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 | |
|---|---|---|---|---|---|---|
1401
PUT
Ovintiv
OVV
$17.6B
| $708K | ﹤0.01% |
+27,800
| New | +$1.02M |
|
|
DD
1402
DELISTED
Du Pont De Nemours E I
DD
| $708K | ﹤0.01% |
10,637
-214,785
| -95% | -$13.6M |
|
1403
CALL
Sibanye-Stillwater
SBSW
$7.55B
| $705K | ﹤0.01% |
+122,841
| New | +$689K |
|
|
AAN.A
1404
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $705K | ﹤0.01% |
+31,473
| New | +$705K |
|
|
CBI
1405
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
| $702K | ﹤0.01% |
18,000
+16,800
| +1,400% | +$698K |
|
1406
CALL
Aon
AON
$75.7B
| $701K | ﹤0.01% |
7,600
+6,200
| +443% | +$578K |
|
|
LLTC
1407
CALL
DELISTED
Linear Technology Corp
LLTC
| $701K | ﹤0.01% |
16,500
-36,400
| -69% | -$1.6M |
|
|
CY
1408
DELISTED
Cypress Semiconductor
CY
| $701K | ﹤0.01% |
71,462
-103,278
| -59% | -$1.03M |
|
1409
PUT
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.59B
| $700K | ﹤0.01% |
25,000
-2,092,400
| -99% | -$72.7M |
|
|
AGU
1410
DELISTED
Agrium
AGU
| $698K | ﹤0.01% |
7,810
-86,814
| -92% | -$8.22M |
|
|
LVLT
1411
CALL
DELISTED
Level 3 Communications Inc
LVLT
| $695K | ﹤0.01% |
12,800
+7,500
| +142% | +$375K |
|
|
EQC
1412
CALL
DELISTED
Equity Commonwealth
EQC
| $693K | ﹤0.01% |
+25,000
| New | +$700K |
|
|
BRFS
1413
PUT
DELISTED
BRF SA
BRFS
| $691K | ﹤0.01% |
50,000
| – | – |
|
|
ARMH
1414
CALL
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $688K | ﹤0.01% |
15,200
+3,800
| +33% | +$179K |
|
|
TERP
1415
DELISTED
TerraForm Power, Inc
TERP
| $687K | ﹤0.01% |
54,631
-133,149
| -71% | -$1.9M |
|
1416
CALL
Mohawk Industries
MHK
$9.19B
| $683K | ﹤0.01% |
3,600
+3,000
| +500% | +$576K |
|
1417
PUT
Autodesk
ADSK
$54.1B
| $682K | ﹤0.01% |
11,200
-1,200
| -10% | -$69.7K |
|
1418
PUT
Ameriprise Financial
AMP
$49.2B
| $680K | ﹤0.01% |
6,400
+5,900
| +1,180% | +$659K |
|
1419
Entergy
ETR
$49.3B
| $676K | ﹤0.01% |
+19,778
| New | +$665K |
|
1420
CALL
VeriSign
VRSN
$26.5B
| $672K | ﹤0.01% |
7,700
-19,800
| -72% | -$1.65M |
|
|
AAN.A
1421
PUT
DELISTED
The Aaron's Company Inc Class A
AAN.A
| $672K | ﹤0.01% |
30,000
+26,800
| +838% | +$600K |
|
1422
Merck
MRK
$323B
| $666K | ﹤0.01% |
+13,219
| New | +$666K |
|
|
AVP
1423
PUT
DELISTED
Avon Products, Inc.
AVP
| $666K | ﹤0.01% |
164,400
| – | – |
|
1424
CALL
Pultegroup
PHM
$24.8B
| $664K | ﹤0.01% |
37,200
-1,800
| -5% | -$33.6K |
|
|
FL
1425
DELISTED
Foot Locker
FL
| $663K | ﹤0.01% |
10,191
+6,390
| +168% | +$425K |
|
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.