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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 | |
|---|---|---|---|---|---|---|
|
S
801
PUT
DELISTED
Sprint Corporation
S
| $3.6M | 0.01% |
995,000
+895,000
| +895% | +$3.68M |
|
802
CALL
Petrobras
PBR
$115B
| $3.6M | 0.01% |
836,900
-616,100
| -42% | -$3M |
|
|
HA
803
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
| $3.59M | 0.01% |
+101,700
| New | +$3.52M |
|
804
CALL
Fluor
FLR
$7.17B
| $3.59M | 0.01% |
76,100
+27,200
| +56% | +$1.28M |
|
|
BEAV
805
DELISTED
B/E Aerospace Inc
BEAV
| $3.59M | 0.01% |
84,697
+81,818
| +2,842% | +$3.66M |
|
806
PUT
Lithia Motors
LAD
$8.42B
| $3.58M | 0.01% |
33,600
+33,400
| +16,700% | +$3.84M |
|
|
ONIT
807
CALL
Onity Group
ONIT
$332M
| $3.57M | 0.01% |
34,193
+15,193
| +80% | +$1.59M |
|
808
PUT
T-Mobile US
TMUS
$193B
| $3.57M | 0.01% |
91,200
+41,200
| +82% | +$1.59M |
|
|
SCHW
809
CALL
Charles Schwab
SCHW
$187B
| $3.56M | 0.01% |
108,000
+105,800
| +4,809% | +$3.35M |
|
810
CALL
Dollar Tree
DLTR
$24.5B
| $3.55M | 0.01% |
+46,000
| New | +$3.22M |
|
811
CALL
Textron
TXT
$15.2B
| $3.55M | 0.01% |
84,500
+83,100
| +5,936% | +$3.43M |
|
|
YELL
812
CALL
DELISTED
Yellow Corporation Common Stock
YELL
| $3.54M | 0.01% |
250,000
-50,000
| -17% | -$785K |
|
813
Humana
HUM
$45B
| $3.53M | 0.01% |
+19,762
| New | +$3.47M |
|
814
CALL
CSX Corp
CSX
$92.9B
| $3.52M | 0.01% |
407,400
-490,500
| -55% | -$4.45M |
|
|
ANAC
815
PUT
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $3.5M | 0.01% |
31,000
| – | – |
|
|
ANAC
816
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $3.5M | 0.01% |
30,971
-200
| -0.6% | -$22K |
|
817
Bunge Global
BG
$21.5B
| $3.5M | 0.01% |
51,189
-42,958
| -46% | -$3.03M |
|
|
BRCM
818
CALL
DELISTED
BROADCOM CORP CL-A
BRCM
| $3.49M | 0.01% |
60,400
+30,400
| +101% | +$1.64M |
|
819
PUT
Wheaton Precious Metals
WPM
$60.7B
| $3.49M | 0.01% |
281,000
+20,300
| +8% | +$268K |
|
|
QLIK
820
PUT
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $3.48M | 0.01% |
110,000
+40,000
| +57% | +$1.31M |
|
821
CALL
AvalonBay Communities
AVB
$26.2B
| $3.48M | 0.01% |
18,900
+5,100
| +37% | +$913K |
|
822
CALL
Tapestry
TPR
$32.1B
| $3.46M | 0.01% |
105,600
+55,500
| +111% | +$1.73M |
|
823
PUT
Hershey
HSY
$36.5B
| $3.44M | 0.01% |
38,600
+3,200
| +9% | +$287K |
|
824
PUT
Duke Energy
DUK
$96B
| $3.44M | 0.01% |
48,200
-12,500
| -21% | -$879K |
|
|
825
Tapestry
TPR
$32.1B
| $3.44M | 0.01% |
104,957
-5,261
| -5% | -$164K |
|
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.