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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 | |
|---|---|---|---|---|---|---|
1526
PUT
Cleveland-Cliffs
CLF
$7.18B
| $522K | ﹤0.01% |
330,000
| – | – |
|
1527
CALL
Sherwin-Williams
SHW
$88.1B
| $519K | ﹤0.01% |
6,000
+5,700
| +1,900% | +$493K |
|
1528
PUT
Aecom
ACM
$9.62B
| $516K | ﹤0.01% |
17,200
+9,400
| +121% | +$283K |
|
|
SWC
1529
DELISTED
Stillwater Mining Co
SWC
| $515K | ﹤0.01% |
+60,094
| New | +$574K |
|
1530
Oracle
ORCL
$436B
| $514K | ﹤0.01% |
14,063
-236,360
| -94% | -$9.03M |
|
1531
PUT
Intrepid Potash
IPI
$494M
| $513K | ﹤0.01% |
17,420
| – | – |
|
1532
PUT
Jacobs Solutions
J
$17.2B
| $511K | ﹤0.01% |
14,749
+14,628
| +12,089% | +$501K |
|
|
MRSH
1533
CALL
Marsh
MRSH
$90.9B
| $510K | ﹤0.01% |
+9,200
| New | +$507K |
|
1534
CALL
Unum
UNM
$14.4B
| $510K | ﹤0.01% |
15,300
+14,300
| +1,430% | +$493K |
|
|
HAR
1535
CALL
DELISTED
Harman International Industries
HAR
| $510K | ﹤0.01% |
5,400
-22,500
| -81% | -$2.28M |
|
|
GRMN
1536
CALL
Garmin
GRMN
$60.3B
| $509K | ﹤0.01% |
13,700
-193,700
| -93% | -$7.05M |
|
1537
PUT
FirstEnergy
FE
$27.1B
| $508K | ﹤0.01% |
16,000
+11,000
| +220% | +$346K |
|
1538
PUT
WEC Energy
WEC
$34.7B
| $508K | ﹤0.01% |
9,900
-400
| -4% | -$20.4K |
|
1539
CALL
Abercrombie & Fitch
ANF
$5.23B
| $507K | ﹤0.01% |
18,800
-24,900
| -57% | -$578K |
|
|
CCXI
1540
PUT
DELISTED
ChemoCentryx, Inc.
CCXI
| $505K | ﹤0.01% |
+62,400
| New | +$442K |
|
1541
CALL
Archer Daniels Midland
ADM
$38.5B
| $502K | ﹤0.01% |
13,700
-15,100
| -52% | -$605K |
|
|
AMTD
1542
DELISTED
TD Ameritrade Holding Corp
AMTD
| $502K | ﹤0.01% |
14,449
-2,023
| -12% | -$70.3K |
|
|
CIVI
1543
CALL
DELISTED
Civitas Resources
CIVI
| $500K | ﹤0.01% |
851
+179
| +27% | +$134K |
|
|
CONN
1544
DELISTED
Conn's Inc.
CONN
| $500K | ﹤0.01% |
21,310
+21,286
| +88,692% | +$504K |
|
|
CA
1545
PUT
DELISTED
CA, Inc.
CA
| $500K | ﹤0.01% |
17,500
-12,300
| -41% | -$345K |
|
1546
PUT
Analog Devices
ADI
$188B
| $499K | ﹤0.01% |
9,000
-49,200
| -85% | -$2.9M |
|
1547
CALL
Omnicom Group
OMC
$23.2B
| $499K | ﹤0.01% |
6,600
+5,900
| +843% | +$433K |
|
1548
Tyson Foods
TSN
$20.3B
| $498K | ﹤0.01% |
9,338
+3,152
| +51% | +$152K |
|
|
VAL
1549
PUT
DELISTED
Valspar
VAL
| $498K | ﹤0.01% |
6,000
+5,800
| +2,900% | +$470K |
|
|
ADT
1550
CALL
DELISTED
ADT Corp
ADT
| $497K | ﹤0.01% |
15,100
+12,300
| +439% | +$414K |
|
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.