We are live on
!
Find out more
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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
|
26
CALL
Microsoft
MSFT
$3.45T
| $245M | 0.5% |
4,422,200
-240,500
| -5% | -$12.7M |
|
27
CALL
Citigroup
C
$222B
| $236M | 0.48% |
4,554,400
+2,947,400
| +183% | +$156M |
|
|
28
CALL
iShares MSCI EAFE ETF
EFA
$78B
| $235M | 0.48% |
3,997,400
+2,303,600
| +136% | +$139M |
|
|
29
PUT
Amazon
AMZN
$2.92T
| $231M | 0.47% |
6,828,000
-2,948,000
| -30% | -$92.9M |
|
30
CALL
iShares China Large-Cap ETF
FXI
$4.37B
| $218M | 0.44% |
6,184,000
+1,767,900
| +40% | +$66.5M |
|
31
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $208M | 0.42% |
2,578,000
+2,160,800
| +518% | +$180M |
|
32
PUT
Wells Fargo
WFC
$261B
| $191M | 0.39% |
3,515,500
+1,111,200
| +46% | +$60.3M |
|
33
PUT
Meta Platforms (Facebook)
META
$1.42T
| $185M | 0.38% |
1,763,900
-425,600
| -19% | -$43.7M |
|
34
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
| $164M | 0.33% |
5,453,200
+412,600
| +8% | +$13.6M |
|
|
35
PUT
SPDR Gold Trust
GLD
$131B
| $161M | 0.33% |
1,589,900
+7,100
| +0.4% | +$751K |
|
36
CALL
AT&T
T
$159B
| $157M | 0.32% |
6,045,252
-1,979,247
| -25% | -$50.2M |
|
37
PUT
Procter & Gamble
PG
$336B
| $155M | 0.32% |
1,954,300
-38,700
| -2% | -$2.96M |
|
38
CALL
Qualcomm
QCOM
$155B
| $149M | 0.3% |
2,972,800
+782,500
| +36% | +$41.7M |
|
39
CALL
Alibaba
BABA
$293B
| $145M | 0.3% |
1,787,100
-190,900
| -10% | -$15M |
|
40
PUT
RTX Corp
RTX
$290B
| $144M | 0.29% |
2,377,462
+1,931,906
| +434% | +$117M |
|
41
CALL
Intel
INTC
$455B
| $143M | 0.29% |
4,148,400
+1,147,300
| +38% | +$38.8M |
|
42
PUT
Verizon
VZ
$195B
| $139M | 0.28% |
3,004,200
+143,500
| +5% | +$6.52M |
|
43
CALL
JPMorgan Chase
JPM
$935B
| $132M | 0.27% |
2,004,900
-3,157,800
| -61% | -$206M |
|
44
PUT
American Airlines Group
AAL
$10.1B
| $131M | 0.27% |
3,084,100
+88,100
| +3% | +$3.82M |
|
45
PUT
Chipotle Mexican Grill
CMG
$47.2B
| $129M | 0.26% |
13,430,000
-1,750,000
| -12% | -$21.4M |
|
|
46
PUT
American Express
AXP
$227B
| $129M | 0.26% |
1,849,500
+124,000
| +7% | +$9.02M |
|
47
PUT
Coca-Cola
KO
$377B
| $128M | 0.26% |
2,988,800
+93,500
| +3% | +$3.97M |
|
|
48
PUT
Intel
INTC
$455B
| $127M | 0.26% |
3,696,200
+249,700
| +7% | +$8.44M |
|
|
49
PUT
AT&T
T
$159B
| $124M | 0.25% |
4,766,268
-1,534,516
| -24% | -$38.9M |
|
50
CALL
Cisco
CSCO
$457B
| $123M | 0.25% |
4,536,300
+931,600
| +26% | +$25.7M |
|
Similar funds
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.