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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 | |
|---|---|---|---|---|---|---|
|
SONC
2001
PUT
DELISTED
Sonic Corp
SONC
| $146K | ﹤0.01% |
4,500
+3,700
| +463% | +$105K |
|
2002
iShares TIPS Bond ETF
TIP
$14.7B
| $145K | ﹤0.01% |
1,319
+1,044
| +380% | +$115K |
|
|
DNKN
2003
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $145K | ﹤0.01% |
3,400
-37,000
| -92% | -$1.55M |
|
|
DNB
2004
CALL
DELISTED
Dun & Bradstreet
DNB
| $145K | ﹤0.01% |
1,400
+100
| +8% | +$10.9K |
|
2005
Moody's
MCO
$82.7B
| $144K | ﹤0.01% |
1,435
+682
| +91% | +$68.3K |
|
2006
PUT
Rambus
RMBS
$11B
| $143K | ﹤0.01% |
+12,400
| New | +$143K |
|
2007
CALL
SAP
SAP
$238B
| $143K | ﹤0.01% |
1,800
-73,200
| -98% | -$5.63M |
|
2008
PUT
Vail Resorts
MTN
$5.3B
| $142K | ﹤0.01% |
1,100
+800
| +267% | +$94.1K |
|
2009
PACCAR
PCAR
$70.1B
| $141K | ﹤0.01% |
+4,454
| New | +$152K |
|
|
LGF
2010
DELISTED
Lions Gate Entertainment
LGF
| $141K | ﹤0.01% |
4,343
-9,854
| -69% | -$363K |
|
2011
CALL
Elevance Health
ELV
$85.5B
| $140K | ﹤0.01% |
+1,000
| New | +$138K |
|
2012
Franco-Nevada
FNV
$46B
| $140K | ﹤0.01% |
3,050
+2,051
| +205% | +$99.4K |
|
2013
PUT
Manhattan Associates
MANH
$11.4B
| $140K | ﹤0.01% |
+2,100
| New | +$149K |
|
2014
PUT
Methode Electronics
MEI
$592M
| $140K | ﹤0.01% |
+4,400
| New | +$148K |
|
2015
CALL
Teradata
TDC
$2.55B
| $140K | ﹤0.01% |
+5,300
| New | +$149K |
|
2016
Royal Caribbean
RCL
$85.6B
| $139K | ﹤0.01% |
1,369
-985
| -42% | -$93.8K |
|
2017
CALL
IDEX
IEX
$17.3B
| $138K | ﹤0.01% |
+1,800
| New | +$138K |
|
|
HA
2018
PUT
DELISTED
Hawaiian Holdings, Inc.
HA
| $138K | ﹤0.01% |
+3,900
| New | +$135K |
|
|
PCOM
2019
CALL
DELISTED
Points.com Inc. Common Shares
PCOM
| $138K | ﹤0.01% |
14,400
| – | – |
|
2020
A.O. Smith
AOS
$8.7B
| $136K | ﹤0.01% |
3,560
-16,628
| -82% | -$627K |
|
2021
iShares MSCI Italy ETF
EWI
$1.08B
| $136K | ﹤0.01% |
4,933
-2,312
| -32% | -$66.9K |
|
2022
CALL
Lear
LEA
$8.18B
| $136K | ﹤0.01% |
1,100
-18,000
| -94% | -$2.19M |
|
|
WCC
2023
CALL
WESCO International
WCC
$17.7B
| $136K | ﹤0.01% |
3,100
+1,100
| +55% | +$51.3K |
|
|
BOBE
2024
CALL
DELISTED
Bob Evans Farms, Inc.
BOBE
| $136K | ﹤0.01% |
3,500
-53,900
| -94% | -$2.24M |
|
2025
PUT
Fortinet
FTNT
$117B
| $135K | ﹤0.01% |
+21,500
| New | +$154K |
|
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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.