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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 | |
|---|---|---|---|---|---|---|
351
NVIDIA
NVDA
$5.41T
| $14.5M | 0.03% |
17,578,880
+13,973,400
| +388% | +$10.5M |
|
352
PUT
KKR & Co
KKR
$98.8B
| $14.5M | 0.03% |
928,500
-98,000
| -10% | -$1.68M |
|
353
CALL
Dollar General
DG
$26.3B
| $14.4M | 0.03% |
200,800
+165,500
| +469% | +$11.2M |
|
354
PUT
Freeport-McMoran
FCX
$96.8B
| $14.4M | 0.03% |
2,123,200
-158,500
| -7% | -$1.51M |
|
355
ConocoPhillips
COP
$151B
| $14.4M | 0.03% |
307,747
+291,035
| +1,741% | +$15.2M |
|
356
CALL
Las Vegas Sands
LVS
$29.6B
| $14.3M | 0.03% |
325,800
+173,200
| +113% | +$7.88M |
|
357
CALL
Merck
MRK
$327B
| $14.2M | 0.03% |
282,226
-64,557
| -19% | -$3.25M |
|
358
CALL
Tyson Foods
TSN
$19.6B
| $14M | 0.03% |
262,800
-282,300
| -52% | -$13.6M |
|
359
CALL
Macy's
M
$6.24B
| $13.9M | 0.03% |
398,800
+184,600
| +86% | +$8M |
|
|
PNRA
360
PUT
DELISTED
Panera Bread Co
PNRA
| $13.7M | 0.03% |
70,500
+21,100
| +43% | +$3.92M |
|
361
PUT
Kroger
KR
$34.3B
| $13.7M | 0.03% |
327,900
+51,300
| +19% | +$1.99M |
|
362
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.54B
| $13.7M | 0.03% |
397,600
+138,200
| +53% | +$4.93M |
|
363
CALL
iShares US Real Estate ETF
IYR
$4.51B
| $13.7M | 0.03% |
182,300
+33,300
| +22% | +$2.49M |
|
364
PUT
Union Pacific
UNP
$174B
| $13.7M | 0.03% |
174,600
-171,900
| -50% | -$14.7M |
|
365
PUT
Corning
GLW
$144B
| $13.6M | 0.03% |
746,400
+229,400
| +44% | +$4.16M |
|
|
366
CALL
Freeport-McMoran
FCX
$96.8B
| $13.6M | 0.03% |
2,006,800
-333,300
| -14% | -$3.17M |
|
367
PUT
Regeneron Pharmaceuticals
REGN
$81.8B
| $13.6M | 0.03% |
25,000
| – | – |
|
|
MNDT
368
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $13.5M | 0.03% |
651,000
-428,100
| -40% | -$10.7M |
|
369
PUT
ProShares UltraShort Real Estate
SRS
$16.3M
| $13.4M | 0.03% |
37,500
| – | – |
|
370
CALL
Broadcom
AVGO
$2T
| $13.4M | 0.03% |
925,000
-439,000
| -32% | -$5.7M |
|
371
PUT
Costco
COST
$420B
| $13.4M | 0.03% |
82,900
+37,000
| +81% | +$5.85M |
|
372
CALL
Target
TGT
$69.2B
| $13.4M | 0.03% |
184,200
-295,900
| -62% | -$22.1M |
|
373
CALL
Plains All American Pipeline
PAA
$16.3B
| $13.3M | 0.03% |
575,000
+505,000
| +721% | +$13.6M |
|
374
CALL
Southwest Airlines
LUV
$21.9B
| $13.3M | 0.03% |
308,400
+26,300
| +9% | +$1.16M |
|
375
PUT
Texas Instruments
TXN
$255B
| $13.2M | 0.03% |
241,100
+72,800
| +43% | +$4.06M |
|
Similar funds
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.