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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 | |
|---|---|---|---|---|---|---|
|
CHMT
1926
DELISTED
Chemtura Corporation
CHMT
| $179K | ﹤0.01% |
+6,582
| New | +$196K |
|
|
CIT
1927
PUT
DELISTED
CIT Group Inc.
CIT
| $179K | ﹤0.01% |
4,500
+2,400
| +114% | +$101K |
|
1928
CALL
Cincinnati Financial
CINF
$27.1B
| $178K | ﹤0.01% |
+3,000
| New | +$178K |
|
1929
Photronics
PLAB
$1.93B
| $178K | ﹤0.01% |
+14,316
| New | +$154K |
|
|
RXII
1930
PUT
DELISTED
GALENA BIOPHARMA INC COM
RXII
| $178K | ﹤0.01% |
+121,000
| New | +$178K |
|
|
CIT
1931
CALL
DELISTED
CIT Group Inc.
CIT
| $176K | ﹤0.01% |
4,400
-6,600
| -60% | -$277K |
|
1932
Acuity Brands
AYI
$10.8B
| $175K | ﹤0.01% |
749
+597
| +393% | +$130K |
|
1933
CALL
Celanese
CE
$4.82B
| $175K | ﹤0.01% |
2,600
+1,800
| +225% | +$122K |
|
|
DBD
1934
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
| $175K | ﹤0.01% |
+5,800
| New | +$197K |
|
|
WUBA
1935
DELISTED
58.com Inc
WUBA
| $175K | ﹤0.01% |
+2,653
| New | +$149K |
|
1936
Akebia Therapeutics
AKBA
$252M
| $174K | ﹤0.01% |
13,479
-29,221
| -68% | -$298K |
|
1937
Designer Brands
DBI
$333M
| $174K | ﹤0.01% |
7,302
+6,235
| +584% | +$150K |
|
1938
Terex
TEX
$7.74B
| $174K | ﹤0.01% |
9,404
-4,811
| -34% | -$95.1K |
|
|
MDC
1939
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
| $174K | ﹤0.01% |
9,444
-20,694
| -69% | -$392K |
|
|
CHMT
1940
PUT
DELISTED
Chemtura Corporation
CHMT
| $174K | ﹤0.01% |
+6,400
| New | +$190K |
|
1941
Open Text
OTEX
$6.04B
| $173K | ﹤0.01% |
7,222
-9,744
| -57% | -$230K |
|
1942
Qualcomm
QCOM
$176B
| $173K | ﹤0.01% |
3,459
-214,403
| -98% | -$11.4M |
|
1943
Eversource Energy
ES
$27.2B
| $172K | ﹤0.01% |
+3,377
| New | +$172K |
|
1944
CALL
PJT Partners
PJT
$4.38B
| $172K | ﹤0.01% |
+6,098
| New | +$140K |
|
1945
TSMC
TSM
$2.18T
| $171K | ﹤0.01% |
7,518
-120,191
| -94% | -$2.7M |
|
|
CAVM
1946
CALL
DELISTED
Cavium, Inc.
CAVM
| $171K | ﹤0.01% |
2,600
+1,700
| +189% | +$115K |
|
|
OPLN
1947
CALL
Openlane
OPLN
$4.54B
| $170K | ﹤0.01% |
12,153
+10,304
| +557% | +$146K |
|
1948
CALL
Leidos
LDOS
$17.3B
| $169K | ﹤0.01% |
3,000
+2,300
| +329% | +$121K |
|
1949
CALL
ArcelorMittal
MT
$55.3B
| $169K | ﹤0.01% |
17,493
-625,081
| -97% | -$7.29M |
|
1950
PPG Industries
PPG
$26.6B
| $169K | ﹤0.01% |
1,711
-13,313
| -89% | -$1.34M |
|
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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.