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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 | |
|---|---|---|---|---|---|---|
2276
PUT
Celanese
CE
$4.82B
| $61K | ﹤0.01% |
900
-600
| -40% | -$40.8K |
|
2277
CALL
Quanta Services
PWR
$101B
| $61K | ﹤0.01% |
3,000
+1,800
| +150% | +$38.7K |
|
|
SBNY
2278
CALL
DELISTED
Signature Bank
SBNY
| $61K | ﹤0.01% |
+400
| New | +$60.4K |
|
2279
CALL
Cinemark Holdings
CNK
$4.32B
| $60K | ﹤0.01% |
1,800
+1,500
| +500% | +$51.8K |
|
2280
PUT
Commault Systems
CVLT
$5.61B
| $60K | ﹤0.01% |
1,500
-8,200
| -85% | -$320K |
|
2281
CALL
Casella Waste Systems
CWST
$5.69B
| $60K | ﹤0.01% |
+10,000
| New | +$62.5K |
|
2282
Fortinet
FTNT
$117B
| $60K | ﹤0.01% |
+9,695
| New | +$69.6K |
|
|
CONN
2283
CALL
DELISTED
Conn's Inc.
CONN
| $60K | ﹤0.01% |
2,600
+2,100
| +420% | +$49.7K |
|
2284
PUT
American Eagle Outfitters
AEO
$3.01B
| $59K | ﹤0.01% |
3,800
-13,400
| -78% | -$210K |
|
|
HI
2285
PUT
DELISTED
Hillenbrand
HI
| $59K | ﹤0.01% |
+2,000
| New | +$58.7K |
|
2286
VF Corp
VFC
$5.89B
| $59K | ﹤0.01% |
1,001
-3,116
| -76% | -$195K |
|
|
DWA
2287
CALL
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $59K | ﹤0.01% |
+2,300
| New | +$52.9K |
|
2288
Bread Financial
BFH
$4.38B
| $58K | ﹤0.01% |
+264
| New | +$59.7K |
|
|
RPXC
2289
PUT
DELISTED
RPX Corporation
RPXC
| $58K | ﹤0.01% |
+5,300
| New | +$71.8K |
|
2290
PUT
Dolby
DLB
$5.79B
| $57K | ﹤0.01% |
+1,700
| New | +$58.4K |
|
2291
CALL
Robert Half
RHI
$4.37B
| $57K | ﹤0.01% |
+1,200
| New | +$60.5K |
|
2292
Stellantis
STLA
$20.8B
| $57K | ﹤0.01% |
6,281
-105,329
| -94% | -$989K |
|
2293
CALL
Wabtec
WAB
$49.3B
| $57K | ﹤0.01% |
800
+600
| +300% | +$47.9K |
|
2294
Zillow
ZG
$7.63B
| $57K | ﹤0.01% |
2,194
-80,296
| -97% | -$2.29M |
|
2295
Franklin Resources
BEN
$17.2B
| $56K | ﹤0.01% |
+1,531
| New | +$59.9K |
|
|
2296
PUT
Bread Financial
BFH
$4.38B
| $56K | ﹤0.01% |
+251
| New | +$56.8K |
|
2297
CALL
Equifax
EFX
$21.4B
| $56K | ﹤0.01% |
+500
| New | +$54K |
|
2298
CALL
Masco
MAS
$15.3B
| $56K | ﹤0.01% |
2,000
+1,100
| +122% | +$31.3K |
|
2299
Texas Roadhouse
TXRH
$13.7B
| $56K | ﹤0.01% |
1,578
+1,472
| +1,389% | +$52.2K |
|
2300
CALL
Vanguard Real Estate ETF
VNQ
$39.1B
| $56K | ﹤0.01% |
700
-10,400
| -94% | -$823K |
|
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.