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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 | |
|---|---|---|---|---|---|---|
601
PUT
Tyson Foods
TSN
$19.9B
| $6.32M | 0.01% |
118,500
-27,400
| -19% | -$1.32M |
|
602
CALL
Hewlett Packard
HPE
$72B
| $6.31M | 0.01% |
+713,687
| New | +$5.97M |
|
603
Nucor
NUE
$61.9B
| $6.29M | 0.01% |
155,959
+17,237
| +12% | +$708K |
|
604
PUT
Sony
SONY
$139B
| $6.28M | 0.01% |
1,276,500
-15,000
| -1% | -$79.5K |
|
605
PUT
United Airlines
UAL
$41B
| $6.27M | 0.01% |
109,400
-185,600
| -63% | -$10.7M |
|
606
PUT
Macy's
M
$6.45B
| $6.25M | 0.01% |
178,900
+22,500
| +14% | +$975K |
|
607
Bausch Health
BHC
$2.33B
| $6.24M | 0.01% |
+61,418
| New | +$6.9M |
|
608
CALL
D.R. Horton
DHI
$42.2B
| $6.24M | 0.01% |
194,700
+126,900
| +187% | +$3.96M |
|
609
PUT
Cencora
COR
$63.7B
| $6.22M | 0.01% |
60,000
| – | – |
|
610
CALL
Franco-Nevada
FNV
$46.4B
| $6.2M | 0.01% |
135,600
-130,000
| -49% | -$6.3M |
|
611
CALL
Colgate-Palmolive
CL
$73.6B
| $6.18M | 0.01% |
92,700
+70,700
| +321% | +$4.7M |
|
612
CALL
Domino's
DPZ
$11.8B
| $6.17M | 0.01% |
55,500
+48,200
| +660% | +$5.16M |
|
613
CALL
Capri Holdings
CPRI
$1.77B
| $6.17M | 0.01% |
154,100
-63,200
| -29% | -$2.6M |
|
|
PXD
614
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $6.14M | 0.01% |
48,900
+11,400
| +30% | +$1.57M |
|
615
CALL
Vodafone
VOD
$36.7B
| $6.13M | 0.01% |
190,100
-63,400
| -25% | -$2.07M |
|
616
Verizon
VZ
$196B
| $6.13M | 0.01% |
132,613
-637,187
| -83% | -$28.9M |
|
617
CALL
Huntington Bancshares
HBAN
$35.9B
| $6.13M | 0.01% |
554,000
-42,400
| -7% | -$474K |
|
618
CALL
CF Industries
CF
$17.8B
| $6.12M | 0.01% |
150,000
+147,400
| +5,669% | +$6.95M |
|
|
ADT
619
PUT
DELISTED
ADT Corp
ADT
| $6.09M | 0.01% |
184,900
+21,200
| +13% | +$713K |
|
620
PUT
Mastercard
MA
$492B
| $6.07M | 0.01% |
62,400
+49,000
| +366% | +$4.8M |
|
|
ZNGA
621
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $6.06M | 0.01% |
2,260,600
+800,000
| +55% | +$2.01M |
|
622
Sonida Senior Living
SNDA
$1.84B
| $6.04M | 0.01% |
+19,320
| New | +$6.43M |
|
623
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $6.04M | 0.01% |
56,754
-18,453
| -25% | -$1.98M |
|
624
CALL
EOG Resources
EOG
$75.2B
| $6.02M | 0.01% |
85,100
+49,900
| +142% | +$4.05M |
|
|
625
PUT
CF Industries
CF
$17.8B
| $6M | 0.01% |
147,100
+143,500
| +3,986% | +$6.76M |
|
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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.