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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 | |
|---|---|---|---|---|---|---|
1776
PUT
VanEck Semiconductor ETF
SMH
$71.8B
| $272K | ﹤0.01% |
10,200
-193,000
| -95% | -$5.23M |
|
1777
CALL
Corpay
CPAY
$25.7B
| $272K | ﹤0.01% |
1,900
+1,100
| +138% | +$162K |
|
1778
Fortune Brands Innovations
FBIN
$6.06B
| $271K | ﹤0.01% |
5,714
+5,494
| +2,497% | +$249K |
|
|
MBLY
1779
PUT
DELISTED
Mobileye N.V.
MBLY
| $271K | ﹤0.01% |
6,400
+1,600
| +33% | +$71.5K |
|
1780
CALL
Moody's
MCO
$82.7B
| $270K | ﹤0.01% |
+2,700
| New | +$271K |
|
1781
PUT
Ametek
AME
$58.2B
| $269K | ﹤0.01% |
5,000
+4,500
| +900% | +$247K |
|
1782
CALL
VanEck India Growth Leaders ETF
GLIN
$93.2M
| $268K | ﹤0.01% |
+6,200
| New | +$267K |
|
|
1783
PUT
VanEck India Growth Leaders ETF
GLIN
$93.2M
| $268K | ﹤0.01% |
+6,200
| New | +$267K |
|
1784
PUT
Hartford Financial Services
HIG
$39.3B
| $268K | ﹤0.01% |
6,200
+2,500
| +68% | +$115K |
|
|
UN
1785
PUT
DELISTED
Unilever NV New York Registry Shares
UN
| $268K | ﹤0.01% |
+6,200
| New | +$272K |
|
1786
CALL
Interactive Brokers
IBKR
$39.8B
| $267K | ﹤0.01% |
+24,400
| New | +$255K |
|
1787
Wynn Resorts
WYNN
$10.6B
| $267K | ﹤0.01% |
+3,860
| New | +$258K |
|
1788
PUT
Ventas
VTR
$47.9B
| $265K | ﹤0.01% |
4,700
-300
| -6% | -$16.3K |
|
|
CYTR
1789
CALL
DELISTED
CytRx Corp
CYTR
| $265K | ﹤0.01% |
+16,667
| New | +$286K |
|
|
PPLI
1790
PUT
People Inc
PPLI
$3.1B
| $264K | ﹤0.01% |
24,620
+24,060
| +4,296% | +$279K |
|
1791
CALL
Dine Brands
DIN
$452M
| $263K | ﹤0.01% |
3,100
+2,600
| +520% | +$223K |
|
1792
PUT
Diageo
DEO
$53.6B
| $262K | ﹤0.01% |
2,400
-2,100
| -47% | -$237K |
|
|
ASNA
1793
CALL
DELISTED
Ascena Retail Group, Inc.
ASNA
| $262K | ﹤0.01% |
1,330
+80
| +6% | +$18.9K |
|
|
EQC
1794
DELISTED
Equity Commonwealth
EQC
| $261K | ﹤0.01% |
+9,416
| New | +$264K |
|
1795
CALL
Bath & Body Works
BBWI
$4.1B
| $260K | ﹤0.01% |
3,340
-223,155
| -99% | -$17.3M |
|
1796
Equifax
EFX
$21.4B
| $260K | ﹤0.01% |
+2,333
| New | +$252K |
|
|
EXPR
1797
PUT
DELISTED
Express, Inc.
EXPR
| $259K | ﹤0.01% |
750
| – | – |
|
1798
CALL
Broadridge
BR
$19B
| $258K | ﹤0.01% |
4,800
+3,700
| +336% | +$208K |
|
1799
PUT
Jack Henry & Associates
JKHY
$11.1B
| $258K | ﹤0.01% |
+3,300
| New | +$254K |
|
1800
WEC Energy
WEC
$35.1B
| $256K | ﹤0.01% |
4,994
-2,352
| -32% | -$120K |
|
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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.