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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 | |
|---|---|---|---|---|---|---|
301
CALL
Alphabet (Google) Class C
GOOG
$4.17T
| $18.7M | 0.04% |
492,000
-930,000
| -65% | -$33.4M |
|
302
PUT
Vodafone
VOD
$37B
| $18.7M | 0.04% |
578,700
-23,000
| -4% | -$751K |
|
|
SINA
303
PUT
DELISTED
Sina Corp
SINA
| $18.4M | 0.04% |
372,100
-7,100
| -2% | -$341K |
|
|
ETFC
304
PUT
DELISTED
E*Trade Financial Corporation
ETFC
| $18.4M | 0.04% |
619,200
-208,300
| -25% | -$5.99M |
|
305
PUT
Rio Tinto
RIO
$165B
| $18.3M | 0.04% |
628,900
+253,000
| +67% | +$8.55M |
|
|
APC
306
DELISTED
Anadarko Petroleum
APC
| $18.3M | 0.04% |
375,936
+340,217
| +952% | +$20.8M |
|
307
General Mills
GIS
$20.2B
| $18.3M | 0.04% |
316,697
+297,705
| +1,568% | +$17.1M |
|
|
B
308
CALL
Barrick Mining
B
$67.5B
| $18.2M | 0.04% |
2,465,400
+1,176,500
| +91% | +$8.77M |
|
|
SNDK
309
PUT
DELISTED
SANDISK CORP
SNDK
| $18M | 0.04% |
237,100
-28,800
| -11% | -$2.11M |
|
310
CALL
Toll Brothers
TOL
$14B
| $18M | 0.04% |
540,600
+484,200
| +859% | +$17.3M |
|
311
CALL
Williams Companies
WMB
$90B
| $18M | 0.04% |
700,000
-1,190,700
| -63% | -$41.6M |
|
|
K
312
PUT
DELISTED
Kellanova
K
| $17.7M | 0.04% |
261,564
-87,650
| -25% | -$5.73M |
|
313
CALL
Zebra Technologies
ZBRA
$17.8B
| $17.7M | 0.04% |
+254,500
| New | +$19.1M |
|
314
iShares MSCI Germany ETF
EWG
$1.67B
| $17.6M | 0.04% |
671,876
-156,120
| -19% | -$4.14M |
|
|
SCHW
315
PUT
Charles Schwab
SCHW
$188B
| $17.5M | 0.04% |
531,000
+62,100
| +13% | +$1.97M |
|
316
PUT
Netflix
NFLX
$307B
| $17.3M | 0.04% |
1,516,000
+576,000
| +61% | +$6.58M |
|
317
PUT
HP
HPQ
$26.3B
| $17.2M | 0.03% |
1,450,400
-2,713,362
| -65% | -$34.7M |
|
318
Strategy Inc
MSTR
$37.6B
| $17.1M | 0.03% |
+954,240
| New | +$17.4M |
|
|
BHI
319
PUT
DELISTED
Baker Hughes
BHI
| $17M | 0.03% |
367,600
+190,000
| +107% | +$9.73M |
|
320
CALL
Visa
V
$670B
| $16.9M | 0.03% |
218,400
-129,300
| -37% | -$10M |
|
321
iShares Biotechnology ETF
IBB
$9.88B
| $16.9M | 0.03% |
149,808
+149,805
| +4,993,500% | +$16.3M |
|
|
QIHU
322
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $16.8M | 0.03% |
230,800
+79,000
| +52% | +$4.98M |
|
323
PUT
A.O. Smith
AOS
$8.48B
| $16.8M | 0.03% |
438,600
+345,600
| +372% | +$13M |
|
324
PUT
Zoetis
ZTS
$29.9B
| $16.8M | 0.03% |
+350,400
| New | +$15.8M |
|
325
PUT
Nucor
NUE
$61.6B
| $16.6M | 0.03% |
411,500
+42,900
| +12% | +$1.76M |
|
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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.