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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 | |
|---|---|---|---|---|---|---|
|
APC
326
CALL
DELISTED
Anadarko Petroleum
APC
| $16.5M | 0.03% |
340,600
-99,400
| -23% | -$6.09M |
|
327
PUT
Dollar General
DG
$26.4B
| $16.4M | 0.03% |
227,600
-75,400
| -25% | -$5.11M |
|
328
CALL
United Airlines
UAL
$40.6B
| $16.3M | 0.03% |
283,700
-61,300
| -18% | -$3.54M |
|
329
CALL
Walmart Inc
WMT
$914B
| $16.2M | 0.03% |
792,900
+272,100
| +52% | +$5.46M |
|
330
Abbott
ABT
$192B
| $16.2M | 0.03% |
+360,122
| New | +$15.9M |
|
|
ETFC
331
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $16M | 0.03% |
541,100
+148,800
| +38% | +$4.28M |
|
332
CALL
American Electric Power
AEP
$67.4B
| $15.7M | 0.03% |
268,700
+31,600
| +13% | +$1.79M |
|
333
CALL
lululemon athletica
LULU
$13.8B
| $15.6M | 0.03% |
297,800
+33,200
| +13% | +$1.67M |
|
334
CALL
Mastercard
MA
$488B
| $15.6M | 0.03% |
160,200
+45,300
| +39% | +$4.44M |
|
|
ATVI
335
PUT
DELISTED
Activision Blizzard
ATVI
| $15.5M | 0.03% |
401,200
-4,400
| -1% | -$159K |
|
336
PUT
AB InBev
BUD
$156B
| $15.4M | 0.03% |
123,400
+3,400
| +3% | +$411K |
|
337
PUT
Teva Pharmaceuticals
TEVA
$42.7B
| $15.4M | 0.03% |
235,000
+225,000
| +2,250% | +$13.9M |
|
338
CALL
Netflix
NFLX
$307B
| $15.4M | 0.03% |
1,345,000
+83,000
| +7% | +$948K |
|
339
CALL
State Street Financial Select Sector SPDR ETF
XLF
$59B
| $15.4M | 0.03% |
734,066
+228,741
| +45% | +$4.82M |
|
340
Tesla
TSLA
$1.29T
| $15.3M | 0.03% |
+954,930
| New | +$14.3M |
|
|
WFM
341
CALL
DELISTED
Whole Foods Market Inc
WFM
| $15.3M | 0.03% |
455,400
-619,700
| -58% | -$19.7M |
|
342
CALL
Starbucks
SBUX
$123B
| $15.1M | 0.03% |
251,700
-563,800
| -69% | -$34.3M |
|
|
LNW
343
CALL
DELISTED
Light & Wonder
LNW
| $15.1M | 0.03% |
1,683,700
+222,500
| +15% | +$2.14M |
|
344
PUT
Goodyear
GT
$1.72B
| $15M | 0.03% |
459,600
+51,200
| +13% | +$1.68M |
|
345
PUT
Expedia Group
EXPE
$38.6B
| $15M | 0.03% |
120,700
+16,100
| +15% | +$2.04M |
|
346
CALL
General Motors
GM
$76.8B
| $15M | 0.03% |
440,300
-1,626,200
| -79% | -$56.5M |
|
347
PUT
Sinclair Inc
SBGI
$993M
| $14.8M | 0.03% |
455,300
+454,500
| +56,813% | +$14.5M |
|
348
CALL
Adobe
ADBE
$102B
| $14.8M | 0.03% |
157,400
+67,200
| +75% | +$6.04M |
|
|
SCTY
349
PUT
DELISTED
SolarCity Corporation
SCTY
| $14.6M | 0.03% |
285,600
-76,500
| -21% | -$2.97M |
|
350
PUT
LyondellBasell Industries
LYB
$20.5B
| $14.5M | 0.03% |
166,700
+165,500
| +13,792% | +$15.2M |
|
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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.