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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 | |
|---|---|---|---|---|---|---|
426
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $11M | 0.02% |
104,200
-59,500
| -36% | -$6.34M |
|
427
Yelp
YELP
$1.25B
| $11M | 0.02% |
381,418
-81,920
| -18% | -$2.15M |
|
428
CALL
BP
BP
$110B
| $11M | 0.02% |
417,519
+220,229
| +112% | +$6.26M |
|
|
MJN
429
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
| $11M | 0.02% |
139,000
+18,800
| +16% | +$1.48M |
|
430
PUT
Cheniere Energy
LNG
$55B
| $11M | 0.02% |
294,500
+49,700
| +20% | +$2.26M |
|
|
RSX
431
DELISTED
VanEck Russia ETF
RSX
| $10.9M | 0.02% |
746,702
-283,301
| -28% | -$4.63M |
|
|
432
PUT
Yelp
YELP
$1.25B
| $10.9M | 0.02% |
379,400
-56,100
| -13% | -$1.47M |
|
|
HES
433
PUT
DELISTED
Hess
HES
| $10.9M | 0.02% |
225,400
+23,300
| +12% | +$1.32M |
|
|
BBBY
434
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $10.9M | 0.02% |
225,700
+94,000
| +71% | +$5.22M |
|
435
PUT
EOG Resources
EOG
$74.8B
| $10.8M | 0.02% |
152,500
-12,800
| -8% | -$1.04M |
|
436
PUT
iShares MSCI Japan ETF
EWJ
$23.1B
| $10.8M | 0.02% |
222,500
-77,000
| -26% | -$3.78M |
|
437
CALL
Pfizer
PFE
$150B
| $10.8M | 0.02% |
351,825
-364,473
| -51% | -$11.5M |
|
438
iShares Silver Trust
SLV
$32.1B
| $10.8M | 0.02% |
815,667
+487,559
| +149% | +$6.87M |
|
439
CALL
Aflac
AFL
$60.4B
| $10.7M | 0.02% |
357,200
+112,200
| +46% | +$3.49M |
|
440
PUT
Simon Property Group
SPG
$71B
| $10.7M | 0.02% |
55,000
+23,200
| +73% | +$4.49M |
|
441
PUT
iShares Russell 2000 Growth ETF
IWO
$15B
| $10.7M | 0.02% |
+76,600
| New | +$10.9M |
|
442
Advance Auto Parts
AAP
$3.18B
| $10.7M | 0.02% |
70,866
+19,619
| +38% | +$3.41M |
|
|
TWX
443
PUT
DELISTED
Time Warner Inc
TWX
| $10.6M | 0.02% |
163,800
+5,200
| +3% | +$363K |
|
444
PUT
Sonida Senior Living
SNDA
$1.88B
| $10.5M | 0.02% |
+33,633
| New | +$11.2M |
|
445
PUT
Cummins
CMI
$88.3B
| $10.5M | 0.02% |
119,200
-58,100
| -33% | -$5.8M |
|
446
PUT
Phillips 66
PSX
$90B
| $10.5M | 0.02% |
128,100
-31,100
| -20% | -$2.68M |
|
447
CALL
BioMarin Pharmaceuticals
BMRN
$13.5B
| $10.5M | 0.02% |
100,000
+75,000
| +300% | +$7.83M |
|
448
PUT
Southwest Airlines
LUV
$22.1B
| $10.5M | 0.02% |
243,100
-87,600
| -26% | -$3.88M |
|
|
449
PUT
Aflac
AFL
$60.4B
| $10.4M | 0.02% |
347,800
+80,400
| +30% | +$2.5M |
|
450
PUT
Capri Holdings
CPRI
$1.74B
| $10.3M | 0.02% |
258,200
-88,700
| -26% | -$3.65M |
|
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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.