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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 | |
|---|---|---|---|---|---|---|
2351
Rogers Communications
RCI
$18.6B
| $48K | ﹤0.01% |
1,379
+1,210
| +716% | +$45.4K |
|
2352
Teradyne
TER
$59.3B
| $48K | ﹤0.01% |
+2,330
| New | +$46.4K |
|
|
FOE
2353
DELISTED
Ferro Corporation
FOE
| $48K | ﹤0.01% |
4,304
-6,003
| -58% | -$71.2K |
|
2354
Avery Dennison
AVY
$13.4B
| $47K | ﹤0.01% |
+754
| New | +$47.6K |
|
2355
PUT
FMC
FMC
$1.33B
| $47K | ﹤0.01% |
+1,384
| New | +$47.4K |
|
2356
Prologis
PLD
$133B
| $47K | ﹤0.01% |
+1,102
| New | +$46.5K |
|
2357
Timken Company
TKR
$9.03B
| $47K | ﹤0.01% |
+1,650
| New | +$49.7K |
|
2358
PUT
Vanguard Dividend Appreciation ETF
VIG
$114B
| $47K | ﹤0.01% |
+600
| New | +$46.8K |
|
|
FRGI
2359
PUT
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $47K | ﹤0.01% |
+1,400
| New | +$52.4K |
|
2360
CALL
CDW
CDW
$17B
| $46K | ﹤0.01% |
+1,100
| New | +$47.9K |
|
2361
PUT
Dick's Sporting Goods
DKS
$18.7B
| $46K | ﹤0.01% |
+1,300
| New | +$54.5K |
|
2362
Extra Space Storage
EXR
$31.6B
| $46K | ﹤0.01% |
+518
| New | +$42.5K |
|
2363
CALL
Jack in the Box
JACK
$335M
| $46K | ﹤0.01% |
600
-300
| -33% | -$22.8K |
|
2364
Universal Display
OLED
$4.19B
| $46K | ﹤0.01% |
848
-2,049
| -71% | -$90.3K |
|
2365
CALL
TransDigm Group
TDG
$67.7B
| $46K | ﹤0.01% |
+200
| New | +$45K |
|
|
2366
PUT
TransDigm Group
TDG
$67.7B
| $46K | ﹤0.01% |
+200
| New | +$45K |
|
2367
PUT
World Kinect Corp
WKC
$1.86B
| $46K | ﹤0.01% |
1,200
+900
| +300% | +$36.8K |
|
|
CONN
2368
PUT
DELISTED
Conn's Inc.
CONN
| $46K | ﹤0.01% |
2,000
+1,500
| +300% | +$35.5K |
|
|
DST
2369
CALL
DELISTED
DST Systems Inc.
DST
| $46K | ﹤0.01% |
800
+600
| +300% | +$35.3K |
|
2370
AllianceBernstein
AB
$3.47B
| $45K | ﹤0.01% |
+1,887
| New | +$47.5K |
|
2371
American Eagle Outfitters
AEO
$3.01B
| $45K | ﹤0.01% |
2,874
-1,045
| -27% | -$16.4K |
|
2372
PUT
Designer Brands
DBI
$333M
| $45K | ﹤0.01% |
1,900
+1,100
| +138% | +$26.4K |
|
2373
PUT
IPG Photonics
IPGP
$3.84B
| $45K | ﹤0.01% |
500
+300
| +150% | +$25.7K |
|
2374
CALL
Protolabs
PRLB
$2.13B
| $45K | ﹤0.01% |
+700
| New | +$45.1K |
|
2375
PUT
TotalEnergies
TTE
$190B
| $45K | ﹤0.01% |
616,353,747
-2,755,349,222
| -82% | -$276K |
|
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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.