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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 | |
|---|---|---|---|---|---|---|
526
CALL
Johnson & Johnson
JNJ
$626B
| $7.76M | 0.02% |
75,500
-578,200
| -88% | -$58.1M |
|
527
PUT
Agilent Technologies
A
$42.2B
| $7.74M | 0.02% |
+185,000
| New | +$7.16M |
|
528
CALL
Cintas
CTAS
$82.1B
| $7.72M | 0.02% |
339,200
+117,200
| +53% | +$2.67M |
|
529
Hewlett Packard
HPE
$72B
| $7.7M | 0.02% |
+871,694
| New | +$7.3M |
|
530
Kimberly-Clark
KMB
$36.1B
| $7.69M | 0.02% |
60,426
+54,106
| +856% | +$6.5M |
|
531
PUT
Abercrombie & Fitch
ANF
$5.24B
| $7.69M | 0.02% |
284,800
+1,000
| +0.4% | +$23.2K |
|
532
PUT
Best Buy
BBY
$17.6B
| $7.66M | 0.02% |
251,600
+116,400
| +86% | +$3.85M |
|
533
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $7.55M | 0.02% |
347,800
+213,400
| +159% | +$4.74M |
|
534
CALL
Altria Group
MO
$109B
| $7.51M | 0.02% |
129,000
-253,900
| -66% | -$14.7M |
|
535
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$308M
| $7.49M | 0.02% |
170,000
-75,000
| -31% | -$3.29M |
|
536
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$414M
| $7.42M | 0.02% |
289,200
-44,000
| -13% | -$1.12M |
|
537
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.6B
| $7.41M | 0.02% |
65,000
+44,400
| +216% | +$5.13M |
|
538
PUT
AbbVie
ABBV
$442B
| $7.39M | 0.02% |
124,800
-131,700
| -51% | -$7.59M |
|
|
SYT
539
CALL
DELISTED
Syngenta Ag
SYT
| $7.38M | 0.02% |
93,700
-96,300
| -51% | -$6.89M |
|
540
CALL
Bausch Health
BHC
$2.33B
| $7.37M | 0.02% |
72,500
+51,100
| +239% | +$5.74M |
|
541
The Mosaic Company
MOS
$7.34B
| $7.36M | 0.02% |
266,890
+51,821
| +24% | +$1.65M |
|
542
PUT
Emerson Electric
EMR
$91.7B
| $7.29M | 0.01% |
152,500
+9,500
| +7% | +$452K |
|
543
CALL
Zillow
Z
$7.68B
| $7.28M | 0.01% |
310,000
+130,000
| +72% | +$3.44M |
|
|
GG
544
DELISTED
Goldcorp Inc
GG
| $7.24M | 0.01% |
626,130
-343,303
| -35% | -$4.37M |
|
545
PUT
Williams Companies
WMB
$88.4B
| $7.23M | 0.01% |
281,300
-532,500
| -65% | -$18.6M |
|
|
CHK
546
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $7.22M | 0.01% |
8,025
-1,687
| -17% | -$2.1M |
|
|
TIF
547
CALL
DELISTED
Tiffany & Co.
TIF
| $7.22M | 0.01% |
94,600
+79,600
| +531% | +$6.22M |
|
548
CALL
Transocean
RIG
$6.49B
| $7.21M | 0.01% |
582,700
-486,700
| -46% | -$7.02M |
|
549
WisdomTree India Earnings Fund ETF
EPI
$2.05B
| $7.2M | 0.01% |
362,290
+334,474
| +1,202% | +$6.66M |
|
550
CALL
Yum! Brands
YUM
$39.5B
| $7.19M | 0.01% |
136,874
+39,782
| +41% | +$2.08M |
|
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.