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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 | |
|---|---|---|---|---|---|---|
851
CALL
Herbalife
HLF
$1.21B
| $3.22M | 0.01% |
120,200
+20,200
| +20% | +$561K |
|
852
PUT
HSBC
HSBC
$355B
| $3.22M | 0.01% |
91,698
+66,894
| +270% | +$2.36M |
|
|
SDRL
853
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $3.22M | 0.01% |
3,548
-1,438
| -29% | -$2.25M |
|
854
CALL
F5
FFIV
$23.4B
| $3.21M | 0.01% |
33,100
+19,200
| +138% | +$2.08M |
|
855
CALL
Yelp
YELP
$1.31B
| $3.21M | 0.01% |
111,400
-19,200
| -15% | -$505K |
|
856
CALL
NVIDIA
NVDA
$5.25T
| $3.19M | 0.01% |
3,868,000
-428,000
| -10% | -$322K |
|
857
CALL
Vipshop
VIPS
$7.28B
| $3.18M | 0.01% |
208,200
+207,600
| +34,600% | +$3.64M |
|
858
Celldex Therapeutics
CLDX
$3.49B
| $3.18M | 0.01% |
+13,509
| New | +$2.94M |
|
|
AMTD
859
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $3.17M | 0.01% |
91,300
+5,100
| +6% | +$177K |
|
|
PX
860
CALL
DELISTED
Praxair Inc
PX
| $3.15M | 0.01% |
30,800
+2,400
| +8% | +$262K |
|
861
CALL
WisdomTree
WT
$3.38B
| $3.14M | 0.01% |
200,000
| – | – |
|
|
SWN
862
CALL
DELISTED
Southwestern Energy Company
SWN
| $3.12M | 0.01% |
439,100
+439,000
| +439,000% | +$4.3M |
|
|
863
PUT
NVIDIA
NVDA
$5.25T
| $3.1M | 0.01% |
3,756,000
+932,000
| +33% | +$702K |
|
864
CALL
Marriott International
MAR
$90.9B
| $3.08M | 0.01% |
46,000
-30,100
| -40% | -$2.18M |
|
|
GAP
865
PUT
The Gap Inc
GAP
$7.57B
| $3.08M | 0.01% |
124,800
-42,600
| -25% | -$1.14M |
|
|
QEP
866
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $3.08M | 0.01% |
230,000
+90,000
| +64% | +$1.31M |
|
867
TripAdvisor
TRIP
$1.28B
| $3.07M | 0.01% |
35,964
+32,299
| +881% | +$2.61M |
|
|
AET
868
PUT
DELISTED
Aetna Inc
AET
| $3.06M | 0.01% |
+28,300
| New | +$3.06M |
|
|
KKD
869
CALL
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
| $3.03M | 0.01% |
+201,300
| New | +$2.86M |
|
870
Vanguard FTSE Europe ETF
VGK
$31B
| $3.01M | 0.01% |
60,384
-38,547
| -39% | -$1.97M |
|
871
CALL
Guidewire Software
GWRE
$14.6B
| $3.01M | 0.01% |
+50,000
| New | +$2.9M |
|
872
PUT
Golar LNG
GLNG
$5.2B
| $3M | 0.01% |
190,000
| – | – |
|
873
CALL
Cheniere Energy
LNG
$55.4B
| $3M | 0.01% |
80,500
+20,200
| +33% | +$920K |
|
874
CALL
Kohl's
KSS
$2.11B
| $3M | 0.01% |
62,900
+13,800
| +28% | +$638K |
|
875
CALL
Baxter International
BAX
$14.4B
| $2.99M | 0.01% |
78,500
+43,000
| +121% | +$1.57M |
|
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.