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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 | |
|---|---|---|---|---|---|---|
1201
CALL
Northern Trust
NTRS
$34.4B
| $1.23M | ﹤0.01% |
17,100
+9,400
| +122% | +$676K |
|
|
AKS
1202
PUT
DELISTED
AK Steel Holding Corp
AKS
| $1.23M | ﹤0.01% |
549,800
+449,800
| +450% | +$1.13M |
|
1203
PUT
American Water Works
AWK
$26.9B
| $1.23M | ﹤0.01% |
20,600
+16,600
| +415% | +$957K |
|
1204
PUT
MGM Resorts International
MGM
$10.9B
| $1.23M | ﹤0.01% |
54,200
-41,300
| -43% | -$911K |
|
1205
Nokia
NOK
$51B
| $1.23M | ﹤0.01% |
175,050
-287,121
| -62% | -$2.05M |
|
|
SINA
1206
DELISTED
Sina Corp
SINA
| $1.22M | ﹤0.01% |
24,779
+21,793
| +730% | +$1.05M |
|
|
1207
CALL
Nokia
NOK
$51B
| $1.22M | ﹤0.01% |
174,000
-828,800
| -83% | -$5.91M |
|
|
STRZA
1208
DELISTED
Starz - Series A
STRZA
| $1.22M | ﹤0.01% |
+36,280
| New | +$1.29M |
|
|
GNC
1209
DELISTED
GNC Holdings, Inc.
GNC
| $1.21M | ﹤0.01% |
39,138
+13,926
| +55% | +$469K |
|
1210
State Street Utilities Select Sector SPDR ETF
XLU
$22.4B
| $1.21M | ﹤0.01% |
55,956
+1,150
| +2% | +$24.9K |
|
|
AUY
1211
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $1.21M | ﹤0.01% |
650,000
-1,727,600
| -73% | -$3.6M |
|
|
ANDV
1212
DELISTED
Andeavor
ANDV
| $1.19M | ﹤0.01% |
11,323
+3,287
| +41% | +$354K |
|
1213
CALL
Labcorp
LH
$26.1B
| $1.19M | ﹤0.01% |
11,174
+6,984
| +167% | +$721K |
|
1214
PUT
Dover
DOV
$28.3B
| $1.18M | ﹤0.01% |
+23,893
| New | +$1.21M |
|
|
RTN
1215
CALL
DELISTED
Raytheon Company
RTN
| $1.18M | ﹤0.01% |
9,500
-58,600
| -86% | -$7.04M |
|
1216
PUT
Franklin Resources
BEN
$17B
| $1.18M | ﹤0.01% |
+32,100
| New | +$1.26M |
|
1217
PUT
PPG Industries
PPG
$25.7B
| $1.18M | ﹤0.01% |
11,900
-11,600
| -49% | -$1.17M |
|
1218
CALL
Raymond James Financial
RJF
$34.5B
| $1.18M | ﹤0.01% |
+30,450
| New | +$1.13M |
|
1219
CALL
JetBlue
JBLU
$2.13B
| $1.17M | ﹤0.01% |
51,800
+200
| +0.4% | +$4.98K |
|
|
SAFE
1220
CALL
Safehold
SAFE
$1.09B
| $1.17M | ﹤0.01% |
+20,544
| New | +$1.26M |
|
1221
NOV
NOV
$7.38B
| $1.17M | ﹤0.01% |
35,005
-5,821
| -14% | -$216K |
|
1222
CALL
Suncor Energy
SU
$73.4B
| $1.17M | ﹤0.01% |
45,400
-176,700
| -80% | -$4.88M |
|
1223
Kinder Morgan
KMI
$69.9B
| $1.17M | ﹤0.01% |
78,405
-46,938
| -37% | -$1.12M |
|
1224
ExxonMobil
XOM
$662B
| $1.16M | ﹤0.01% |
14,871
-87,433
| -85% | -$6.99M |
|
1225
CALL
T. Rowe Price
TROW
$24.3B
| $1.16M | ﹤0.01% |
16,200
+14,000
| +636% | +$1.03M |
|
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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.