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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 | |
|---|---|---|---|---|---|---|
876
CALL
Toyota
TM
$225B
| $2.98M | 0.01% |
24,200
-30,100
| -55% | -$3.72M |
|
|
CAVM
877
PUT
DELISTED
Cavium, Inc.
CAVM
| $2.97M | 0.01% |
+45,200
| New | +$3.05M |
|
|
NE
878
PUT
DELISTED
Noble Corporation
NE
| $2.96M | 0.01% |
280,000
+74,600
| +36% | +$939K |
|
|
NFX
879
PUT
DELISTED
Newfield Exploration
NFX
| $2.93M | 0.01% |
90,000
+84,500
| +1,536% | +$3.15M |
|
880
PUT
Williams-Sonoma
WSM
$29.6B
| $2.92M | 0.01% |
100,200
+88,600
| +764% | +$3.03M |
|
881
CALL
Republic Services
RSG
$66.4B
| $2.92M | 0.01% |
66,400
-156,300
| -70% | -$6.82M |
|
882
CALL
Conagra Brands
CAG
$7.12B
| $2.92M | 0.01% |
88,922
+14,649
| +20% | +$468K |
|
883
PUT
Cintas
CTAS
$82.1B
| $2.91M | 0.01% |
128,000
+105,200
| +461% | +$2.4M |
|
884
PUT
Snap-on
SNA
$21.4B
| $2.91M | 0.01% |
+17,000
| New | +$2.83M |
|
|
BMS
885
CALL
DELISTED
Bemis
BMS
| $2.9M | 0.01% |
65,000
-9,200
| -12% | -$411K |
|
886
iShares MSCI Japan ETF
EWJ
$22.8B
| $2.9M | 0.01% |
59,802
+59,002
| +7,375% | +$2.9M |
|
887
PUT
Fluor
FLR
$7.07B
| $2.89M | 0.01% |
61,300
+12,700
| +26% | +$598K |
|
888
CALL
Caesarstone
CSTE
$98.5M
| $2.87M | 0.01% |
66,200
-2,300
| -3% | -$87.7K |
|
|
P
889
PUT
DELISTED
Pandora Media Inc
P
| $2.86M | 0.01% |
213,600
-58,400
| -21% | -$870K |
|
890
CALL
TripAdvisor
TRIP
$1.27B
| $2.85M | 0.01% |
33,400
+6,900
| +26% | +$557K |
|
|
DO
891
CALL
DELISTED
Diamond Offshore Drilling
DO
| $2.85M | 0.01% |
135,000
+85,000
| +170% | +$1.79M |
|
892
PUT
Tower Semiconductor
TSEM
$28.7B
| $2.85M | 0.01% |
202,500
| – | – |
|
893
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $2.82M | 0.01% |
53,255
+53,254
| +5,325,400% | +$2.86M |
|
894
CALL
Vulcan Materials
VMC
$37.1B
| $2.82M | 0.01% |
29,700
+28,200
| +1,880% | +$2.73M |
|
895
PUT
JetBlue
JBLU
$2.19B
| $2.81M | 0.01% |
123,900
+22,500
| +22% | +$560K |
|
896
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.58B
| $2.8M | 0.01% |
100,000
-524,700
| -84% | -$18.2M |
|
|
VIAB
897
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $2.79M | 0.01% |
+67,900
| New | +$3.18M |
|
898
State Street Financial Select Sector SPDR ETF
XLF
$59.1B
| $2.79M | 0.01% |
133,520
+130,875
| +4,948% | +$2.76M |
|
899
PUT
Exelon
EXC
$45.9B
| $2.78M | 0.01% |
140,200
-16,824
| -11% | -$341K |
|
900
CALL
Eastman Chemical
EMN
$8.51B
| $2.78M | 0.01% |
41,100
+39,800
| +3,062% | +$2.78M |
|
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.