We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
SPR
2126
PUT
DELISTED
Spirit AeroSystems
SPR
| $100K | ﹤0.01% |
+2,000
| New | +$102K |
|
2127
Thermo Fisher Scientific
TMO
$220B
| $100K | ﹤0.01% |
706
+611
| +643% | +$81.5K |
|
|
PAY
2128
CALL
DELISTED
Verifone Systems Inc
PAY
| $100K | ﹤0.01% |
3,600
+2,700
| +300% | +$77.9K |
|
2129
CALL
Ambarella
AMBA
$3.81B
| $99K | ﹤0.01% |
1,800
-1,300
| -42% | -$73.3K |
|
2130
CALL
InterDigital
IDCC
$8.89B
| $99K | ﹤0.01% |
2,000
-29,300
| -94% | -$1.49M |
|
2131
PUT
Masco
MAS
$15.3B
| $99K | ﹤0.01% |
3,500
-7,800
| -69% | -$222K |
|
2132
Occidental Petroleum
OXY
$55.9B
| $99K | ﹤0.01% |
+1,472
| New | +$106K |
|
2133
CALL
Rambus
RMBS
$11B
| $99K | ﹤0.01% |
8,500
+6,900
| +431% | +$79.6K |
|
2134
PUT
VF Corp
VFC
$5.89B
| $99K | ﹤0.01% |
+1,699
| New | +$106K |
|
2135
PUT
Ziff Davis
ZD
$1.98B
| $99K | ﹤0.01% |
+1,380
| New | +$93.8K |
|
|
ASNA
2136
DELISTED
Ascena Retail Group, Inc.
ASNA
| $99K | ﹤0.01% |
503
-1,755
| -78% | -$414K |
|
2137
Cracker Barrel
CBRL
$1.29B
| $98K | ﹤0.01% |
773
-1,148
| -60% | -$155K |
|
2138
Insmed
INSM
$28.6B
| $98K | ﹤0.01% |
+5,380
| New | +$94.8K |
|
2139
Reliance Steel & Aluminium
RS
$21.6B
| $98K | ﹤0.01% |
+1,686
| New | +$98K |
|
2140
CALL
Gold Fields
GFI
$36.5B
| $97K | ﹤0.01% |
35,000
-1,000
| -3% | -$2.65K |
|
2141
PUT
Adeia
ADEA
$3.11B
| $96K | ﹤0.01% |
+12,096
| New | +$106K |
|
2142
PUT
Cullen/Frost Bankers
CFR
$10.2B
| $96K | ﹤0.01% |
1,600
+800
| +100% | +$53.1K |
|
|
CMA
2143
CALL
DELISTED
Comerica
CMA
| $96K | ﹤0.01% |
2,300
-7,300
| -76% | -$319K |
|
2144
CALL
Canadian Solar
CSIQ
$1.08B
| $96K | ﹤0.01% |
+3,300
| New | +$76K |
|
2145
Methode Electronics
MEI
$592M
| $96K | ﹤0.01% |
+3,028
| New | +$102K |
|
|
BIG
2146
CALL
DELISTED
Big Lots, Inc.
BIG
| $96K | ﹤0.01% |
2,500
+600
| +32% | +$26.6K |
|
|
KCG
2147
CALL
DELISTED
KCG Holdings, Inc.
KCG
| $96K | ﹤0.01% |
7,800
+7,200
| +1,200% | +$89.8K |
|
2148
CALL
Crown Castle
CCI
$32.2B
| $95K | ﹤0.01% |
1,100
-14,700
| -93% | -$1.25M |
|
|
PCL
2149
PUT
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $95K | ﹤0.01% |
2,000
-52,200
| -96% | -$2.37M |
|
2150
CALL
iShares US Transportation ETF
IYT
$2.28B
| $94K | ﹤0.01% |
2,800
+1,600
| +133% | +$57.4K |
|
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.