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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 | |
|---|---|---|---|---|---|---|
676
PUT
Zimmer Biomet
ZBH
$18.5B
| $5.13M | 0.01% |
51,500
| – | – |
|
677
PUT
O'Reilly Automotive
ORLY
$74.9B
| $5.12M | 0.01% |
303,000
-306,000
| -50% | -$5.31M |
|
678
LyondellBasell Industries
LYB
$20.7B
| $5.09M | 0.01% |
+58,630
| New | +$5.4M |
|
679
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.1B
| $5.08M | 0.01% |
20,000
-300
| -1% | -$78.1K |
|
680
PUT
CBRE Group
CBRE
$42.7B
| $5.06M | 0.01% |
+146,400
| New | +$5.16M |
|
681
CALL
Itaú Unibanco
ITUB
$82.7B
| $5.04M | 0.01% |
1,756,562
| – | – |
|
682
CALL
Quest Diagnostics
DGX
$26.2B
| $5.04M | 0.01% |
70,800
+5,800
| +9% | +$390K |
|
|
AIRM
683
CALL
DELISTED
Air Methods Corp
AIRM
| $5.03M | 0.01% |
+120,000
| New | +$4.87M |
|
684
CALL
Fastenal
FAST
$60.1B
| $5.03M | 0.01% |
492,800
+440,400
| +840% | +$4.34M |
|
685
Lam Research
LRCX
$390B
| $5.02M | 0.01% |
631,870
-1,645,250
| -72% | -$12.4M |
|
686
Williams Companies
WMB
$88.4B
| $4.97M | 0.01% |
+193,389
| New | +$6.76M |
|
|
QLIK
687
CALL
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $4.95M | 0.01% |
156,400
-188,600
| -55% | -$6.18M |
|
688
CALL
AB InBev
BUD
$159B
| $4.95M | 0.01% |
39,600
+34,200
| +633% | +$4.14M |
|
|
TTM
689
CALL
DELISTED
Tata Motors Limited
TTM
| $4.92M | 0.01% |
167,000
+155,300
| +1,327% | +$4.51M |
|
690
PUT
Applied Materials
AMAT
$417B
| $4.92M | 0.01% |
263,300
-67,000
| -20% | -$1.16M |
|
|
ESRX
691
DELISTED
Express Scripts Holding Company
ESRX
| $4.89M | 0.01% |
55,924
+35,610
| +175% | +$3.05M |
|
692
PUT
Under Armour
UAA
$2.29B
| $4.88M | 0.01% |
121,200
-112,800
| -48% | -$5.14M |
|
693
PUT
HCA Healthcare
HCA
$89.1B
| $4.88M | 0.01% |
72,200
-15,200
| -17% | -$1.06M |
|
694
iShares US Real Estate ETF
IYR
$4.48B
| $4.85M | 0.01% |
64,550
-76,490
| -54% | -$5.71M |
|
695
iShares National Muni Bond ETF
MUB
$45.8B
| $4.79M | 0.01% |
43,226
+43,018
| +20,682% | +$4.72M |
|
696
CALL
Amgen
AMGN
$224B
| $4.77M | 0.01% |
29,400
+4,400
| +18% | +$692K |
|
|
GWPH
697
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $4.77M | 0.01% |
+68,700
| New | +$5.6M |
|
698
PUT
United Rentals
URI
$71.2B
| $4.76M | 0.01% |
65,600
+15,400
| +31% | +$1.11M |
|
|
TRQ
699
PUT
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $4.76M | 0.01% |
187,500
-225,000
| -55% | -$6.09M |
|
700
SLB Ltd
SLB
$79.7B
| $4.75M | 0.01% |
68,137
+13,313
| +24% | +$997K |
|
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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.