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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 | |
|---|---|---|---|---|---|---|
|
MBLY
1901
DELISTED
Mobileye N.V.
MBLY
| $195K | ﹤0.01% |
4,601
+1,205
| +35% | +$53.9K |
|
1902
Alamos Gold
AGI
$13.9B
| $194K | ﹤0.01% |
+58,887
| New | +$213K |
|
1903
PUT
Silicon Laboratories
SLAB
$7.23B
| $194K | ﹤0.01% |
+4,000
| New | +$198K |
|
|
SOHU
1904
PUT
Sohu.com
SOHU
$357M
| $194K | ﹤0.01% |
+3,400
| New | +$172K |
|
1905
PUT
Aramark
ARMK
$14.7B
| $193K | ﹤0.01% |
+8,310
| New | +$190K |
|
1906
Goodyear
GT
$1.85B
| $193K | ﹤0.01% |
5,898
-67,625
| -92% | -$2.22M |
|
1907
CALL
HF Sinclair
DINO
$14.5B
| $192K | ﹤0.01% |
4,800
-99,800
| -95% | -$4.72M |
|
1908
Dover
DOV
$28.4B
| $192K | ﹤0.01% |
+3,871
| New | +$196K |
|
|
SUNE
1909
DELISTED
SUNEDISON, INC COM
SUNE
| $191K | ﹤0.01% |
37,458
-844,055
| -96% | -$5.17M |
|
|
DRII
1910
DELISTED
DIAMOND RESORTS INTL, INC
DRII
| $191K | ﹤0.01% |
7,500
| – | – |
|
1911
PUT
Moody's
MCO
$82.7B
| $190K | ﹤0.01% |
1,900
+1,100
| +138% | +$110K |
|
1912
CALL
Cirrus Logic
CRUS
$6.26B
| $188K | ﹤0.01% |
6,400
-7,700
| -55% | -$239K |
|
1913
CALL
McCormick & Company Non-Voting
MKC
$14.2B
| $188K | ﹤0.01% |
+4,400
| New | +$186K |
|
1914
CALL
Equinor
EQNR
$92.4B
| $187K | ﹤0.01% |
13,400
+2,500
| +23% | +$39K |
|
1915
CALL
Extreme Networks
EXTR
$3.15B
| $187K | ﹤0.01% |
+45,900
| New | +$178K |
|
1916
OFG Bancorp
OFG
$2.21B
| $187K | ﹤0.01% |
25,579
+8,385
| +49% | +$72K |
|
1917
PUT
Televisa
TV
$1.49B
| $187K | ﹤0.01% |
+6,900
| New | +$193K |
|
1918
TriNet
TNET
$3.14B
| $186K | ﹤0.01% |
9,622
-1,556
| -14% | -$29.5K |
|
1919
CALL
Amdocs
DOX
$6.22B
| $185K | ﹤0.01% |
+3,400
| New | +$195K |
|
1920
PUT
Motorola Solutions
MSI
$77.4B
| $185K | ﹤0.01% |
2,700
| – | – |
|
1921
PUT
Travel + Leisure Co
TNL
$4.7B
| $183K | ﹤0.01% |
5,538
+2,880
| +108% | +$99.4K |
|
1922
CALL
CMS Energy
CMS
$22.3B
| $180K | ﹤0.01% |
+5,000
| New | +$178K |
|
|
1923
PUT
CMS Energy
CMS
$22.3B
| $180K | ﹤0.01% |
5,000
+2,000
| +67% | +$71.3K |
|
1924
PUT
AutoNation
AN
$6.92B
| $179K | ﹤0.01% |
3,000
-2,500
| -45% | -$155K |
|
1925
CALL
Viatris
VTRS
$18.9B
| $179K | ﹤0.01% |
+3,300
| New | +$159K |
|
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.