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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 | |
|---|---|---|---|---|---|---|
576
Itaú Unibanco
ITUB
$82.7B
| $6.84M | 0.01% |
2,381,732
-298,400
| -11% | -$948K |
|
577
CALL
iShares MSCI Germany ETF
EWG
$1.68B
| $6.81M | 0.01% |
260,000
-250,000
| -49% | -$6.62M |
|
578
CALL
Applied Materials
AMAT
$417B
| $6.81M | 0.01% |
364,700
-35,900
| -9% | -$624K |
|
579
Invesco DB US Dollar Index Bullish Fund
UUP
$414M
| $6.78M | 0.01% |
264,256
+177,107
| +203% | +$4.5M |
|
580
PUT
Zillow
ZG
$7.71B
| $6.76M | 0.01% |
259,600
+3,400
| +1% | +$96.9K |
|
|
SCTY
581
CALL
DELISTED
SolarCity Corporation
SCTY
| $6.7M | 0.01% |
131,300
-57,400
| -30% | -$2.23M |
|
582
CALL
Agilent Technologies
A
$42.2B
| $6.7M | 0.01% |
160,100
-54,100
| -25% | -$2.09M |
|
583
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $6.65M | 0.01% |
92,300
+59,200
| +179% | +$4.18M |
|
584
PUT
Molson Coors Class B
TAP
$7.83B
| $6.57M | 0.01% |
70,000
+50,000
| +250% | +$4.51M |
|
585
PUT
General Dynamics
GD
$106B
| $6.55M | 0.01% |
47,700
-14,500
| -23% | -$2.07M |
|
586
Expedia Group
EXPE
$38.5B
| $6.54M | 0.01% |
52,658
+14,361
| +37% | +$1.82M |
|
587
Union Pacific
UNP
$174B
| $6.53M | 0.01% |
83,480
-2,185
| -3% | -$187K |
|
588
PUT
Capital One
COF
$134B
| $6.48M | 0.01% |
89,700
+41,500
| +86% | +$3.18M |
|
589
PUT
Bunge Global
BG
$21.4B
| $6.47M | 0.01% |
94,800
-56,100
| -37% | -$3.95M |
|
|
FITB
590
PUT
Fifth Third Bancorp
FITB
$52.2B
| $6.47M | 0.01% |
321,900
-512,500
| -61% | -$10.2M |
|
591
PUT
Palo Alto Networks
PANW
$313B
| $6.45M | 0.01% |
219,600
-36,000
| -14% | -$1.04M |
|
592
PUT
Cheesecake Factory
CAKE
$5.63B
| $6.45M | 0.01% |
+139,800
| New | +$6.84M |
|
|
CLR
593
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $6.43M | 0.01% |
279,700
+6,400
| +2% | +$205K |
|
594
PUT
Whirlpool
WHR
$2.84B
| $6.39M | 0.01% |
43,500
-21,100
| -33% | -$3.27M |
|
595
PUT
Harley-Davidson
HOG
$2.78B
| $6.38M | 0.01% |
140,600
+18,000
| +15% | +$886K |
|
596
CALL
Herc Holdings
HRI
$5.72B
| $6.36M | 0.01% |
148,900
-102,733
| -41% | -$5.16M |
|
597
PUT
Royal Gold
RGLD
$19.8B
| $6.34M | 0.01% |
173,900
+41,100
| +31% | +$1.72M |
|
598
Texas Instruments
TXN
$257B
| $6.34M | 0.01% |
115,674
+111,198
| +2,484% | +$6.21M |
|
599
PUT
Waste Management
WM
$90.7B
| $6.33M | 0.01% |
118,700
-35,200
| -23% | -$1.87M |
|
|
K
600
CALL
DELISTED
Kellanova
K
| $6.32M | 0.01% |
93,188
+64,646
| +226% | +$4.22M |
|
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.