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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 | |
|---|---|---|---|---|---|---|
901
PUT
Marathon Petroleum
MPC
$92.8B
| $2.75M | 0.01% |
53,000
-28,200
| -35% | -$1.48M |
|
|
NFX
902
DELISTED
Newfield Exploration
NFX
| $2.74M | 0.01% |
84,160
+82,357
| +4,568% | +$3.07M |
|
903
PUT
ArcelorMittal
MT
$55.9B
| $2.74M | 0.01% |
283,567
-100,106
| -26% | -$1.17M |
|
904
CALL
Range Resources
RRC
$9.4B
| $2.73M | 0.01% |
111,000
+31,000
| +39% | +$920K |
|
905
PUT
Herbalife
HLF
$1.21B
| $2.72M | 0.01% |
+101,400
| New | +$2.82M |
|
906
PUT
CNX Resources
CNX
$5.3B
| $2.7M | 0.01% |
409,920
-109,680
| -21% | -$775K |
|
907
CarMax
KMX
$8.26B
| $2.7M | 0.01% |
49,949
+25,499
| +104% | +$1.46M |
|
908
Northrop Grumman
NOC
$81.8B
| $2.69M | 0.01% |
+14,253
| New | +$2.61M |
|
|
SPLS
909
PUT
DELISTED
Staples Inc
SPLS
| $2.68M | 0.01% |
283,000
+277,400
| +4,954% | +$3.25M |
|
|
CXO
910
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $2.67M | 0.01% |
28,800
+1,200
| +4% | +$128K |
|
911
CALL
ProShares UltraShort Bloomberg Crude Oil
SCO
$600M
| $2.67M | 0.01% |
500
| – | – |
|
|
912
PUT
ProShares UltraShort Bloomberg Crude Oil
SCO
$600M
| $2.67M | 0.01% |
500
| – | – |
|
|
ARRY
913
PUT
DELISTED
Array Biopharma Inc
ARRY
| $2.66M | 0.01% |
630,000
+430,000
| +215% | +$1.96M |
|
914
PUT
Community Health Systems
CYH
$412M
| $2.65M | 0.01% |
121,000
| – | – |
|
915
Nike
NKE
$61.2B
| $2.65M | 0.01% |
42,371
+9,613
| +29% | +$620K |
|
|
JWN
916
CALL
DELISTED
Nordstrom
JWN
| $2.64M | 0.01% |
53,000
+400
| +0.8% | +$24.3K |
|
|
WLH
917
CALL
DELISTED
WILLIAM LYON HOMES
WLH
| $2.64M | 0.01% |
+160,000
| New | +$3.01M |
|
|
WLH
918
PUT
DELISTED
WILLIAM LYON HOMES
WLH
| $2.64M | 0.01% |
+160,000
| New | +$3.01M |
|
919
CALL
Teva Pharmaceuticals
TEVA
$42.7B
| $2.63M | 0.01% |
40,000
-9,600
| -19% | -$593K |
|
920
BP
BP
$111B
| $2.62M | 0.01% |
99,677
-178,178
| -64% | -$5.07M |
|
921
CALL
Best Buy
BBY
$17.7B
| $2.61M | 0.01% |
85,800
+34,800
| +68% | +$1.15M |
|
922
PUT
Dominion Energy
D
$59.2B
| $2.6M | 0.01% |
38,500
+15,600
| +68% | +$1.08M |
|
|
DVAX
923
CALL
DELISTED
Dynavax Technologies
DVAX
| $2.6M | 0.01% |
107,500
+33,200
| +45% | +$832K |
|
924
PUT
C.H. Robinson
CHRW
$16.8B
| $2.58M | 0.01% |
41,600
-72,800
| -64% | -$4.9M |
|
|
BEAV
925
CALL
DELISTED
B/E Aerospace Inc
BEAV
| $2.57M | 0.01% |
60,600
-4,400
| -7% | -$197K |
|
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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.