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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 | |
|---|---|---|---|---|---|---|
1676
Lands' End
LE
$403M
| $359K | ﹤0.01% |
15,302
+14,476
| +1,753% | +$350K |
|
1677
CALL
Arista Networks
ANET
$238B
| $358K | ﹤0.01% |
73,600
-195,200
| -73% | -$847K |
|
1678
PUT
Factset
FDS
$10.2B
| $358K | ﹤0.01% |
2,200
+2,000
| +1,000% | +$336K |
|
|
MEET
1679
PUT
DELISTED
The Meet Group, Inc. Common Stock
MEET
| $358K | ﹤0.01% |
+100,000
| New | +$263K |
|
1680
PUT
Eversource Energy
ES
$27.2B
| $357K | ﹤0.01% |
+7,000
| New | +$356K |
|
|
CHL
1681
PUT
DELISTED
China Mobile Limited
CHL
| $355K | ﹤0.01% |
6,300
-5,900
| -48% | -$348K |
|
1682
Expeditors International
EXPD
$23.2B
| $352K | ﹤0.01% |
7,811
-17,760
| -69% | -$861K |
|
1683
CALL
KB Home
KBH
$3.59B
| $349K | ﹤0.01% |
28,300
+9,900
| +54% | +$133K |
|
1684
CALL
Aecom
ACM
$9.75B
| $348K | ﹤0.01% |
11,600
+10,200
| +729% | +$307K |
|
1685
CALL
Deutsche Bank
DB
$71.5B
| $348K | ﹤0.01% |
16,128
-21,728
| -57% | -$517K |
|
1686
CALL
Middleby
MIDD
$6.08B
| $346K | ﹤0.01% |
3,200
+2,600
| +433% | +$290K |
|
1687
CALL
Ameren
AEE
$30.1B
| $345K | ﹤0.01% |
+8,000
| New | +$347K |
|
1688
JB Hunt Transport Services
JBHT
$25.2B
| $344K | ﹤0.01% |
4,690
+4,527
| +2,777% | +$340K |
|
1689
CALL
KeyCorp
KEY
$24.4B
| $344K | ﹤0.01% |
26,100
+21,300
| +444% | +$279K |
|
1690
Stratasys
SSYS
$774M
| $344K | ﹤0.01% |
14,660
+2,944
| +25% | +$77.5K |
|
1691
CALL
Hilton Worldwide
HLT
$71.5B
| $342K | ﹤0.01% |
5,333
+4,966
| +1,353% | +$353K |
|
|
FL
1692
CALL
DELISTED
Foot Locker
FL
| $341K | ﹤0.01% |
5,200
+3,600
| +225% | +$239K |
|
1693
UnitedHealth
UNH
$370B
| $340K | ﹤0.01% |
2,890
+2,760
| +2,123% | +$323K |
|
1694
PUT
Prologis
PLD
$133B
| $339K | ﹤0.01% |
+7,900
| New | +$333K |
|
1695
PUT
Jabil
JBL
$35.8B
| $338K | ﹤0.01% |
14,500
+7,700
| +113% | +$183K |
|
1696
CALL
DTE Energy
DTE
$29.1B
| $336K | ﹤0.01% |
+4,935
| New | +$340K |
|
1697
Hormel Foods
HRL
$13.8B
| $335K | ﹤0.01% |
8,470
+7,638
| +918% | +$272K |
|
|
1698
PUT
KeyCorp
KEY
$24.4B
| $335K | ﹤0.01% |
+25,400
| New | +$333K |
|
1699
PUT
Equifax
EFX
$21.4B
| $334K | ﹤0.01% |
+3,000
| New | +$324K |
|
|
QIHU
1700
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $334K | ﹤0.01% |
4,586
-2,927
| -39% | -$184K |
|
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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.