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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 | |
|---|---|---|---|---|---|---|
|
NE
551
CALL
DELISTED
Noble Corporation
NE
| $7.19M | 0.01% |
681,500
-10,100
| -1% | -$127K |
|
552
CALL
BlackBerry
BB
$5.26B
| $7.19M | 0.01% |
774,800
+606,400
| +360% | +$4.66M |
|
553
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$426M
| $7.18M | 0.01% |
+89,100
| New | +$7.11M |
|
554
PUT
Bristol-Myers Squibb
BMY
$130B
| $7.18M | 0.01% |
104,400
-63,300
| -38% | -$4.18M |
|
555
PUT
Zions Bancorporation
ZION
$10.4B
| $7.18M | 0.01% |
263,100
+11,300
| +4% | +$324K |
|
|
TFCFA
556
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $7.16M | 0.01% |
263,500
-411,700
| -61% | -$11.9M |
|
557
PUT
Adobe
ADBE
$105B
| $7.13M | 0.01% |
75,900
+33,800
| +80% | +$3.04M |
|
|
HES
558
CALL
DELISTED
Hess
HES
| $7.13M | 0.01% |
147,000
+140,500
| +2,162% | +$7.97M |
|
559
Vale
VALE
$60.9B
| $7.12M | 0.01% |
2,163,294
+1,030,182
| +91% | +$4.11M |
|
|
PARA
560
PUT
DELISTED
Paramount Global Class B
PARA
| $7.07M | 0.01% |
150,000
+149,600
| +37,400% | +$7.02M |
|
561
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $7.07M | 0.01% |
98,100
+50,000
| +104% | +$3.53M |
|
562
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.4B
| $7.02M | 0.01% |
100,000
-98,000
| -49% | -$6.68M |
|
|
563
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.4B
| $7.02M | 0.01% |
100,000
-36,500
| -27% | -$2.49M |
|
564
CALL
H&R Block
HRB
$5.92B
| $7.02M | 0.01% |
210,700
+187,800
| +820% | +$6.67M |
|
565
CALL
Lamar Advertising Co
LAMR
$15.6B
| $7.02M | 0.01% |
117,000
+29,000
| +33% | +$1.67M |
|
566
PUT
GoPro
GPRO
$114M
| $7M | 0.01% |
388,600
+120,000
| +45% | +$2.79M |
|
567
Boeing
BA
$184B
| $6.99M | 0.01% |
48,373
-21,865
| -31% | -$3.15M |
|
568
PUT
Domino's
DPZ
$11.8B
| $6.99M | 0.01% |
62,800
+57,000
| +983% | +$6.1M |
|
|
DISH
569
DELISTED
DISH Network Corp.
DISH
| $6.98M | 0.01% |
122,119
+48,758
| +66% | +$2.99M |
|
570
PUT
Cognizant
CTSH
$26.4B
| $6.98M | 0.01% |
116,300
-100,900
| -46% | -$6.5M |
|
571
Vodafone
VOD
$36.7B
| $6.95M | 0.01% |
215,409
+98,692
| +85% | +$3.22M |
|
572
PUT
Wynn Resorts
WYNN
$10.8B
| $6.92M | 0.01% |
100,000
+76,700
| +329% | +$5.12M |
|
573
PUT
NGL Energy Partners
NGL
$2.13B
| $6.9M | 0.01% |
+625,000
| New | +$10.1M |
|
574
PUT
Synchrony
SYF
$25.5B
| $6.9M | 0.01% |
+226,900
| New | +$7.11M |
|
575
Capri Holdings
CPRI
$1.77B
| $6.87M | 0.01% |
171,591
-53,614
| -24% | -$2.21M |
|
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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.