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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 | |
|---|---|---|---|---|---|---|
1651
CALL
Healthpeak Properties
DOC
$14.8B
| $378K | ﹤0.01% |
10,870
-78,397
| -88% | -$2.62M |
|
1652
CALL
Genuine Parts
GPC
$18.7B
| $378K | ﹤0.01% |
4,400
+2,400
| +120% | +$210K |
|
1653
McCormick & Company Non-Voting
MKC
$14.2B
| $378K | ﹤0.01% |
8,840
+8,214
| +1,312% | +$346K |
|
1654
CALL
MannKind Corp
MNKD
$1.32B
| $378K | ﹤0.01% |
52,100
| – | – |
|
|
NRE
1655
PUT
DELISTED
NorthStar Realty Europe Corp.
NRE
| $378K | ﹤0.01% |
+32,000
| New | +$352K |
|
1656
BlackBerry
BB
$5.26B
| $374K | ﹤0.01% |
40,326
-308,472
| -88% | -$2.37M |
|
1657
CALL
Genworth Financial
GNW
$3.71B
| $373K | ﹤0.01% |
100,000
| – | – |
|
1658
ServiceNow
NOW
$129B
| $373K | ﹤0.01% |
21,540
+21,050
| +4,296% | +$348K |
|
1659
CALL
abrdn Physical Gold Shares ETF
SGOL
$7.41B
| $373K | ﹤0.01% |
36,000
-68,000
| -65% | -$733K |
|
1660
PUT
SL Green Realty
SLG
$3.99B
| $373K | ﹤0.01% |
3,409
+2,169
| +175% | +$243K |
|
1661
Conagra Brands
CAG
$7.23B
| $371K | ﹤0.01% |
+11,304
| New | +$361K |
|
1662
CALL
Canadian Pacific Kansas City
CP
$80.5B
| $371K | ﹤0.01% |
14,500
-1,000
| -6% | -$28.1K |
|
1663
Aptiv
APTV
$10.3B
| $370K | ﹤0.01% |
4,320
+3,382
| +361% | +$283K |
|
|
CSOD
1664
PUT
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $370K | ﹤0.01% |
+10,700
| New | +$369K |
|
1665
PUT
Parker-Hannifin
PH
$135B
| $369K | ﹤0.01% |
3,800
+3,200
| +533% | +$324K |
|
1666
CALL
Trinity Industries
TRN
$2.38B
| $369K | ﹤0.01% |
21,391
+9,168
| +75% | +$170K |
|
1667
Sherwin-Williams
SHW
$89.8B
| $368K | ﹤0.01% |
+4,254
| New | +$368K |
|
1668
CenterPoint Energy
CNP
$26.8B
| $367K | ﹤0.01% |
+20,000
| New | +$355K |
|
1669
CALL
Intuit
INTU
$89B
| $367K | ﹤0.01% |
3,800
+3,200
| +533% | +$309K |
|
1670
PUT
Voya Financial
VOYA
$9.19B
| $367K | ﹤0.01% |
9,900
+9,500
| +2,375% | +$376K |
|
|
SEE
1671
PUT
DELISTED
Sealed Air
SEE
| $366K | ﹤0.01% |
8,200
+3,700
| +82% | +$171K |
|
1672
Element Solutions
ESI
$9.23B
| $365K | ﹤0.01% |
+28,428
| New | +$346K |
|
|
LNW
1673
DELISTED
Light & Wonder
LNW
| $362K | ﹤0.01% |
40,382
-453,829
| -92% | -$4.37M |
|
|
QVCGA
1674
CALL
DELISTED
QVC Group Inc Series A
QVCGA
| $361K | ﹤0.01% |
272
+251
| +1,195% | +$329K |
|
1675
Frontline
FRO
$8.85B
| $359K | ﹤0.01% |
+24,000
| New | +$366K |
|
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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.