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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 | |
|---|---|---|---|---|---|---|
|
DNB
2051
PUT
DELISTED
Dun & Bradstreet
DNB
| $124K | ﹤0.01% |
+1,200
| New | +$130K |
|
2052
Alibaba
BABA
$308B
| $123K | ﹤0.01% |
+1,510
| New | +$118K |
|
2053
Invesco CurrencyShares Australian Dollar Trust
FXA
$98M
| $123K | ﹤0.01% |
1,683
+1,062
| +171% | +$76.5K |
|
2054
CALL
Jabil
JBL
$35.8B
| $123K | ﹤0.01% |
+5,300
| New | +$126K |
|
2055
Morgan Stanley
MS
$340B
| $123K | ﹤0.01% |
3,871
-634,484
| -99% | -$21.1M |
|
2056
CALL
Motorola Solutions
MSI
$77.4B
| $123K | ﹤0.01% |
1,800
-2,600
| -59% | -$181K |
|
|
CPE
2057
DELISTED
Callon Petroleum Company
CPE
| $123K | ﹤0.01% |
1,480
-167
| -10% | -$14.6K |
|
|
AFSI
2058
PUT
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $123K | ﹤0.01% |
4,000
-8,800
| -69% | -$281K |
|
2059
PUT
Fair Isaac
FICO
$22.5B
| $122K | ﹤0.01% |
+1,300
| New | +$118K |
|
2060
Philip Morris
PM
$295B
| $122K | ﹤0.01% |
1,391
-32,769
| -96% | -$2.84M |
|
|
WCC
2061
PUT
WESCO International
WCC
$17.7B
| $122K | ﹤0.01% |
+2,800
| New | +$131K |
|
|
EXXI
2062
CALL
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $122K | ﹤0.01% |
121,200
| – | – |
|
2063
Welltower
WELL
$171B
| $121K | ﹤0.01% |
1,785
-11,784
| -87% | -$769K |
|
2064
PUT
Equinix
EQIX
$103B
| $120K | ﹤0.01% |
400
+200
| +100% | +$58.4K |
|
|
KNDI
2065
Kandi Technologies Group
KNDI
$65.5M
| $120K | ﹤0.01% |
+10,985
| New | +$104K |
|
2066
CALL
Manhattan Associates
MANH
$11.4B
| $120K | ﹤0.01% |
1,800
-102,200
| -98% | -$7.27M |
|
2067
Manitowoc
MTW
$675M
| $120K | ﹤0.01% |
8,605
-12,436
| -59% | -$176K |
|
|
CA
2068
CALL
DELISTED
CA, Inc.
CA
| $120K | ﹤0.01% |
4,200
-24,800
| -86% | -$696K |
|
|
FISV
2069
CALL
Fiserv Inc
FISV
$27.9B
| $119K | ﹤0.01% |
+2,600
| New | +$122K |
|
2070
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $119K | ﹤0.01% |
1,123
-9,577
| -90% | -$1.02M |
|
|
SIVB
2071
PUT
DELISTED
SVB Financial Group
SIVB
| $119K | ﹤0.01% |
1,000
+800
| +400% | +$99.2K |
|
|
WCN
2072
CALL
Waste Connections
WCN
$42B
| $118K | ﹤0.01% |
+3,150
| New | +$113K |
|
|
WLB
2073
PUT
DELISTED
Westmoreland Coal Company
WLB
| $118K | ﹤0.01% |
20,000
-162,700
| -89% | -$1.32M |
|
2074
PUT
Albemarle
ALB
$15.5B
| $117K | ﹤0.01% |
2,100
-126,500
| -98% | -$6.51M |
|
2075
PUT
Timken Company
TKR
$9.03B
| $117K | ﹤0.01% |
+4,100
| New | +$123K |
|
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.