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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 | |
|---|---|---|---|---|---|---|
401
CALL
Rio Tinto
RIO
$167B
| $12M | 0.02% |
411,500
+17,600
| +4% | +$595K |
|
402
PUT
Restaurant Brands International
QSR
$25.7B
| $12M | 0.02% |
320,650
+235,500
| +277% | +$8.65M |
|
403
CALL
Williams-Sonoma
WSM
$29.2B
| $12M | 0.02% |
409,400
+278,800
| +213% | +$9.55M |
|
|
MNDT
404
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $11.9M | 0.02% |
575,458
-35,042
| -6% | -$878K |
|
405
PUT
Broadcom
AVGO
$2.01T
| $11.8M | 0.02% |
813,000
+704,000
| +646% | +$9.15M |
|
406
Prudential Financial
PRU
$42B
| $11.8M | 0.02% |
144,866
+110,993
| +328% | +$9.18M |
|
|
WFM
407
DELISTED
Whole Foods Market Inc
WFM
| $11.8M | 0.02% |
351,064
+90,148
| +35% | +$2.87M |
|
408
PUT
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.6M
| $11.7M | 0.02% |
5,000
| – | – |
|
409
CALL
PNC Financial Services
PNC
$101B
| $11.7M | 0.02% |
122,400
+44,400
| +57% | +$4.12M |
|
410
CALL
ServiceNow
NOW
$127B
| $11.6M | 0.02% |
669,000
+650,500
| +3,516% | +$10.7M |
|
411
PUT
Honeywell
HON
$72.8B
| $11.6M | 0.02% |
124,422
+38,729
| +45% | +$3.55M |
|
412
CALL
Cemex
CX
$16.3B
| $11.5M | 0.02% |
2,236,879
+594,880
| +36% | +$3.48M |
|
413
eBay
EBAY
$46.4B
| $11.5M | 0.02% |
419,172
-445,069
| -51% | -$12.3M |
|
414
PUT
United Parks & Resorts
PRKS
$2B
| $11.5M | 0.02% |
583,400
-152,200
| -21% | -$2.83M |
|
|
CHK
415
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $11.5M | 0.02% |
12,744
+10,029
| +369% | +$12.5M |
|
416
PUT
First Solar
FSLR
$25.2B
| $11.4M | 0.02% |
172,900
+134,700
| +353% | +$7.55M |
|
|
MXIM
417
PUT
DELISTED
Maxim Integrated Products
MXIM
| $11.4M | 0.02% |
299,900
-119,600
| -29% | -$4.57M |
|
418
CALL
FedEx
FDX
$76.8B
| $11.4M | 0.02% |
76,200
+51,700
| +211% | +$8M |
|
419
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $11.3M | 0.02% |
290,400
+213,400
| +277% | +$8.47M |
|
420
CALL
Cencora
COR
$61.3B
| $11.3M | 0.02% |
109,000
| – | – |
|
421
CALL
AerCap
AER
$23.7B
| $11.3M | 0.02% |
261,400
+1,400
| +0.5% | +$58.6K |
|
422
PUT
Amgen
AMGN
$223B
| $11.2M | 0.02% |
69,000
+28,800
| +72% | +$4.53M |
|
423
CALL
Vale
VALE
$61.5B
| $11.2M | 0.02% |
3,397,500
-456,700
| -12% | -$1.82M |
|
424
CALL
NOV
NOV
$7.42B
| $11.2M | 0.02% |
333,200
+112,700
| +51% | +$4.19M |
|
425
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.61B
| $11M | 0.02% |
263,200
-24,100
| -8% | -$1.04M |
|
Similar funds
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.