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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 | |
|---|---|---|---|---|---|---|
|
ANDV
1051
CALL
DELISTED
Andeavor
ANDV
| $1.8M | ﹤0.01% |
17,100
-5,300
| -24% | -$571K |
|
|
CIE
1052
PUT
DELISTED
Cobalt International Energy, Inc
CIE
| $1.8M | ﹤0.01% |
+22,240
| New | +$2.45M |
|
1053
Johnson Controls International
JCI
$91.3B
| $1.8M | ﹤0.01% |
43,538
-5,285
| -11% | -$239K |
|
|
JCP
1054
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $1.8M | ﹤0.01% |
269,800
-64,600
| -19% | -$539K |
|
|
WAC
1055
PUT
DELISTED
Walter Investment Mgt Corp
WAC
| $1.78M | ﹤0.01% |
+125,000
| New | +$1.71M |
|
1056
PUT
Charter Communications
CHTR
$18.3B
| $1.78M | ﹤0.01% |
9,700
+100
| +1% | +$18.5K |
|
|
SWFT
1057
CALL
DELISTED
Swift Transportation Company
SWFT
| $1.76M | ﹤0.01% |
127,000
+61,200
| +93% | +$933K |
|
|
RTN
1058
PUT
DELISTED
Raytheon Company
RTN
| $1.75M | ﹤0.01% |
14,100
-49,800
| -78% | -$5.99M |
|
|
HAPN
1059
CALL
Happen Inc
HAPN
$2.24B
| $1.75M | ﹤0.01% |
+31,700
| New | +$2.1M |
|
1060
CALL
O-I Glass
OI
$1.08B
| $1.74M | ﹤0.01% |
100,000
+95,200
| +1,983% | +$1.92M |
|
1061
Wheaton Precious Metals
WPM
$60.6B
| $1.74M | ﹤0.01% |
140,030
+137,430
| +5,286% | +$1.81M |
|
1062
CALL
Precigen
PGEN
$2.51B
| $1.74M | ﹤0.01% |
58,118
+42,478
| +272% | +$1.43M |
|
1063
Sumitomo Mitsui Financial
SMFG
$161B
| $1.73M | ﹤0.01% |
228,207
+14,065
| +7% | +$111K |
|
1064
PUT
Vornado Realty Trust
VNO
$7.26B
| $1.73M | ﹤0.01% |
21,400
-1,856
| -8% | -$146K |
|
|
SWFT
1065
PUT
DELISTED
Swift Transportation Company
SWFT
| $1.73M | ﹤0.01% |
+125,000
| New | +$1.9M |
|
|
CSOD
1066
CALL
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $1.73M | ﹤0.01% |
+50,000
| New | +$1.72M |
|
|
PMCS
1067
DELISTED
P M C SIERRA INC
PMCS
| $1.73M | ﹤0.01% |
148,509
+135,679
| +1,058% | +$1.54M |
|
1068
CALL
Digital Realty Trust
DLR
$70.8B
| $1.73M | ﹤0.01% |
22,800
+8,200
| +56% | +$591K |
|
|
FL
1069
PUT
DELISTED
Foot Locker
FL
| $1.72M | ﹤0.01% |
26,400
+24,300
| +1,157% | +$1.62M |
|
|
NRF
1070
CALL
DELISTED
NorthStar Realty Finance Corp.
NRF
| $1.7M | ﹤0.01% |
+100,000
| New | +$2.01M |
|
1071
CALL
Franklin Resources
BEN
$17B
| $1.7M | ﹤0.01% |
46,100
-37,300
| -45% | -$1.46M |
|
|
SFR
1072
CALL
DELISTED
Starwood Waypoint Homes
SFR
| $1.7M | ﹤0.01% |
75,000
| – | – |
|
|
JWN
1073
PUT
DELISTED
Nordstrom
JWN
| $1.69M | ﹤0.01% |
34,000
-36,200
| -52% | -$2.2M |
|
1074
CALL
Wolfspeed
WOLF
$1.52B
| $1.69M | ﹤0.01% |
63,400
-259,800
| -80% | -$6.72M |
|
1075
CALL
B&G Foods
BGS
$276M
| $1.69M | ﹤0.01% |
+48,300
| New | +$1.75M |
|
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.