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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 | |
|---|---|---|---|---|---|---|
951
Consolidated Edison
ED
$39.3B
| $2.42M | ﹤0.01% |
37,584
+4,688
| +14% | +$301K |
|
952
PUT
Banco Bradesco
BBD
$36.3B
| $2.4M | ﹤0.01% |
1,062,937
| – | – |
|
953
CALL
Take-Two Interactive
TTWO
$47.4B
| $2.4M | ﹤0.01% |
69,000
+9,000
| +15% | +$303K |
|
954
Sensata Technologies
ST
$6.66B
| $2.38M | ﹤0.01% |
+51,779
| New | +$2.38M |
|
|
WWAV
955
DELISTED
The WhiteWave Foods Company
WWAV
| $2.38M | ﹤0.01% |
61,296
-16,806
| -22% | -$680K |
|
|
NRF
956
PUT
DELISTED
NorthStar Realty Finance Corp.
NRF
| $2.38M | ﹤0.01% |
140,000
+40,000
| +40% | +$805K |
|
|
BEL
957
PUT
DELISTED
Belmond Ltd.
BEL
| $2.38M | ﹤0.01% |
+250,000
| New | +$2.52M |
|
958
Gilead Sciences
GILD
$165B
| $2.36M | ﹤0.01% |
23,292
-178,587
| -88% | -$18.6M |
|
959
PUT
Middleby
MIDD
$5.89B
| $2.35M | ﹤0.01% |
21,800
+20,800
| +2,080% | +$2.32M |
|
960
PUT
American Tower
AMT
$78.8B
| $2.35M | ﹤0.01% |
24,200
+22,000
| +1,000% | +$2.14M |
|
961
Mondelez International
MDLZ
$78.5B
| $2.33M | ﹤0.01% |
52,051
+6,180
| +13% | +$276K |
|
962
CALL
Northrop Grumman
NOC
$82.1B
| $2.32M | ﹤0.01% |
12,300
-18,100
| -60% | -$3.32M |
|
963
Capital One
COF
$134B
| $2.31M | ﹤0.01% |
32,018
+12,469
| +64% | +$955K |
|
|
ANDV
964
PUT
DELISTED
Andeavor
ANDV
| $2.31M | ﹤0.01% |
21,900
+10,200
| +87% | +$1.1M |
|
|
CYB
965
CALL
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $2.31M | ﹤0.01% |
95,000
| – | – |
|
966
Ally Financial
ALLY
$13.3B
| $2.31M | ﹤0.01% |
+123,776
| New | +$2.45M |
|
|
WFT
967
PUT
DELISTED
Weatherford International plc
WFT
| $2.3M | ﹤0.01% |
274,400
-193,600
| -41% | -$1.91M |
|
968
CALL
Aptiv
APTV
$10.3B
| $2.3M | ﹤0.01% |
26,800
+6,800
| +34% | +$569K |
|
|
PPL
969
PUT
PPL Corp
PPL
$26.3B
| $2.29M | ﹤0.01% |
67,100
-70,200
| -51% | -$2.37M |
|
|
JOY
970
DELISTED
Joy Global Inc
JOY
| $2.29M | ﹤0.01% |
181,439
+169,969
| +1,482% | +$2.57M |
|
|
CTXS
971
DELISTED
Citrix Systems Inc
CTXS
| $2.28M | ﹤0.01% |
37,849
+9,076
| +32% | +$557K |
|
|
PXD
972
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.28M | ﹤0.01% |
18,179
+740
| +4% | +$102K |
|
973
PUT
TripAdvisor
TRIP
$1.26B
| $2.28M | ﹤0.01% |
26,600
+13,800
| +108% | +$1.11M |
|
974
PUT
Kinross Gold
KGC
$32.5B
| $2.28M | ﹤0.01% |
1,250,000
+700,000
| +127% | +$1.38M |
|
975
PUT
American Electric Power
AEP
$66.9B
| $2.27M | ﹤0.01% |
39,000
+33,800
| +650% | +$1.92M |
|
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.