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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 | |
|---|---|---|---|---|---|---|
76
PUT
Cisco
CSCO
$457B
| $83.4M | 0.17% |
3,072,700
+912,100
| +42% | +$25.2M |
|
77
CALL
Verizon
VZ
$195B
| $82.5M | 0.17% |
1,785,600
-129,400
| -7% | -$5.88M |
|
78
CALL
IBM
IBM
$211B
| $82.2M | 0.17% |
624,985
+148,427
| +31% | +$19.9M |
|
79
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $82.2M | 0.17% |
681,500
-1,992,200
| -75% | -$243M |
|
|
80
PUT
IBM
IBM
$211B
| $81.7M | 0.17% |
620,906
-241,312
| -28% | -$32.4M |
|
81
PUT
Caterpillar
CAT
$375B
| $80.2M | 0.16% |
1,180,000
-125,600
| -10% | -$8.78M |
|
|
82
CALL
American Express
AXP
$227B
| $79.1M | 0.16% |
1,137,400
+593,800
| +109% | +$43.2M |
|
83
CALL
United States Oil Fund
USO
$2.15B
| $79.1M | 0.16% |
898,575
-307,225
| -25% | -$32.7M |
|
|
84
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $79M | 0.16% |
655,400
-641,200
| -49% | -$78.1M |
|
|
85
Amazon
AMZN
$2.92T
| $78.2M | 0.16% |
2,313,320
+1,911,460
| +476% | +$60.3M |
|
|
86
CALL
DuPont de Nemours
DD
$18.5B
| $77.1M | 0.16% |
591,729
+541,974
| +1,089% | +$69.6M |
|
87
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $77M | 0.16% |
3,875,500
+300,000
| +8% | +$5.97M |
|
88
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
| $76.1M | 0.15% |
1,520,178
-109,537
| -7% | -$5.83M |
|
|
TWTR
89
CALL
DELISTED
Twitter, Inc.
TWTR
| $75.3M | 0.15% |
3,253,200
+827,900
| +34% | +$22.1M |
|
90
PUT
Delta Air Lines
DAL
$57.5B
| $75.2M | 0.15% |
1,483,500
-935,300
| -39% | -$46.2M |
|
|
91
CALL
Amazon
AMZN
$2.92T
| $74.8M | 0.15% |
2,212,000
-3,234,000
| -59% | -$102M |
|
|
RSX
92
PUT
DELISTED
VanEck Russia ETF
RSX
| $74.2M | 0.15% |
5,067,700
+3,422,900
| +208% | +$56M |
|
93
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
| $73.6M | 0.15% |
609,200
-84,250
| -12% | -$12M |
|
94
iShares China Large-Cap ETF
FXI
$4.37B
| $70.9M | 0.14% |
2,008,808
-425,189
| -17% | -$16M |
|
95
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
| $70.4M | 0.14% |
277,000
+29,900
| +12% | +$7.78M |
|
|
YHOO
96
CALL
DELISTED
Yahoo Inc
YHOO
| $69.4M | 0.14% |
2,085,400
-1,107,500
| -35% | -$37M |
|
97
PUT
General Motors
GM
$80.4B
| $67M | 0.14% |
1,970,500
-853,300
| -30% | -$29.6M |
|
98
PUT
Qualcomm
QCOM
$155B
| $66.2M | 0.13% |
1,324,400
-1,647,300
| -55% | -$87.9M |
|
99
PUT
Baidu
BIDU
$37.7B
| $65.8M | 0.13% |
347,900
-89,800
| -21% | -$16.5M |
|
100
CALL
Electronic Arts
EA
$53B
| $64.4M | 0.13% |
937,200
+808,300
| +627% | +$56.7M |
|
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.