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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+3.99%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$49.2B
AUM Growth
+$4.3B
(+9.6%)
Cap. Flow
-$570M
Cap. Flow
% of AUM
-1.16%
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 | Miscellaneous | 96.33% |
| 2 | Consumer Discretionary | 0.76% |
| 3 | Technology | 0.67% |
| 4 | Financials | 0.55% |
| 5 | Materials | 0.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
BNY
151
CALL
Bank of New York Mellon
BNY
$110B
| $40.1M | 0.08% |
973,600
+826,800
| +563% | +$34.7M |
|
|
WFM
152
PUT
DELISTED
Whole Foods Market Inc
WFM
| $40.1M | 0.08% |
1,197,100
-132,900
| -10% | -$4.23M |
|
|
WBA
153
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $40M | 0.08% |
469,800
-69,200
| -13% | -$5.88M |
|
|
BBBY
154
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $39.8M | 0.08% |
824,500
-375,900
| -31% | -$20.9M |
|
|
BWLD
155
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $39.7M | 0.08% |
248,500
+73,200
| +42% | +$12.2M |
|
156
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$370M
| $39.5M | 0.08% |
+370,900
| New | +$39.8M |
|
157
PUT
Comcast
CMCSA
$87.3B
| $39.1M | 0.08% |
1,385,200
-708,000
| -34% | -$21.3M |
|
158
CALL
Halliburton
HAL
$30.9B
| $38.9M | 0.08% |
1,143,000
-44,100
| -4% | -$1.66M |
|
159
Coca-Cola Europacific Partners
CCEP
$45.8B
| $38.5M | 0.08% |
781,958
+739,473
| +1,741% | +$37.2M |
|
160
PUT
Bausch Health
BHC
$2.3B
| $38.3M | 0.08% |
+377,100
| New | +$42.4M |
|
|
161
PUT
DuPont de Nemours
DD
$17.3B
| $38.1M | 0.08% |
292,054
+160,874
| +123% | +$20.7M |
|
162
Bank of America
BAC
$438B
| $38M | 0.08% |
2,255,658
+2,202,681
| +4,158% | +$37.2M |
|
163
CALL
Walt Disney
DIS
$180B
| $37.8M | 0.08% |
360,100
-513,400
| -59% | -$57.2M |
|
164
CALL
American Tower
AMT
$81.7B
| $37.7M | 0.08% |
388,600
+25,400
| +7% | +$2.47M |
|
165
PUT
Boeing
BA
$163B
| $37.5M | 0.08% |
259,200
+105,500
| +69% | +$15.2M |
|
166
CALL
US Bancorp
USB
$96.8B
| $37.5M | 0.08% |
878,200
-1,191,800
| -58% | -$50.9M |
|
167
PUT
iShares Biotechnology ETF
IBB
$10.4B
| $37.2M | 0.08% |
330,000
+36,000
| +12% | +$3.91M |
|
168
PUT
ExxonMobil
XOM
$675B
| $36.8M | 0.07% |
472,700
-281,300
| -37% | -$22.5M |
|
169
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.3B
| $36.8M | 0.07% |
1,700,800
+190,800
| +13% | +$4.13M |
|
170
CALL
Workday
WDAY
$44.8B
| $36.8M | 0.07% |
461,400
+364,600
| +377% | +$29.2M |
|
171
CALL
VanEck Oil Services ETF
OIH
$2.1B
| $36.5M | 0.07% |
69,085
+9,705
| +16% | +$5.78M |
|
172
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54B
| $36.2M | 0.07% |
1,731,160
+1,010,081
| +140% | +$21.3M |
|
|
XLNX
173
CALL
DELISTED
Xilinx Inc
XLNX
| $36.2M | 0.07% |
771,000
+255,500
| +50% | +$12.1M |
|
|
174
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.3B
| $36.1M | 0.07% |
1,669,400
+719,400
| +76% | +$15.6M |
|
175
Citigroup
C
$231B
| $36M | 0.07% |
696,235
+190,933
| +38% | +$10.1M |
|
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TI
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's Q4 2015 filing shows 724 new, 1,056 increased, 956 reduced and 663 closed positions. Its largest new stake was Twitter, Inc.: 1,017,122 shares worth $23.5M. The largest sale was iShares Russell 2000 ETF, an estimated $350M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Technology.
- 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.