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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 | |
|---|---|---|---|---|---|---|
1626
PUT
Allstate
ALL
$67.5B
| $404K | ﹤0.01% |
6,500
+1,300
| +25% | +$80.8K |
|
1627
CALL
Pan American Silver
PAAS
$21.6B
| $404K | ﹤0.01% |
62,200
-1,100
| -2% | -$7.92K |
|
|
EXXI
1628
PUT
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $404K | ﹤0.01% |
400,000
| – | – |
|
1629
CALL
ProShares Trust Short MSCI EAFE
EFZ
$9.98M
| $402K | ﹤0.01% |
+6,000
| New | +$397K |
|
1630
PUT
iShares S&P 100 ETF
OEF
$20.5B
| $401K | ﹤0.01% |
4,400
-2,000
| -31% | -$183K |
|
1631
Omnicom Group
OMC
$23.4B
| $401K | ﹤0.01% |
+5,299
| New | +$389K |
|
|
TFCFA
1632
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $401K | ﹤0.01% |
14,764
-327,949
| -96% | -$9.51M |
|
1633
CALL
Mercado Libre
MELI
$92.3B
| $400K | ﹤0.01% |
3,500
+3,000
| +600% | +$330K |
|
|
SINA
1634
CALL
DELISTED
Sina Corp
SINA
| $400K | ﹤0.01% |
8,100
+1,600
| +25% | +$77K |
|
|
RLYP
1635
CALL
DELISTED
RELYPSA INC COM
RLYP
| $400K | ﹤0.01% |
+14,100
| New | +$304K |
|
1636
Avis
CAR
$5.02B
| $397K | ﹤0.01% |
10,933
+10,931
| +546,550% | +$460K |
|
1637
McDonald's
MCD
$195B
| $396K | ﹤0.01% |
3,350
-183,171
| -98% | -$20.5M |
|
1638
PUT
Trinity Industries
TRN
$2.38B
| $394K | ﹤0.01% |
22,780
+16,113
| +242% | +$299K |
|
1639
Polaris
PII
$4.07B
| $392K | ﹤0.01% |
4,559
-5,515
| -55% | -$585K |
|
1640
Under Armour
UAA
$2.6B
| $391K | ﹤0.01% |
9,706
-21,344
| -69% | -$974K |
|
1641
PUT
Dine Brands
DIN
$452M
| $390K | ﹤0.01% |
+4,600
| New | +$394K |
|
1642
Nu Skin
NUS
$267M
| $390K | ﹤0.01% |
10,284
-5,299
| -34% | -$195K |
|
|
WUBA
1643
PUT
DELISTED
58.com Inc
WUBA
| $389K | ﹤0.01% |
5,900
+4,900
| +490% | +$276K |
|
1644
PUT
TE Connectivity
TEL
$62.6B
| $388K | ﹤0.01% |
6,000
+3,200
| +114% | +$206K |
|
|
DBD
1645
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
| $388K | ﹤0.01% |
12,900
+11,100
| +617% | +$377K |
|
1646
PUT
Toll Brothers
TOL
$14.5B
| $385K | ﹤0.01% |
11,500
-18,200
| -61% | -$649K |
|
1647
PUT
Quest Diagnostics
DGX
$26.3B
| $384K | ﹤0.01% |
+5,400
| New | +$363K |
|
1648
CALL
AGNC Investment
AGNC
$12.9B
| $381K | ﹤0.01% |
22,000
+6,300
| +40% | +$114K |
|
|
1649
CALL
Polaris
PII
$4.07B
| $379K | ﹤0.01% |
4,400
+2,600
| +144% | +$276K |
|
1650
PUT
Tenet Healthcare
THC
$21.1B
| $379K | ﹤0.01% |
12,500
-1,300
| -9% | -$42.6K |
|
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.