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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 | |
|---|---|---|---|---|---|---|
|
OA
2426
PUT
DELISTED
Orbital ATK, Inc.
OA
| $36K | ﹤0.01% |
+400
| New | +$33.6K |
|
2427
Edgewell Personal Care
EPC
$1.31B
| $35K | ﹤0.01% |
+444
| New | +$36K |
|
2428
PUT
KLA
KLAC
$259B
| $35K | ﹤0.01% |
+5,000
| New | +$32K |
|
2429
CALL
Stratasys
SSYS
$774M
| $35K | ﹤0.01% |
1,500
-300
| -17% | -$7.9K |
|
2430
CALL
Vanguard FTSE Europe ETF
VGK
$31.4B
| $35K | ﹤0.01% |
700
| – | – |
|
2431
Wolfspeed
WOLF
$1.71B
| $35K | ﹤0.01% |
+1,325
| New | +$34.2K |
|
2432
CALL
W.P. Carey
WPC
$16.4B
| $35K | ﹤0.01% |
613
-1,021
| -62% | -$61.2K |
|
|
CLVS
2433
DELISTED
Clovis Oncology, Inc.
CLVS
| $35K | ﹤0.01% |
+1,000
| New | +$64.5K |
|
|
CLVS
2434
PUT
DELISTED
Clovis Oncology, Inc.
CLVS
| $35K | ﹤0.01% |
+1,000
| New | +$64.5K |
|
|
FINL
2435
DELISTED
Finish Line
FINL
| $35K | ﹤0.01% |
+1,930
| New | +$34.3K |
|
|
HSNI
2436
CALL
DELISTED
HSN, Inc.
HSNI
| $35K | ﹤0.01% |
+700
| New | +$38.1K |
|
2437
CALL
Flex
FLEX
$44.8B
| $34K | ﹤0.01% |
+3,981
| New | +$33.6K |
|
|
2438
PUT
Flex
FLEX
$44.8B
| $34K | ﹤0.01% |
+3,981
| New | +$33.6K |
|
2439
CALL
Manchester United
MANU
$3.73B
| $34K | ﹤0.01% |
+1,900
| New | +$34.4K |
|
2440
PUT
Thor Industries
THO
$4.14B
| $34K | ﹤0.01% |
+600
| New | +$33.3K |
|
|
PCOM
2441
DELISTED
Points.com Inc. Common Shares
PCOM
| $34K | ﹤0.01% |
3,500
-100
| -3% | -$1K |
|
|
JAH
2442
PUT
DELISTED
JARDEN CORPORATION
JAH
| $34K | ﹤0.01% |
+600
| New | +$30.1K |
|
|
DST
2443
PUT
DELISTED
DST Systems Inc.
DST
| $34K | ﹤0.01% |
600
+400
| +200% | +$23.5K |
|
2444
Assurant
AIZ
$14.3B
| $33K | ﹤0.01% |
+414
| New | +$34.1K |
|
2445
CALL
Dillards
DDS
$9.56B
| $33K | ﹤0.01% |
500
-1,100
| -69% | -$88.6K |
|
|
2446
PUT
Dillards
DDS
$9.56B
| $33K | ﹤0.01% |
500
-300
| -38% | -$24.2K |
|
2447
Vail Resorts
MTN
$5.3B
| $33K | ﹤0.01% |
+257
| New | +$30.2K |
|
|
SKX
2448
CALL
DELISTED
Skechers
SKX
| $33K | ﹤0.01% |
1,100
+500
| +83% | +$16.7K |
|
2449
Trinity Industries
TRN
$2.38B
| $33K | ﹤0.01% |
1,932
+1,085
| +128% | +$20.1K |
|
2450
CALL
Ziff Davis
ZD
$1.98B
| $33K | ﹤0.01% |
+460
| New | +$31.3K |
|
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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.