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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 | |
|---|---|---|---|---|---|---|
|
GMCR
276
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
| $21.1M | 0.04% |
234,700
+220,600
| +1,565% | +$13.7M |
|
277
MetLife
MET
$61.7B
| $21M | 0.04% |
488,600
+215,633
| +79% | +$9.48M |
|
278
CALL
APA Corp
APA
$13.9B
| $20.9M | 0.04% |
470,400
+35,800
| +8% | +$1.67M |
|
279
PUT
Prudential Financial
PRU
$42.9B
| $20.6M | 0.04% |
252,900
+230,500
| +1,029% | +$19.1M |
|
280
CALL
Sinclair Inc
SBGI
$1.02B
| $20.6M | 0.04% |
632,200
+603,700
| +2,118% | +$19.2M |
|
281
CALL
KKR & Co
KKR
$104B
| $20.4M | 0.04% |
1,311,600
+520,500
| +66% | +$8.9M |
|
282
PUT
Hewlett Packard
HPE
$80B
| $20.4M | 0.04% |
+2,312,257
| New | +$19.4M |
|
283
CALL
United Parks & Resorts
PRKS
$2.06B
| $20.4M | 0.04% |
1,036,900
+743,000
| +253% | +$13.8M |
|
284
PayPal
PYPL
$51.7B
| $20.2M | 0.04% |
556,653
+486,122
| +689% | +$17.2M |
|
285
CALL
Air Products & Chemicals
APD
$67.8B
| $20.1M | 0.04% |
167,015
+6,811
| +4% | +$857K |
|
286
CALL
Boeing
BA
$182B
| $20M | 0.04% |
138,600
+70,200
| +103% | +$10.1M |
|
287
PUT
Deere & Co
DE
$166B
| $20M | 0.04% |
262,000
-338,100
| -56% | -$26.2M |
|
288
CALL
Cummins
CMI
$87.1B
| $19.9M | 0.04% |
226,700
+50,700
| +29% | +$5.06M |
|
289
CALL
Baidu
BIDU
$35.5B
| $19.9M | 0.04% |
105,200
+35,600
| +51% | +$6.56M |
|
|
290
iShares Russell 2000 ETF
IWM
$82.6B
| $19.7M | 0.04% |
175,147
-3,032,423
| -95% | -$350M |
|
291
Micron Technology
MU
$1.09T
| $19.6M | 0.04% |
1,382,700
+113,346
| +9% | +$1.81M |
|
292
Newmont
NEM
$120B
| $19.4M | 0.04% |
1,079,405
+1,075,116
| +25,067% | +$19.8M |
|
|
GOLD
293
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $19.3M | 0.04% |
314,268
+170,824
| +119% | +$10.8M |
|
|
ESRX
294
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $19.1M | 0.04% |
218,900
+76,100
| +53% | +$6.52M |
|
295
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.6B
| $19.1M | 0.04% |
489,600
+482,600
| +6,894% | +$19.2M |
|
296
Trip.com Group
TCOM
$28.4B
| $18.9M | 0.04% |
408,513
+219,763
| +116% | +$10.1M |
|
297
PUT
Toyota
TM
$223B
| $18.8M | 0.04% |
153,000
-39,600
| -21% | -$4.9M |
|
298
CALL
Welltower
WELL
$169B
| $18.8M | 0.04% |
276,700
+262,500
| +1,849% | +$17.1M |
|
299
Wells Fargo
WFC
$267B
| $18.8M | 0.04% |
346,017
-26,277
| -7% | -$1.43M |
|
300
VanEck Gold Miners ETF
GDX
$26.9B
| $18.8M | 0.04% |
1,369,630
-218,730
| -14% | -$3.18M |
|
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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.