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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 | |
|---|---|---|---|---|---|---|
|
USG
1976
PUT
DELISTED
Usg
USG
| $156K | ﹤0.01% |
+6,400
| New | +$158K |
|
1977
CALL
Credicorp
BAP
$30.7B
| $155K | ﹤0.01% |
1,600
-3,800
| -70% | -$413K |
|
1978
PUT
Public Service Enterprise Group
PEG
$37.7B
| $155K | ﹤0.01% |
4,000
-3,500
| -47% | -$140K |
|
1979
CALL
Cimpress
CMPR
$2.31B
| $154K | ﹤0.01% |
1,900
-4,300
| -69% | -$356K |
|
1980
State Street SPDR S&P Dividend ETF
SDY
$22.1B
| $154K | ﹤0.01% |
2,100
+2,099
| +209,900% | +$160K |
|
1981
CALL
Fortinet
FTNT
$117B
| $153K | ﹤0.01% |
24,500
+22,500
| +1,125% | +$162K |
|
1982
Ventas
VTR
$47.9B
| $153K | ﹤0.01% |
2,710
+2,308
| +574% | +$126K |
|
1983
Analog Devices
ADI
$190B
| $152K | ﹤0.01% |
2,744
-31,815
| -92% | -$1.87M |
|
|
1984
Cimpress
CMPR
$2.31B
| $152K | ﹤0.01% |
+1,879
| New | +$155K |
|
1985
PUT
Darden Restaurants
DRI
$24.4B
| $152K | ﹤0.01% |
2,400
-3,865
| -62% | -$225K |
|
1986
CALL
ManpowerGroup
MAN
$2.63B
| $152K | ﹤0.01% |
1,800
+1,500
| +500% | +$131K |
|
1987
Mohawk Industries
MHK
$9.22B
| $152K | ﹤0.01% |
800
-47
| -6% | -$9.02K |
|
1988
CALL
AGCO
AGCO
$7.2B
| $150K | ﹤0.01% |
3,300
+3,200
| +3,200% | +$151K |
|
1989
PUT
Avery Dennison
AVY
$13.4B
| $150K | ﹤0.01% |
+2,400
| New | +$152K |
|
|
SNI
1990
PUT
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $150K | ﹤0.01% |
+2,700
| New | +$152K |
|
1991
PUT
Visteon
VC
$2.78B
| $149K | ﹤0.01% |
1,300
-248,700
| -99% | -$28.2M |
|
|
USG
1992
CALL
DELISTED
Usg
USG
| $149K | ﹤0.01% |
6,100
+5,200
| +578% | +$128K |
|
|
IRBT
1993
PUT
DELISTED
iRobot
IRBT
| $148K | ﹤0.01% |
4,200
-5,800
| -58% | -$188K |
|
1994
Xerox
XRX
$425M
| $148K | ﹤0.01% |
+5,290
| New | +$142K |
|
|
CHK
1995
DELISTED
Chesapeake Energy Corporation
CHK
| $148K | ﹤0.01% |
164
+92
| +128% | +$114K |
|
|
PTX
1996
PUT
DELISTED
Pernix Therapeutics Holdings, Inc.
PTX
| $148K | ﹤0.01% |
+5,000
| New | +$151K |
|
|
CVC
1997
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $148K | ﹤0.01% |
+4,632
| New | +$147K |
|
1998
Cboe Global Markets
CBOE
$29.9B
| $147K | ﹤0.01% |
+2,260
| New | +$153K |
|
|
SGYP
1999
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
| $147K | ﹤0.01% |
26,000
+25,000
| +2,500% | +$152K |
|
2000
PUT
OFG Bancorp
OFG
$2.21B
| $146K | ﹤0.01% |
20,000
| – | – |
|
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.