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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 | |
|---|---|---|---|---|---|---|
501
CALL
Trip.com Group
TCOM
$29.1B
| $8.76M | 0.02% |
188,900
+164,300
| +668% | +$7.51M |
|
502
PUT
Merck
MRK
$322B
| $8.72M | 0.02% |
173,025
-74,617
| -30% | -$3.76M |
|
|
X
503
PUT
DELISTED
US Steel
X
| $8.7M | 0.02% |
1,090,400
-122,900
| -10% | -$1.21M |
|
|
ACAS
504
PUT
DELISTED
American Capital Ltd
ACAS
| $8.69M | 0.02% |
+630,000
| New | +$8.61M |
|
505
CALL
Lowe's Companies
LOW
$124B
| $8.65M | 0.02% |
113,700
+73,600
| +184% | +$5.46M |
|
506
CALL
SLB Ltd
SLB
$79.7B
| $8.64M | 0.02% |
123,700
-21,700
| -15% | -$1.62M |
|
|
TTM
507
PUT
DELISTED
Tata Motors Limited
TTM
| $8.61M | 0.02% |
292,000
-29,300
| -9% | -$851K |
|
508
Amgen
AMGN
$224B
| $8.5M | 0.02% |
52,380
+8,172
| +18% | +$1.28M |
|
509
PUT
Pultegroup
PHM
$25.2B
| $8.39M | 0.02% |
470,800
-15,300
| -3% | -$285K |
|
510
PUT
Ralph Lauren
RL
$23.7B
| $8.37M | 0.02% |
75,100
-6,600
| -8% | -$782K |
|
511
CALL
Capital One
COF
$134B
| $8.37M | 0.02% |
115,900
+68,600
| +145% | +$5.25M |
|
|
ENLK
512
CALL
DELISTED
EnLink Midstream Partners, LP
ENLK
| $8.29M | 0.02% |
+500,000
| New | +$8.09M |
|
513
PUT
BHP
BHP
$229B
| $8.27M | 0.02% |
359,953
-49,997
| -12% | -$1.34M |
|
|
MDVN
514
CALL
DELISTED
MEDIVATION, INC.
MDVN
| $8.22M | 0.02% |
170,000
| – | – |
|
|
STI
515
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $8.2M | 0.02% |
191,400
+9,700
| +5% | +$408K |
|
516
PUT
United States Natural Gas Fund
UNG
$494M
| $8.19M | 0.02% |
59,063
+34,807
| +143% | +$5.25M |
|
517
CALL
Constellation Brands
STZ
$22.9B
| $8.19M | 0.02% |
57,500
+45,900
| +396% | +$6.32M |
|
518
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$308M
| $8.16M | 0.02% |
185,131
-39,283
| -18% | -$1.72M |
|
519
General Motors
GM
$78.4B
| $8.09M | 0.02% |
237,983
+162,455
| +215% | +$5.64M |
|
|
520
PUT
iShares MSCI South Korea ETF
EWY
$25.9B
| $8.02M | 0.02% |
161,500
+81,500
| +102% | +$4.28M |
|
521
PUT
Altria Group
MO
$109B
| $7.88M | 0.02% |
135,400
-35,200
| -21% | -$2.04M |
|
522
CALL
T-Mobile US
TMUS
$192B
| $7.87M | 0.02% |
201,200
+198,900
| +8,648% | +$7.68M |
|
523
PUT
Travelers Companies
TRV
$78.3B
| $7.86M | 0.02% |
69,600
+4,300
| +7% | +$478K |
|
|
WCG
524
CALL
DELISTED
Wellcare Health Plans, Inc.
WCG
| $7.82M | 0.02% |
100,000
| – | – |
|
525
PUT
Akamai
AKAM
$16.8B
| $7.79M | 0.02% |
148,000
+115,700
| +358% | +$7.11M |
|
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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.