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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 | |
|---|---|---|---|---|---|---|
|
MJN
476
DELISTED
Mead Johnson Nutrition Company
MJN
| $9.55M | 0.02% |
120,960
+7,206
| +6% | +$568K |
|
477
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $9.5M | 0.02% |
437,600
+199,800
| +84% | +$4.44M |
|
|
ACAS
478
CALL
DELISTED
American Capital Ltd
ACAS
| $9.5M | 0.02% |
688,600
-348,400
| -34% | -$4.76M |
|
479
PUT
Danaher
DHR
$146B
| $9.41M | 0.02% |
150,717
+148,336
| +6,230% | +$9.28M |
|
|
RAD
480
CALL
DELISTED
Rite Aid Corporation
RAD
| $9.4M | 0.02% |
59,975
-78,540
| -57% | -$11.6M |
|
481
PUT
McDonald's
MCD
$194B
| $9.34M | 0.02% |
79,100
-540,100
| -87% | -$60.4M |
|
482
PUT
Itaú Unibanco
ITUB
$82.7B
| $9.33M | 0.02% |
3,249,714
| – | – |
|
483
PUT
Visa
V
$677B
| $9.27M | 0.02% |
119,500
-174,700
| -59% | -$13.5M |
|
|
B
484
PUT
Barrick Mining
B
$66B
| $9.27M | 0.02% |
1,255,800
-1,150,800
| -48% | -$8.58M |
|
485
Corning
GLW
$137B
| $9.26M | 0.02% |
506,405
+220,458
| +77% | +$4M |
|
|
AMTD
486
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $9.25M | 0.02% |
266,600
+13,500
| +5% | +$469K |
|
487
PUT
Assured Guaranty
AGO
$3.31B
| $9.25M | 0.02% |
350,000
+149,700
| +75% | +$4.01M |
|
|
CTRA
488
CALL
DELISTED
Coterra Energy
CTRA
| $9.21M | 0.02% |
520,600
+5,600
| +1% | +$112K |
|
489
CALL
Truist Financial
TFC
$63.9B
| $9.2M | 0.02% |
243,400
+55,000
| +29% | +$2.07M |
|
|
LNKD
490
CALL
DELISTED
LinkedIn Corporation
LNKD
| $9.19M | 0.02% |
40,800
-30,000
| -42% | -$6.81M |
|
491
CALL
Tenet Healthcare
THC
$20.9B
| $9.09M | 0.02% |
300,000
+292,400
| +3,847% | +$9.59M |
|
|
BRCM
492
PUT
DELISTED
BROADCOM CORP CL-A
BRCM
| $9.09M | 0.02% |
157,200
-68,800
| -30% | -$3.7M |
|
493
CALL
Illinois Tool Works
ITW
$83.5B
| $9.04M | 0.02% |
97,600
+24,400
| +33% | +$2.21M |
|
|
STI
494
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $9.01M | 0.02% |
210,400
+58,300
| +38% | +$2.46M |
|
495
PUT
Transocean
RIG
$6.49B
| $8.99M | 0.02% |
725,800
-2,051,400
| -74% | -$29.6M |
|
496
PUT
Eaton
ETN
$178B
| $8.96M | 0.02% |
172,300
+157,200
| +1,041% | +$8.51M |
|
497
CALL
UnitedHealth
UNH
$361B
| $8.92M | 0.02% |
75,800
+8,400
| +12% | +$982K |
|
|
BWLD
498
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $8.86M | 0.02% |
55,481
+29,554
| +114% | +$4.93M |
|
499
PUT
The Mosaic Company
MOS
$7.34B
| $8.83M | 0.02% |
320,200
+27,100
| +9% | +$865K |
|
500
CALL
NextEra Energy
NEE
$179B
| $8.82M | 0.02% |
339,600
+215,600
| +174% | +$5.45M |
|
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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.