0.01% |
5,900
-6,000
| -50% | -$826K |
|
|
GWPH
1342
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $840K | ﹤0.01% |
+12,090
| New | +$985K |
|
1343
CALL
Skyworks Solutions
SWKS
$10.4B
| $836K | ﹤0.01% |
10,900
-26,700
| -71% | -$2.14M |
|
1344
Sony
SONY
$140B
| $832K | ﹤0.01% |
169,010
+129,005
| +322% | +$684K |
|
1345
PUT
Workday
WDAY
$45.5B
| $830K | ﹤0.01% |
10,400
+4,200
| +68% | +$336K |
|
1346
W.W. Grainger
GWW
$61.1B
| $826K | ﹤0.01% |
4,079
+4,047
| +12,647% | +$832K |
|
|
FIT
1347
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $826K | ﹤0.01% |
+27,900
| New | +$922K |
|
|
AGU
1348
CALL
DELISTED
Agrium
AGU
| $826K | ﹤0.01% |
9,200
-7,000
| -43% | -$663K |
|
1349
CALL
Allstate
ALL
$68.2B
| $825K | ﹤0.01% |
13,300
-4,800
| -27% | -$298K |
|
1350
PUT
Ashland
ASH
$3.45B
| $821K | ﹤0.01% |
16,352
+14,512
| +789% | +$764K |
|
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.