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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
+130.57%
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 | |
|---|---|---|---|---|---|---|
51
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
| $120M | 0.24% |
1,125,200
+793,100
| +239% | +$85.1M |
|
|
52
State Street SPDR S&P 500 ETF Trust
SPY
$790B
| $119M | 0.24% |
585,706
+560,705
| +2,243% | +$115M |
|
53
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
| $119M | 0.24% |
2,375,000
-160,000
| -6% | -$8.51M |
|
54
CALL
Morgan Stanley
MS
$331B
| $111M | 0.23% |
3,491,800
+1,183,400
| +51% | +$39.3M |
|
55
CALL
Comcast
CMCSA
$85B
| $110M | 0.22% |
3,914,600
+1,304,600
| +50% | +$39.3M |
|
|
MON
56
PUT
DELISTED
Monsanto Co
MON
| $108M | 0.22% |
1,099,200
+832,300
| +312% | +$78.2M |
|
57
PUT
Tesla
TSLA
$1.23T
| $107M | 0.22% |
6,715,500
+4,563,000
| +212% | +$68.3M |
|
58
PUT
Alibaba
BABA
$293B
| $107M | 0.22% |
1,312,500
-378,700
| -22% | -$29.7M |
|
59
PUT
United States Oil Fund
USO
$2.15B
| $100M | 0.2% |
1,137,750
-222,163
| -16% | -$23.7M |
|
|
VXX
60
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $98.9M | 0.2% |
307,475
-131,525
| -30% | -$41.8M |
|
61
CALL
Wells Fargo
WFC
$261B
| $97.2M | 0.2% |
1,788,900
-295,000
| -14% | -$16M |
|
62
CALL
Coca-Cola
KO
$377B
| $95.3M | 0.19% |
2,217,700
+10,700
| +0.5% | +$454K |
|
63
PUT
iShares MSCI Australia ETF
EWA
$1.39B
| $94.6M | 0.19% |
4,991,200
+250,000
| +5% | +$4.73M |
|
64
PUT
Bank of America
BAC
$435B
| $94.2M | 0.19% |
5,599,900
+782,900
| +16% | +$13.2M |
|
65
PUT
United Parcel Service
UPS
$88.6B
| $94.2M | 0.19% |
978,400
-295,800
| -23% | -$30.2M |
|
66
PUT
Walt Disney
DIS
$167B
| $93.7M | 0.19% |
891,900
-41,600
| -4% | -$4.64M |
|
67
PUT
Sysco
SYY
$40.8B
| $92.8M | 0.19% |
2,263,600
+5,000
| +0.2% | +$205K |
|
|
68
Microsoft
MSFT
$3.45T
| $91.6M | 0.19% |
1,651,288
+1,638,216
| +12,532% | +$86.2M |
|
69
PUT
PepsiCo
PEP
$190B
| $90.8M | 0.18% |
908,800
-286,600
| -24% | -$28.6M |
|
70
PUT
Gilead Sciences
GILD
$162B
| $90.7M | 0.18% |
896,800
+181,900
| +25% | +$18.9M |
|
|
71
SPDR Gold Trust
GLD
$131B
| $90.5M | 0.18% |
891,713
+579,657
| +186% | +$61.3M |
|
72
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
| $86.5M | 0.18% |
497,000
+495,200
| +27,511% | +$86.5M |
|
|
VXX
73
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $85.8M | 0.17% |
266,706
+25,012
| +10% | +$7.96M |
|
74
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
| $85M | 0.17% |
2,817,000
-969,800
| -26% | -$31.9M |
|
75
PUT
Electronic Arts
EA
$53B
| $83.5M | 0.17% |
1,214,500
-18,200
| -1% | -$1.28M |
|
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.