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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 | |
|---|---|---|---|---|---|---|
226
Chipotle Mexican Grill
CMG
$41.3B
| $27.8M | 0.06% |
2,898,050
-425,500
| -13% | -$5.2M |
|
|
TWTR
227
PUT
DELISTED
Twitter, Inc.
TWTR
| $27.6M | 0.06% |
1,194,000
-89,100
| -7% | -$2.38M |
|
228
iShares MSCI Brazil ETF
EWZ
$8.55B
| $27.5M | 0.06% |
1,328,495
+1,322,936
| +23,798% | +$30.8M |
|
229
CALL
eBay
EBAY
$46.5B
| $27.4M | 0.06% |
997,800
+38,200
| +4% | +$1.05M |
|
|
GMCR
230
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
| $27.3M | 0.06% |
303,400
+300,200
| +9,381% | +$18.7M |
|
231
State Street Technology Select Sector SPDR ETF
XLK
$125B
| $26.9M | 0.05% |
1,256,474
+655,832
| +109% | +$14.1M |
|
232
American Airlines Group
AAL
$9.97B
| $26.9M | 0.05% |
634,391
-273,313
| -30% | -$11.8M |
|
233
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $26.8M | 0.05% |
254,000
+177,000
| +230% | +$18.9M |
|
234
CALL
Micron Technology
MU
$1.07T
| $26.2M | 0.05% |
1,847,300
+1,000,100
| +118% | +$16M |
|
235
PUT
iShares Silver Trust
SLV
$31.3B
| $25.9M | 0.05% |
1,963,000
+1,203,900
| +159% | +$17M |
|
236
Starbucks
SBUX
$124B
| $25.9M | 0.05% |
430,899
-58,355
| -12% | -$3.55M |
|
|
EMC
237
PUT
DELISTED
EMC CORPORATION
EMC
| $25.7M | 0.05% |
999,900
+359,800
| +56% | +$9.34M |
|
238
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $25.6M | 0.05% |
317,625
+301,891
| +1,919% | +$25.1M |
|
239
PUT
PayPal
PYPL
$51.8B
| $25.4M | 0.05% |
701,500
-601,900
| -46% | -$21.2M |
|
240
Walmart Inc
WMT
$921B
| $25.4M | 0.05% |
1,240,623
+583,194
| +89% | +$11.7M |
|
241
CALL
Cognizant
CTSH
$26.7B
| $25.3M | 0.05% |
421,900
+370,600
| +722% | +$23.9M |
|
|
RSX
242
CALL
DELISTED
VanEck Russia ETF
RSX
| $25.3M | 0.05% |
1,725,000
+1,483,600
| +615% | +$24.3M |
|
243
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.55B
| $25M | 0.05% |
499,800
-2,529,100
| -83% | -$135M |
|
244
PUT
Oracle
ORCL
$451B
| $24.7M | 0.05% |
675,900
-578,000
| -46% | -$22.1M |
|
245
CALL
Coca-Cola Europacific Partners
CCEP
$47.5B
| $24.4M | 0.05% |
495,000
-434,400
| -47% | -$21.9M |
|
246
PUT
Target
TGT
$70.7B
| $24.1M | 0.05% |
331,800
-529,200
| -61% | -$39.5M |
|
|
BBBY
247
DELISTED
Bed Bath & Beyond Inc
BBBY
| $24.1M | 0.05% |
498,807
-4,729
| -0.9% | -$263K |
|
248
PUT
D.R. Horton
DHI
$41.9B
| $24M | 0.05% |
750,300
+618,300
| +468% | +$19.3M |
|
249
CALL
Costco
COST
$426B
| $24M | 0.05% |
148,500
-33,400
| -18% | -$5.28M |
|
250
Alphabet (Google) Class A
GOOGL
$4.23T
| $24M | 0.05% |
+615,940
| New | +$22.8M |
|
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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.