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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 | |
|---|---|---|---|---|---|---|
1576
CALL
Ralph Lauren
RL
$23.6B
| $469K | ﹤0.01% |
4,200
-2,900
| -41% | -$344K |
|
|
HBI
1577
PUT
DELISTED
Hanesbrands
HBI
| $468K | ﹤0.01% |
15,900
+14,200
| +835% | +$426K |
|
1578
Kraft Heinz
KHC
$30B
| $466K | ﹤0.01% |
6,408
-2,265
| -26% | -$167K |
|
1579
CALL
NCR Voyix
VYX
$1.14B
| $465K | ﹤0.01% |
+30,970
| New | +$493K |
|
1580
PUT
Radware
RDWR
$1.19B
| $460K | ﹤0.01% |
30,000
-1,000
| -3% | -$15.2K |
|
1581
Hecla Mining
HL
$11.3B
| $458K | ﹤0.01% |
242,087
+171,350
| +242% | +$356K |
|
1582
CALL
Magna International
MGA
$18.8B
| $458K | ﹤0.01% |
11,300
+8,600
| +319% | +$400K |
|
1583
CALL
Equinix
EQIX
$103B
| $456K | ﹤0.01% |
1,509
+1,309
| +655% | +$382K |
|
|
WBA
1584
DELISTED
Walgreens Boots Alliance
WBA
| $456K | ﹤0.01% |
5,351
-316,241
| -98% | -$26.9M |
|
1585
CALL
JB Hunt Transport Services
JBHT
$25.2B
| $455K | ﹤0.01% |
+6,200
| New | +$466K |
|
|
XL
1586
CALL
DELISTED
XL Group Ltd.
XL
| $455K | ﹤0.01% |
11,600
+800
| +7% | +$30.4K |
|
1587
AstraZeneca
AZN
$250B
| $454K | ﹤0.01% |
+6,689
| New | +$439K |
|
1588
PUT
Precigen
PGEN
$2.59B
| $452K | ﹤0.01% |
+15,135
| New | +$510K |
|
|
SDRL
1589
DELISTED
Seadrill Limited Common Stock
SDRL
| $449K | ﹤0.01% |
495
-1,195
| -71% | -$1.87M |
|
1590
PUT
Zebra Technologies
ZBRA
$17.8B
| $446K | ﹤0.01% |
6,400
+6,000
| +1,500% | +$450K |
|
1591
PUT
Core Laboratories
CLB
$521M
| $445K | ﹤0.01% |
+4,100
| New | +$469K |
|
1592
Blackrock
BLK
$176B
| $443K | ﹤0.01% |
1,300
-4,006
| -75% | -$1.36M |
|
1593
Invesco CurrencyShares Japanese Yen Trust
FXY
$431M
| $443K | ﹤0.01% |
5,497
+2,063
| +60% | +$165K |
|
1594
CALL
Direxion Daily FTSE China Bull 3X ETF
YINN
$731M
| $443K | ﹤0.01% |
+1,250
| New | +$519K |
|
1595
PUT
Veeva Systems
VEEV
$37.4B
| $441K | ﹤0.01% |
15,300
+14,700
| +2,450% | +$392K |
|
1596
PUT
iShares MSCI Hong Kong ETF
EWH
$1.22B
| $435K | ﹤0.01% |
22,000
+3,500
| +19% | +$70.9K |
|
1597
Skyworks Solutions
SWKS
$10.6B
| $434K | ﹤0.01% |
5,643
-1,764
| -24% | -$141K |
|
1598
CALL
Boston Properties
BXP
$11.1B
| $433K | ﹤0.01% |
3,400
-3,900
| -53% | -$485K |
|
1599
PUT
Eastman Chemical
EMN
$8.42B
| $433K | ﹤0.01% |
6,400
+2,100
| +49% | +$147K |
|
|
SWC
1600
CALL
DELISTED
Stillwater Mining Co
SWC
| $429K | ﹤0.01% |
50,000
+25,000
| +100% | +$239K |
|
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.