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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 | |
|---|---|---|---|---|---|---|
251
PUT
3M
MMM
$93.7B
| $23.7M | 0.05% |
188,250
-72,837
| -28% | -$9.36M |
|
|
BXLT
252
CALL
DELISTED
BAXALTA INC COM STK (DE)
BXLT
| $23.6M | 0.05% |
605,500
+570,000
| +1,606% | +$19.9M |
|
|
TWTR
253
DELISTED
Twitter, Inc.
TWTR
| $23.5M | 0.05% |
+1,017,122
| New | +$27.1M |
|
254
CALL
Simon Property Group
SPG
$71.7B
| $23.4M | 0.05% |
120,600
+106,400
| +749% | +$20.6M |
|
|
255
CALL
3M
MMM
$93.7B
| $23.3M | 0.05% |
184,902
-119,600
| -39% | -$15.4M |
|
256
CALL
United Parcel Service
UPS
$89.7B
| $23.1M | 0.05% |
240,100
-111,700
| -32% | -$11.4M |
|
257
PUT
Lockheed Martin
LMT
$138B
| $23M | 0.05% |
105,800
+53,000
| +100% | +$11.5M |
|
258
CALL
Molson Coors Class B
TAP
$7.86B
| $23M | 0.05% |
244,500
+158,100
| +183% | +$14.3M |
|
|
KING
259
CALL
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $22.7M | 0.05% |
1,271,800
+1,270,400
| +90,743% | +$21.2M |
|
260
CALL
American Airlines Group
AAL
$9.97B
| $22.7M | 0.05% |
536,300
-410,000
| -43% | -$17.8M |
|
261
JPMorgan Chase
JPM
$966B
| $22.7M | 0.05% |
343,532
+304,392
| +778% | +$19.8M |
|
262
CALL
Chevron
CVX
$387B
| $22.6M | 0.05% |
251,600
-49,100
| -16% | -$4.43M |
|
|
263
United Parcel Service
UPS
$89.7B
| $22.6M | 0.05% |
234,356
+11,377
| +5% | +$1.16M |
|
264
CALL
Eli Lilly
LLY
$1.08T
| $22.5M | 0.05% |
267,000
-158,200
| -37% | -$13.1M |
|
265
PUT
Home Depot
HD
$340B
| $22.3M | 0.05% |
168,700
-120,700
| -42% | -$15.4M |
|
|
266
PUT
Eli Lilly
LLY
$1.08T
| $22.2M | 0.05% |
263,600
+66,300
| +34% | +$5.5M |
|
267
CALL
LyondellBasell Industries
LYB
$20.1B
| $22.2M | 0.05% |
255,400
+253,200
| +11,509% | +$23.3M |
|
268
CALL
A.O. Smith
AOS
$8.49B
| $22.1M | 0.05% |
577,800
+327,200
| +131% | +$12.3M |
|
269
CALL
Nucor
NUE
$61.9B
| $22.1M | 0.04% |
547,900
-83,400
| -13% | -$3.43M |
|
270
CALL
Gilead Sciences
GILD
$169B
| $22.1M | 0.04% |
218,000
-123,700
| -36% | -$12.9M |
|
271
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
| $21.7M | 0.04% |
125,000
+86,200
| +222% | +$15.1M |
|
272
PUT
eBay
EBAY
$46.3B
| $21.7M | 0.04% |
789,300
-718,600
| -48% | -$19.8M |
|
273
PUT
ConocoPhillips
COP
$149B
| $21.6M | 0.04% |
462,700
-48,400
| -9% | -$2.53M |
|
274
PUT
iShares US Real Estate ETF
IYR
$4.58B
| $21.6M | 0.04% |
287,600
-713,300
| -71% | -$53.3M |
|
275
Alcoa
AA
$13.1B
| $21.3M | 0.04% |
898,766
-153,190
| -15% | -$3.42M |
|
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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.