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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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$791B
| $9.22B | 18.74% |
45,224,600
+13,744,600
| +44% | +$2.82B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$791B
| $6.81B | 13.84% |
33,401,100
-2,162,300
| -6% | -$444M |
|
|
3
PUT
iShares Russell 2000 ETF
IWM
$80B
| $2.91B | 5.91% |
25,822,500
+5,375,000
| +26% | +$620M |
|
|
4
CALL
iShares Russell 2000 ETF
IWM
$80B
| $1.02B | 2.07% |
9,061,700
-511,800
| -5% | -$59M |
|
|
5
PUT
iShares MSCI EAFE ETF
EFA
$78.2B
| $868M | 1.76% |
14,789,700
+5,852,200
| +65% | +$353M |
|
|
6
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.9B
| $652M | 1.32% |
20,248,900
-12,254,900
| -38% | -$420M |
|
7
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $572M | 1.16% |
7,096,700
+1,281,200
| +22% | +$107M |
|
8
CALL
Invesco QQQ Trust
QQQ
$454B
| $507M | 1.03% |
4,532,500
+2,612,400
| +136% | +$291M |
|
|
9
PUT
Invesco QQQ Trust
QQQ
$454B
| $450M | 0.91% |
4,021,500
-2,900
| -0.1% | -$323K |
|
10
PUT
iShares China Large-Cap ETF
FXI
$4.37B
| $406M | 0.83% |
11,517,900
+1,198,100
| +12% | +$45M |
|
11
PUT
iShares MSCI Brazil ETF
EWZ
$9.28B
| $389M | 0.79% |
18,825,300
+2,340,200
| +14% | +$54.5M |
|
|
12
CALL
SPDR Gold Trust
GLD
$132B
| $388M | 0.79% |
3,824,700
-717,900
| -16% | -$75.9M |
|
|
13
PUT
Microsoft
MSFT
$3.43T
| $386M | 0.79% |
6,966,300
+2,028,100
| +41% | +$107M |
|
14
PUT
Apple
AAPL
$4.5T
| $377M | 0.77% |
14,324,000
-1,660,000
| -10% | -$47.4M |
|
|
15
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.9B
| $376M | 0.76% |
11,680,100
-9,512,900
| -45% | -$326M |
|
16
CALL
Meta Platforms (Facebook)
META
$1.41T
| $371M | 0.75% |
3,542,600
-736,800
| -17% | -$75.7M |
|
17
PUT
Goldman Sachs
GS
$302B
| $342M | 0.7% |
1,898,600
-60,200
| -3% | -$11.2M |
|
|
18
CALL
iShares MSCI Brazil ETF
EWZ
$9.28B
| $342M | 0.69% |
16,528,400
+198,400
| +1% | +$4.62M |
|
19
PUT
JPMorgan Chase
JPM
$939B
| $332M | 0.67% |
5,025,000
-45,200
| -0.9% | -$2.94M |
|
20
PUT
Morgan Stanley
MS
$333B
| $313M | 0.64% |
9,836,100
-239,700
| -2% | -$7.96M |
|
|
21
CALL
Goldman Sachs
GS
$302B
| $312M | 0.63% |
1,732,200
-516,100
| -23% | -$95.9M |
|
|
MON
22
CALL
DELISTED
Monsanto Co
MON
| $291M | 0.59% |
2,954,300
+2,875,300
| +3,640% | +$270M |
|
23
CALL
RTX Corp
RTX
$291B
| $285M | 0.58% |
4,720,601
+4,301,105
| +1,025% | +$260M |
|
24
PUT
Citigroup
C
$224B
| $259M | 0.53% |
5,010,800
+2,836,400
| +130% | +$151M |
|
|
25
CALL
Apple
AAPL
$4.5T
| $255M | 0.52% |
9,707,600
+6,615,200
| +214% | +$189M |
|
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.