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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 | |
|---|---|---|---|---|---|---|
626
Pultegroup
PHM
$25.2B
| $5.99M | 0.01% |
336,380
+108,094
| +47% | +$2.02M |
|
627
Eaton
ETN
$178B
| $5.99M | 0.01% |
115,167
+106,438
| +1,219% | +$5.76M |
|
|
PARA
628
DELISTED
Paramount Global Class B
PARA
| $5.99M | 0.01% |
+127,022
| New | +$5.96M |
|
|
GG
629
CALL
DELISTED
Goldcorp Inc
GG
| $5.98M | 0.01% |
517,500
+114,100
| +28% | +$1.45M |
|
630
CALL
Estee Lauder
EL
$31.8B
| $5.97M | 0.01% |
67,800
+50,700
| +296% | +$4.32M |
|
631
CALL
Ross Stores
ROST
$80.8B
| $5.96M | 0.01% |
110,800
+18,000
| +19% | +$920K |
|
632
CALL
United States Natural Gas Fund
UNG
$494M
| $5.95M | 0.01% |
42,875
-8,931
| -17% | -$1.35M |
|
633
CALL
Ulta Beauty
ULTA
$23.3B
| $5.94M | 0.01% |
32,100
+15,000
| +88% | +$2.59M |
|
634
CALL
Emerson Electric
EMR
$91.7B
| $5.92M | 0.01% |
123,700
-3,400
| -3% | -$162K |
|
635
CALL
GSK
GSK
$102B
| $5.89M | 0.01% |
116,800
-110,480
| -49% | -$5.63M |
|
636
PUT
PBF Energy
PBF
$8.22B
| $5.89M | 0.01% |
160,000
| – | – |
|
637
CALL
PACCAR
PCAR
$69.8B
| $5.88M | 0.01% |
186,150
+32,400
| +21% | +$1.1M |
|
|
CLR
638
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $5.83M | 0.01% |
253,661
+6,211
| +3% | +$199K |
|
639
CALL
Wheaton Precious Metals
WPM
$61B
| $5.82M | 0.01% |
468,600
-285,000
| -38% | -$3.76M |
|
|
DNKN
640
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $5.82M | 0.01% |
136,600
+6,000
| +5% | +$252K |
|
641
Akamai
AKAM
$16.8B
| $5.79M | 0.01% |
109,959
+91,447
| +494% | +$5.62M |
|
|
TRQ
642
CALL
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $5.78M | 0.01% |
227,500
-225,000
| -50% | -$6.09M |
|
643
CALL
HP
HPQ
$26.6B
| $5.73M | 0.01% |
483,900
-1,644,994
| -77% | -$21.1M |
|
644
PUT
Mondelez International
MDLZ
$78.9B
| $5.71M | 0.01% |
127,300
+3,400
| +3% | +$152K |
|
|
CBI
645
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $5.63M | 0.01% |
144,400
-61,000
| -30% | -$2.53M |
|
|
646
HP
HPQ
$26.6B
| $5.62M | 0.01% |
474,542
+465,496
| +5,146% | +$5.96M |
|
647
PUT
BlackBerry
BB
$5.26B
| $5.61M | 0.01% |
604,000
+48,000
| +9% | +$369K |
|
|
TTM
648
DELISTED
Tata Motors Limited
TTM
| $5.57M | 0.01% |
188,908
-119,406
| -39% | -$3.47M |
|
649
PUT
TJX Companies
TJX
$172B
| $5.57M | 0.01% |
157,000
+154,600
| +6,442% | +$5.5M |
|
650
CALL
Bunge Global
BG
$21.4B
| $5.56M | 0.01% |
81,400
+29,100
| +56% | +$2.05M |
|
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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.