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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 | |
|---|---|---|---|---|---|---|
451
PUT
Abbott
ABT
$190B
| $10.3M | 0.02% |
229,500
+54,500
| +31% | +$2.41M |
|
|
DISH
452
PUT
DELISTED
DISH Network Corp.
DISH
| $10.2M | 0.02% |
178,900
+78,900
| +79% | +$4.83M |
|
453
CALL
CBRE Group
CBRE
$42.7B
| $10.2M | 0.02% |
+293,900
| New | +$10.4M |
|
454
Halliburton
HAL
$28.2B
| $10.1M | 0.02% |
+297,443
| New | +$11.2M |
|
|
PARA
455
CALL
DELISTED
Paramount Global Class B
PARA
| $10.1M | 0.02% |
214,100
+205,700
| +2,449% | +$9.65M |
|
456
CALL
Agnico Eagle Mines
AEM
$92B
| $10.1M | 0.02% |
383,400
+17,400
| +5% | +$475K |
|
|
YHOO
457
DELISTED
Yahoo Inc
YHOO
| $10.1M | 0.02% |
302,362
-972,318
| -76% | -$32.4M |
|
458
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
| $10M | 0.02% |
75,900
-15,000
| -17% | -$2.01M |
|
459
PUT
Kimberly-Clark
KMB
$36.1B
| $9.96M | 0.02% |
78,200
+27,300
| +54% | +$3.28M |
|
460
PUT
ServiceNow
NOW
$132B
| $9.95M | 0.02% |
574,500
+563,500
| +5,123% | +$9.31M |
|
|
GG
461
PUT
DELISTED
Goldcorp Inc
GG
| $9.89M | 0.02% |
855,600
-475,300
| -36% | -$6.05M |
|
462
PUT
State Street SPDR S&P Retail ETF
XRT
$645M
| $9.89M | 0.02% |
228,700
-7,600
| -3% | -$340K |
|
463
PUT
Petrobras
PBR
$116B
| $9.83M | 0.02% |
2,286,100
+286,500
| +14% | +$1.39M |
|
|
AGN
464
PUT
DELISTED
Allergan plc
AGN
| $9.81M | 0.02% |
31,400
-23,700
| -43% | -$7.06M |
|
465
PUT
AutoZone
AZO
$49.7B
| $9.79M | 0.02% |
13,200
-1,000
| -7% | -$763K |
|
466
CALL
Newmont
NEM
$124B
| $9.78M | 0.02% |
543,500
-1,229,300
| -69% | -$22.6M |
|
|
ZNGA
467
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $9.76M | 0.02% |
3,642,200
+2,331,200
| +178% | +$5.87M |
|
468
CALL
Phillips 66
PSX
$89.5B
| $9.75M | 0.02% |
119,200
-85,100
| -42% | -$7.34M |
|
469
CF Industries
CF
$17.8B
| $9.73M | 0.02% |
238,423
+229,579
| +2,596% | +$10.8M |
|
470
CALL
Marathon Petroleum
MPC
$94.5B
| $9.72M | 0.02% |
187,600
+77,900
| +71% | +$4.08M |
|
471
CALL
Macerich
MAC
$6.96B
| $9.68M | 0.02% |
+120,000
| New | +$9.64M |
|
472
Ball Corp
BALL
$16.6B
| $9.68M | 0.02% |
266,218
+124,314
| +88% | +$4.25M |
|
|
ALXN
473
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $9.63M | 0.02% |
50,500
+500
| +1% | +$87.3K |
|
|
JNPR
474
DELISTED
Juniper Networks
JNPR
| $9.58M | 0.02% |
347,248
+300,064
| +636% | +$8.88M |
|
475
Salesforce
CRM
$162B
| $9.55M | 0.02% |
121,820
+55,320
| +83% | +$4.32M |
|
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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.