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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 | |
|---|---|---|---|---|---|---|
1826
State Street SPDR S&P Metals & Mining ETF
XME
$4.48B
| $236K | ﹤0.01% |
15,753
+3,776
| +32% | +$63.1K |
|
1827
CALL
Canadian National Railway
CNI
$76.6B
| $235K | ﹤0.01% |
4,200
-3,500
| -45% | -$205K |
|
1828
CALL
Meritage Homes
MTH
$4.86B
| $234K | ﹤0.01% |
13,800
+5,600
| +68% | +$102K |
|
1829
PUT
Unum
UNM
$14.3B
| $233K | ﹤0.01% |
+7,000
| New | +$241K |
|
1830
PUT
Microchip Technology
MCHP
$46B
| $232K | ﹤0.01% |
10,000
-12,800
| -56% | -$300K |
|
1831
CALL
Realty Income
O
$59.1B
| $232K | ﹤0.01% |
+4,644
| New | +$222K |
|
1832
CALL
Restaurant Brands International
QSR
$25.8B
| $232K | ﹤0.01% |
+6,200
| New | +$228K |
|
1833
Toll Brothers
TOL
$14.5B
| $232K | ﹤0.01% |
6,977
-9,170
| -57% | -$327K |
|
|
ODP
1834
PUT
DELISTED
ODP
ODP
| $231K | ﹤0.01% |
+4,090
| New | +$272K |
|
|
AXLL
1835
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $231K | ﹤0.01% |
14,968
+10,315
| +222% | +$190K |
|
|
STMP
1836
PUT
DELISTED
Stamps.com, Inc.
STMP
| $231K | ﹤0.01% |
2,100
+2,000
| +2,000% | +$183K |
|
1837
CALL
Diageo
DEO
$53.6B
| $230K | ﹤0.01% |
2,100
-2,100
| -50% | -$237K |
|
|
HOUS
1838
PUT
DELISTED
Anywhere Real Estate
HOUS
| $230K | ﹤0.01% |
+6,300
| New | +$249K |
|
|
WPX
1839
PUT
DELISTED
WPX Energy, Inc.
WPX
| $230K | ﹤0.01% |
+40,000
| New | +$297K |
|
1840
PUT
AerCap
AER
$23.8B
| $229K | ﹤0.01% |
5,300
+3,700
| +231% | +$155K |
|
1841
PUT
Amdocs
DOX
$6.22B
| $229K | ﹤0.01% |
4,200
+3,600
| +600% | +$206K |
|
1842
PUT
Norfolk Southern
NSC
$75.1B
| $229K | ﹤0.01% |
2,700
-2,900
| -52% | -$248K |
|
1843
TG Therapeutics
TGTX
$7.62B
| $229K | ﹤0.01% |
+19,197
| New | +$242K |
|
|
AAC
1844
CALL
DELISTED
AAC Holdings
AAC
| $229K | ﹤0.01% |
12,000
| – | – |
|
|
CIVI
1845
DELISTED
Civitas Resources
CIVI
| $228K | ﹤0.01% |
+388
| New | +$291K |
|
|
GGP
1846
PUT
DELISTED
GGP Inc.
GGP
| $228K | ﹤0.01% |
8,400
+5,100
| +155% | +$137K |
|
1847
CALL
Gildan
GIL
$10.6B
| $227K | ﹤0.01% |
+8,000
| New | +$237K |
|
1848
PUT
Rockwell Automation
ROK
$49B
| $227K | ﹤0.01% |
2,200
-98,200
| -98% | -$10.3M |
|
1849
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.7B
| $227K | ﹤0.01% |
4,500
-320,500
| -99% | -$15.9M |
|
|
WLH
1850
DELISTED
WILLIAM LYON HOMES
WLH
| $227K | ﹤0.01% |
+13,757
| New | +$259K |
|
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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.