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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 | |
|---|---|---|---|---|---|---|
1851
CALL
Assurant
AIZ
$14.3B
| $226K | ﹤0.01% |
+2,800
| New | +$231K |
|
1852
iShares MSCI Hong Kong ETF
EWH
$1.22B
| $226K | ﹤0.01% |
11,389
+8,411
| +282% | +$170K |
|
1853
CALL
Reliance Steel & Aluminium
RS
$21.6B
| $226K | ﹤0.01% |
3,900
+3,600
| +1,200% | +$209K |
|
|
IDTI
1854
DELISTED
Integrated Device Technology I
IDTI
| $225K | ﹤0.01% |
+8,520
| New | +$218K |
|
1855
CALL
Carnival Corporation Ltd
CCL
$39.7B
| $223K | ﹤0.01% |
4,100
-23,200
| -85% | -$1.2M |
|
|
AFSI
1856
CALL
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $223K | ﹤0.01% |
7,200
-800
| -10% | -$25.6K |
|
1857
CALL
Buckle
BKE
$2.37B
| $222K | ﹤0.01% |
+7,200
| New | +$239K |
|
1858
CALL
Pediatrix Medical
MD
$2.2B
| $222K | ﹤0.01% |
+3,100
| New | +$229K |
|
1859
CALL
Signet Jewelers
SIG
$3.76B
| $222K | ﹤0.01% |
1,800
-1,600
| -47% | -$217K |
|
1860
CALL
Commault Systems
CVLT
$5.61B
| $221K | ﹤0.01% |
5,600
-8,100
| -59% | -$317K |
|
|
HAR
1861
DELISTED
Harman International Industries
HAR
| $221K | ﹤0.01% |
2,347
+1,698
| +262% | +$172K |
|
1862
CALL
Ingredion
INGR
$6.58B
| $220K | ﹤0.01% |
+2,300
| New | +$218K |
|
1863
PUT
Martin Marietta Materials
MLM
$33B
| $219K | ﹤0.01% |
1,600
-200
| -11% | -$30.3K |
|
|
LL
1864
DELISTED
LL Flooring Holdings, Inc.
LL
| $219K | ﹤0.01% |
12,598
+9,513
| +308% | +$147K |
|
1865
PUT
KB Home
KBH
$3.59B
| $217K | ﹤0.01% |
17,600
+6,300
| +56% | +$84.8K |
|
1866
CALL
Aramark
ARMK
$14.7B
| $216K | ﹤0.01% |
+9,280
| New | +$212K |
|
1867
PUT
Booz Allen Hamilton
BAH
$9.15B
| $216K | ﹤0.01% |
+7,000
| New | +$203K |
|
|
SIVB
1868
CALL
DELISTED
SVB Financial Group
SIVB
| $215K | ﹤0.01% |
1,800
+1,600
| +800% | +$198K |
|
1869
PUT
Thermo Fisher Scientific
TMO
$220B
| $214K | ﹤0.01% |
1,500
+400
| +36% | +$53.4K |
|
1870
Travel + Leisure Co
TNL
$4.7B
| $214K | ﹤0.01% |
6,519
-6,651
| -51% | -$229K |
|
|
VIAB
1871
DELISTED
Viacom Inc. Class B
VIAB
| $213K | ﹤0.01% |
5,184
+2,926
| +130% | +$137K |
|
|
TFCFA
1872
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $212K | ﹤0.01% |
7,800
-188,500
| -96% | -$5.47M |
|
1873
AerCap
AER
$23.8B
| $211K | ﹤0.01% |
4,881
+3,606
| +283% | +$151K |
|
1874
CALL
Axos Financial
AX
$5.68B
| $211K | ﹤0.01% |
10,000
+6,000
| +150% | +$141K |
|
1875
CALL
Voya Financial
VOYA
$9.19B
| $211K | ﹤0.01% |
5,700
+5,100
| +850% | +$202K |
|
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.