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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 | |
|---|---|---|---|---|---|---|
1101
CALL
Edison International
EIX
$26.1B
| $1.53M | ﹤0.01% |
25,900
+300
| +1% | +$18.3K |
|
1102
NXP Semiconductors
NXPI
$58.9B
| $1.53M | ﹤0.01% |
18,184
+17,971
| +8,437% | +$1.54M |
|
1103
CALL
Pentair
PNR
$10.7B
| $1.51M | ﹤0.01% |
45,563
+11,316
| +33% | +$414K |
|
|
DVAX
1104
PUT
DELISTED
Dynavax Technologies
DVAX
| $1.51M | ﹤0.01% |
62,500
+12,500
| +25% | +$313K |
|
|
MRO
1105
CALL
DELISTED
Marathon Oil Corporation
MRO
| $1.51M | ﹤0.01% |
119,900
+108,100
| +916% | +$1.82M |
|
|
QEP
1106
DELISTED
QEP RESOURCES, INC.
QEP
| $1.5M | ﹤0.01% |
112,068
-53,570
| -32% | -$780K |
|
1107
PUT
Western Digital
WDC
$151B
| $1.5M | ﹤0.01% |
33,075
-58,741
| -64% | -$3M |
|
1108
PUT
Franco-Nevada
FNV
$46.5B
| $1.49M | ﹤0.01% |
32,600
-11,300
| -26% | -$547K |
|
1109
NGL Energy Partners
NGL
$2.14B
| $1.49M | ﹤0.01% |
+134,999
| New | +$2.17M |
|
|
SCS
1110
CALL
DELISTED
Steelcase
SCS
| $1.49M | ﹤0.01% |
100,000
| – | – |
|
|
FIG
1111
CALL
DELISTED
Fortress Investment Group Llc
FIG
| $1.49M | ﹤0.01% |
292,500
+242,500
| +485% | +$1.34M |
|
|
PPL
1112
PPL Corp
PPL
$26.3B
| $1.49M | ﹤0.01% |
43,584
-42,299
| -49% | -$1.43M |
|
1113
Waste Management
WM
$90.6B
| $1.49M | ﹤0.01% |
27,887
-24,861
| -47% | -$1.32M |
|
|
CS
1114
CALL
DELISTED
Credit Suisse Group
CS
| $1.49M | ﹤0.01% |
68,600
| – | – |
|
1115
Lockheed Martin
LMT
$139B
| $1.49M | ﹤0.01% |
6,850
+5,652
| +472% | +$1.23M |
|
1116
PUT
Lincoln National
LNC
$8.75B
| $1.49M | ﹤0.01% |
29,600
+5,500
| +23% | +$288K |
|
1117
Ciena
CIEN
$54.9B
| $1.48M | ﹤0.01% |
71,608
+69,166
| +2,832% | +$1.59M |
|
|
SUNE
1118
CALL
DELISTED
SUNEDISON, INC COM
SUNE
| $1.48M | ﹤0.01% |
289,500
-92,800
| -24% | -$569K |
|
|
COL
1119
CALL
DELISTED
Rockwell Collins
COL
| $1.47M | ﹤0.01% |
15,900
-10,700
| -40% | -$948K |
|
|
NILE
1120
PUT
DELISTED
Blue Nile, Inc.
NILE
| $1.47M | ﹤0.01% |
39,500
-19,800
| -33% | -$695K |
|
1121
PUT
Banco Bilbao Vizcaya Argentaria
BBVA
$156B
| $1.47M | ﹤0.01% |
208,132
| – | – |
|
1122
CALL
Five Below
FIVE
$13B
| $1.47M | ﹤0.01% |
45,700
-12,200
| -21% | -$391K |
|
|
BHI
1123
DELISTED
Baker Hughes
BHI
| $1.47M | ﹤0.01% |
31,771
+6,956
| +28% | +$356K |
|
1124
PUT
Ecolab
ECL
$79.7B
| $1.47M | ﹤0.01% |
12,800
+12,100
| +1,729% | +$1.42M |
|
1125
Pfizer
PFE
$154B
| $1.46M | ﹤0.01% |
47,706
-174,096
| -78% | -$5.48M |
|
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.