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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 | |
|---|---|---|---|---|---|---|
2151
CALL
MSCI
MSCI
$40.9B
| $94K | ﹤0.01% |
+1,300
| New | +$86.9K |
|
2152
RH
RH
$3.71B
| $94K | ﹤0.01% |
+1,186
| New | +$110K |
|
|
PAY
2153
DELISTED
Verifone Systems Inc
PAY
| $94K | ﹤0.01% |
+3,341
| New | +$96.4K |
|
2154
PUT
Live Nation Entertainment
LYV
$42.1B
| $93K | ﹤0.01% |
3,800
-1,600
| -30% | -$41K |
|
|
IDTI
2155
CALL
DELISTED
Integrated Device Technology I
IDTI
| $93K | ﹤0.01% |
3,500
-7,500
| -68% | -$192K |
|
|
BNY
2156
Bank of New York Mellon
BNY
$107B
| $92K | ﹤0.01% |
2,226
-4,833
| -68% | -$203K |
|
|
CMA
2157
PUT
DELISTED
Comerica
CMA
| $92K | ﹤0.01% |
2,200
+400
| +22% | +$17.5K |
|
2158
CALL
WEC Energy
WEC
$35.1B
| $92K | ﹤0.01% |
1,800
+1,600
| +800% | +$81.7K |
|
|
MLNX
2159
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $92K | ﹤0.01% |
+2,200
| New | +$97.8K |
|
|
COL
2160
PUT
DELISTED
Rockwell Collins
COL
| $92K | ﹤0.01% |
1,000
-9,100
| -90% | -$806K |
|
|
VISN
2161
PUT
Vistance Networks Inc
VISN
$2.52B
| $91K | ﹤0.01% |
+3,500
| New | +$101K |
|
|
VAL
2162
CALL
DELISTED
Valspar
VAL
| $91K | ﹤0.01% |
+1,100
| New | +$89.1K |
|
|
HOT
2163
PUT
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $91K | ﹤0.01% |
1,300
-400
| -24% | -$28.6K |
|
2164
Adeia
ADEA
$3.11B
| $90K | ﹤0.01% |
11,291
+9,322
| +473% | +$81.5K |
|
|
OVTI
2165
CALL
DELISTED
OMNIVISION TECHNOLOGIES INC
OVTI
| $90K | ﹤0.01% |
3,100
+2,800
| +933% | +$80.5K |
|
2166
CALL
AMC Entertainment Holdings
AMC
$2.31B
| $89K | ﹤0.01% |
370
+270
| +270% | +$69K |
|
2167
PUT
Buckle
BKE
$2.37B
| $89K | ﹤0.01% |
+2,900
| New | +$96.2K |
|
2168
PUT
Chemours
CC
$2.37B
| $89K | ﹤0.01% |
16,460
-520
| -3% | -$3.32K |
|
2169
CALL
SLM Corp
SLM
$5.15B
| $89K | ﹤0.01% |
13,600
-1,000
| -7% | -$6.79K |
|
2170
Booz Allen Hamilton
BAH
$9.15B
| $88K | ﹤0.01% |
+2,850
| New | +$82.7K |
|
2171
CALL
Popular Inc
BPOP
$11.1B
| $88K | ﹤0.01% |
3,100
+2,800
| +933% | +$82.8K |
|
2172
CALL
State Street SPDR S&P Retail ETF
XRT
$654M
| $87K | ﹤0.01% |
2,000
-58,900
| -97% | -$2.64M |
|
|
JOY
2173
CALL
DELISTED
Joy Global Inc
JOY
| $87K | ﹤0.01% |
+6,900
| New | +$104K |
|
2174
PUT
Ameren
AEE
$30.1B
| $86K | ﹤0.01% |
+2,000
| New | +$86.7K |
|
2175
PUT
ICICI Bank
IBN
$108B
| $86K | ﹤0.01% |
+12,100
| New | +$91.2K |
|
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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.