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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 | |
|---|---|---|---|---|---|---|
1076
PUT
Truist Financial
TFC
$63.4B
| $1.69M | ﹤0.01% |
44,600
-17,800
| -29% | -$670K |
|
|
SPLK
1077
PUT
DELISTED
Splunk Inc
SPLK
| $1.68M | ﹤0.01% |
28,500
-4,200
| -13% | -$241K |
|
1078
CALL
Nabors Industries
NBR
$1.33B
| $1.68M | ﹤0.01% |
3,940
-1,560
| -28% | -$766K |
|
1079
PUT
Deutsche Bank
DB
$71.9B
| $1.67M | ﹤0.01% |
77,392
+44,576
| +136% | +$1.06M |
|
1080
CALL
Eldorado Gold
EGO
$10.2B
| $1.66M | ﹤0.01% |
112,000
| – | – |
|
1081
CALL
Ameriprise Financial
AMP
$49.2B
| $1.66M | ﹤0.01% |
+15,600
| New | +$1.74M |
|
1082
CALL
Stanley Black & Decker
SWK
$15.5B
| $1.66M | ﹤0.01% |
15,500
-487,600
| -97% | -$51.4M |
|
1083
Williams-Sonoma
WSM
$29.5B
| $1.65M | ﹤0.01% |
56,596
+52,798
| +1,390% | +$1.81M |
|
|
KSU
1084
PUT
DELISTED
Kansas City Southern
KSU
| $1.63M | ﹤0.01% |
21,800
+14,000
| +179% | +$1.2M |
|
1085
PUT
SM Energy
SM
$7.55B
| $1.62M | ﹤0.01% |
82,500
-25,000
| -23% | -$762K |
|
1086
PUT
W.W. Grainger
GWW
$61.1B
| $1.62M | ﹤0.01% |
8,000
+6,100
| +321% | +$1.25M |
|
1087
CALL
Dominion Energy
D
$59.1B
| $1.62M | ﹤0.01% |
23,900
+4,200
| +21% | +$290K |
|
|
VMW
1088
CALL
DELISTED
VMware, Inc
VMW
| $1.61M | ﹤0.01% |
28,500
+11,100
| +64% | +$690K |
|
|
AUY
1089
DELISTED
Yamana Gold, Inc.
AUY
| $1.6M | ﹤0.01% |
862,830
-149,964
| -15% | -$313K |
|
1090
PUT
Ross Stores
ROST
$81.7B
| $1.6M | ﹤0.01% |
29,800
-9,400
| -24% | -$480K |
|
1091
CALL
Biogen
BIIB
$30.6B
| $1.59M | ﹤0.01% |
5,200
+200
| +4% | +$57.5K |
|
|
NBIS
1092
CALL
Nebius Group N.V.
NBIS
$46.7B
| $1.59M | ﹤0.01% |
101,000
-60,500
| -37% | -$905K |
|
1093
CALL
Banco Santander
SAN
$210B
| $1.58M | ﹤0.01% |
+339,130
| New | +$1.76M |
|
1094
PUT
Healthpeak Properties
DOC
$14.4B
| $1.58M | ﹤0.01% |
45,347
-48,422
| -52% | -$1.62M |
|
|
POT
1095
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $1.57M | ﹤0.01% |
92,000
-436,700
| -83% | -$8.69M |
|
|
BNY
1096
PUT
Bank of New York Mellon
BNY
$108B
| $1.55M | ﹤0.01% |
37,500
-20,600
| -35% | -$866K |
|
1097
Harley-Davidson
HOG
$2.72B
| $1.54M | ﹤0.01% |
34,005
+30,932
| +1,007% | +$1.52M |
|
1098
PUT
Avis
CAR
$4.9B
| $1.54M | ﹤0.01% |
42,500
+39,900
| +1,535% | +$1.68M |
|
1099
Lithia Motors
LAD
$8.35B
| $1.54M | ﹤0.01% |
14,432
+14,305
| +11,264% | +$1.64M |
|
1100
PUT
PACCAR
PCAR
$69.1B
| $1.54M | ﹤0.01% |
48,750
+47,850
| +5,317% | +$1.63M |
|
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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.