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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 | |
|---|---|---|---|---|---|---|
|
LGF
1801
CALL
DELISTED
Lions Gate Entertainment
LGF
| $255K | ﹤0.01% |
7,900
+6,200
| +365% | +$228K |
|
|
PHH
1802
CALL
DELISTED
PHH Corporation
PHH
| $254K | ﹤0.01% |
+15,700
| New | +$243K |
|
1803
PUT
Axos Financial
AX
$5.68B
| $253K | ﹤0.01% |
12,000
+6,000
| +100% | +$141K |
|
1804
Oil States International
OIS
$491M
| $253K | ﹤0.01% |
9,272
-7,805
| -46% | -$232K |
|
|
MDC
1805
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
| $253K | ﹤0.01% |
13,749
-42,915
| -76% | -$813K |
|
1806
PUT
Cal-Maine
CALM
$3.99B
| $251K | ﹤0.01% |
+5,400
| New | +$291K |
|
1807
Equity Lifestyle Properties
ELS
$12.6B
| $251K | ﹤0.01% |
+7,524
| New | +$233K |
|
1808
CALL
Children's Place
PLCE
$59.8M
| $249K | ﹤0.01% |
4,500
+1,400
| +45% | +$75.3K |
|
1809
Aecom
ACM
$9.75B
| $248K | ﹤0.01% |
8,259
+1,940
| +31% | +$58.3K |
|
1810
Walt Disney
DIS
$181B
| $248K | ﹤0.01% |
2,361
-191,630
| -99% | -$21.4M |
|
1811
The Greenbrier Companies
GBX
$1.46B
| $248K | ﹤0.01% |
7,600
+771
| +11% | +$26.4K |
|
|
1812
PUT
The Greenbrier Companies
GBX
$1.46B
| $248K | ﹤0.01% |
7,600
| – | – |
|
1813
HF Sinclair
DINO
$14.5B
| $247K | ﹤0.01% |
+6,187
| New | +$293K |
|
1814
CVR Energy
CVI
$3.13B
| $245K | ﹤0.01% |
+6,223
| New | +$268K |
|
1815
PUT
VeriSign
VRSN
$26.6B
| $245K | ﹤0.01% |
2,800
+2,400
| +600% | +$200K |
|
1816
PUT
ManpowerGroup
MAN
$2.63B
| $243K | ﹤0.01% |
2,900
+2,300
| +383% | +$201K |
|
|
CRC
1817
CALL
DELISTED
California Resources Corporation
CRC
| $242K | ﹤0.01% |
10,400
-5,000
| -32% | -$180K |
|
|
STMP
1818
CALL
DELISTED
Stamps.com, Inc.
STMP
| $242K | ﹤0.01% |
+2,200
| New | +$202K |
|
|
SVC
1819
CALL
Service Properties Trust
SVC
$1.07B
| $241K | ﹤0.01% |
+1,840
| New | +$247K |
|
1820
CALL
RH
RH
$3.71B
| $239K | ﹤0.01% |
3,000
-18,800
| -86% | -$1.75M |
|
1821
PUT
H&R Block
HRB
$5.86B
| $237K | ﹤0.01% |
7,100
-15,400
| -68% | -$547K |
|
|
ULTI
1822
PUT
DELISTED
Ultimate Software Group Inc
ULTI
| $237K | ﹤0.01% |
1,200
+800
| +200% | +$157K |
|
|
LNKD
1823
DELISTED
LinkedIn Corporation
LNKD
| $237K | ﹤0.01% |
1,052
-6,039
| -85% | -$1.37M |
|
|
SNV
1824
PUT
DELISTED
Synovus
SNV
| $236K | ﹤0.01% |
+7,300
| New | +$233K |
|
1825
CALL
Sony
SONY
$138B
| $236K | ﹤0.01% |
48,000
+3,500
| +8% | +$18.5K |
|
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.