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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 | |
|---|---|---|---|---|---|---|
|
CTB
1951
CALL
DELISTED
Cooper Tire & Rubber Co.
CTB
| $169K | ﹤0.01% |
4,500
+2,700
| +150% | +$110K |
|
1952
PUT
Canadian Pacific Kansas City
CP
$80.5B
| $167K | ﹤0.01% |
6,500
-15,000
| -70% | -$421K |
|
1953
PUT
Regions Financial
RF
$26.8B
| $166K | ﹤0.01% |
17,300
-1,800
| -9% | -$17.3K |
|
|
UNT
1954
DELISTED
UNIT Corporation
UNT
| $165K | ﹤0.01% |
+13,517
| New | +$199K |
|
|
BKS
1955
DELISTED
Barnes & Noble
BKS
| $165K | ﹤0.01% |
18,945
+18,347
| +3,068% | +$216K |
|
|
PLKI
1956
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
| $165K | ﹤0.01% |
+2,815
| New | +$160K |
|
|
DO
1957
DELISTED
Diamond Offshore Drilling
DO
| $165K | ﹤0.01% |
7,843
-76,841
| -91% | -$1.62M |
|
|
IM
1958
CALL
DELISTED
Ingram Micro
IM
| $164K | ﹤0.01% |
+5,400
| New | +$163K |
|
|
KERX
1959
DELISTED
Keryx Biopharmaceuticals Inc
KERX
| $162K | ﹤0.01% |
+32,066
| New | +$152K |
|
1960
Pilgrim's Pride
PPC
$6.54B
| $161K | ﹤0.01% |
7,268
-8,753
| -55% | -$179K |
|
1961
CALL
Sensata Technologies
ST
$6.79B
| $161K | ﹤0.01% |
+3,500
| New | +$161K |
|
1962
Core Laboratories
CLB
$521M
| $160K | ﹤0.01% |
+1,471
| New | +$168K |
|
1963
CALL
Groupon
GRPN
$1.02B
| $160K | ﹤0.01% |
2,590
-40,040
| -94% | -$2.57M |
|
1964
Corpay
CPAY
$25.7B
| $160K | ﹤0.01% |
1,117
+298
| +36% | +$43.8K |
|
1965
Autodesk
ADSK
$52.6B
| $159K | ﹤0.01% |
2,607
-25,733
| -91% | -$1.49M |
|
1966
PUT
Extra Space Storage
EXR
$31.6B
| $159K | ﹤0.01% |
+1,800
| New | +$148K |
|
1967
Jabil
JBL
$35.8B
| $159K | ﹤0.01% |
6,818
+1,941
| +40% | +$46.2K |
|
1968
Norfolk Southern
NSC
$75.1B
| $159K | ﹤0.01% |
+1,884
| New | +$161K |
|
|
BIG
1969
DELISTED
Big Lots, Inc.
BIG
| $159K | ﹤0.01% |
4,129
+3,417
| +480% | +$152K |
|
|
PNK
1970
CALL
DELISTED
Pinnacle Entertainment Inc.
PNK
| $159K | ﹤0.01% |
5,100
-104,300
| -95% | -$3.51M |
|
1971
CALL
Westlake Corp
WLK
$9.9B
| $158K | ﹤0.01% |
2,900
-5,700
| -66% | -$330K |
|
|
SVC
1972
PUT
Service Properties Trust
SVC
$1.07B
| $157K | ﹤0.01% |
+1,200
| New | +$161K |
|
|
FINL
1973
CALL
DELISTED
Finish Line
FINL
| $157K | ﹤0.01% |
8,700
+8,600
| +8,600% | +$153K |
|
|
NUAN
1974
DELISTED
Nuance Communications, Inc.
NUAN
| $156K | ﹤0.01% |
+9,040
| New | +$147K |
|
|
WP
1975
PUT
DELISTED
Worldpay, Inc.
WP
| $156K | ﹤0.01% |
3,300
+2,600
| +371% | +$128K |
|
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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.