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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 | |
|---|---|---|---|---|---|---|
2176
PUT
Qorvo
QRVO
$8.74B
| $86K | ﹤0.01% |
1,700
+1,400
| +467% | +$71.7K |
|
|
HSNI
2177
PUT
DELISTED
HSN, Inc.
HSNI
| $86K | ﹤0.01% |
+1,700
| New | +$92.6K |
|
2178
First Majestic Silver
AG
$9.07B
| $84K | ﹤0.01% |
25,737
-39,675
| -61% | -$135K |
|
2179
PUT
Novavax
NVAX
$1.31B
| $84K | ﹤0.01% |
500
| – | – |
|
2180
Take-Two Interactive
TTWO
$46.1B
| $84K | ﹤0.01% |
+2,409
| New | +$81.2K |
|
2181
CALL
Bread Financial
BFH
$4.38B
| $83K | ﹤0.01% |
+376
| New | +$85K |
|
2182
Synopsys
SNPS
$79.7B
| $83K | ﹤0.01% |
+1,813
| New | +$87.7K |
|
|
WLB
2183
DELISTED
Westmoreland Coal Company
WLB
| $83K | ﹤0.01% |
14,156
-86,340
| -86% | -$698K |
|
2184
CALL
Eversource Energy
ES
$27.2B
| $82K | ﹤0.01% |
+1,600
| New | +$81.4K |
|
2185
CALL
Methode Electronics
MEI
$592M
| $82K | ﹤0.01% |
+2,600
| New | +$87.7K |
|
2186
Martin Marietta Materials
MLM
$33B
| $82K | ﹤0.01% |
+600
| New | +$91K |
|
2187
CALL
Arrow Electronics
ARW
$10.4B
| $81K | ﹤0.01% |
+1,500
| New | +$85.5K |
|
2188
PUT
Cimpress
CMPR
$2.31B
| $81K | ﹤0.01% |
1,000
-2,900
| -74% | -$240K |
|
2189
CALL
Factset
FDS
$10.2B
| $81K | ﹤0.01% |
500
-100
| -17% | -$16.8K |
|
2190
CALL
Gartner
IT
$11.7B
| $81K | ﹤0.01% |
+900
| New | +$79.7K |
|
2191
Silicon Laboratories
SLAB
$7.23B
| $81K | ﹤0.01% |
1,678
+1,494
| +812% | +$73.9K |
|
|
FLG
2192
PUT
Flagstar Bank National Association
FLG
$5.82B
| $81K | ﹤0.01% |
1,667
-1,000
| -37% | -$51K |
|
|
EXXI
2193
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $81K | ﹤0.01% |
80,533
-43,310
| -35% | -$69.8K |
|
2194
CALL
Alaska Air
ALK
$5.58B
| $80K | ﹤0.01% |
1,000
+400
| +67% | +$31.7K |
|
2195
PUT
DTE Energy
DTE
$29.1B
| $80K | ﹤0.01% |
1,175
+587
| +100% | +$40.4K |
|
|
MLNX
2196
PUT
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $80K | ﹤0.01% |
+1,900
| New | +$84.4K |
|
2197
PUT
Canadian Solar
CSIQ
$1.08B
| $79K | ﹤0.01% |
+2,700
| New | +$62.2K |
|
|
RXII
2198
DELISTED
GALENA BIOPHARMA INC COM
RXII
| $79K | ﹤0.01% |
+53,579
| New | +$79K |
|
2199
PUT
Papa John's
PZZA
$806M
| $78K | ﹤0.01% |
1,400
+900
| +180% | +$55.6K |
|
2200
Build-A-Bear
BBW
$462M
| $77K | ﹤0.01% |
+6,250
| New | +$91.8K |
|
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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.