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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 | |
|---|---|---|---|---|---|---|
176
CALL
Ford
F
$55.4B
| $36M | 0.07% |
2,556,900
-1,080,400
| -30% | -$15.6M |
|
|
EMC
177
CALL
DELISTED
EMC CORPORATION
EMC
| $35.9M | 0.07% |
1,397,800
+455,000
| +48% | +$11.8M |
|
|
ESRX
178
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $35.3M | 0.07% |
404,000
+344,900
| +584% | +$29.5M |
|
179
PUT
Yum! Brands
YUM
$41.2B
| $35.2M | 0.07% |
669,767
+186,534
| +39% | +$9.74M |
|
180
CALL
ExxonMobil
XOM
$652B
| $34.5M | 0.07% |
442,500
+17,000
| +4% | +$1.36M |
|
181
Caterpillar
CAT
$393B
| $34M | 0.07% |
500,079
+165,119
| +49% | +$11.5M |
|
182
PUT
iShares MSCI Germany ETF
EWG
$1.67B
| $33.9M | 0.07% |
1,295,000
| – | – |
|
183
CALL
iShares Biotechnology ETF
IBB
$9.77B
| $33.8M | 0.07% |
300,000
+150,000
| +100% | +$16.3M |
|
184
CALL
VanEck Gold Miners ETF
GDX
$26.9B
| $33.6M | 0.07% |
2,452,500
+411,100
| +20% | +$5.97M |
|
185
PUT
Booking.com
BKNG
$160B
| $33.3M | 0.07% |
652,500
-1,647,500
| -72% | -$87M |
|
|
WBA
186
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $33M | 0.07% |
387,300
+297,300
| +330% | +$25.3M |
|
187
CALL
iShares MSCI Australia ETF
EWA
$1.45B
| $32.7M | 0.07% |
1,726,200
+350,000
| +25% | +$6.62M |
|
188
CALL
Gen Digital
GEN
$17.7B
| $32.6M | 0.07% |
1,551,000
+1,500,800
| +2,990% | +$30.5M |
|
|
APC
189
PUT
DELISTED
Anadarko Petroleum
APC
| $32.4M | 0.07% |
666,200
+199,400
| +43% | +$12.2M |
|
190
CALL
Owens Corning
OC
$12.3B
| $32M | 0.07% |
679,900
+679,400
| +135,880% | +$31.2M |
|
191
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $31.8M | 0.06% |
1,600,000
+650,000
| +68% | +$12.9M |
|
192
PUT
Advance Auto Parts
AAP
$3.46B
| $31.5M | 0.06% |
209,600
-63,200
| -23% | -$11M |
|
193
American International
AIG
$39.8B
| $31.5M | 0.06% |
507,750
-1,167
| -0.2% | -$71.2K |
|
194
PUT
Alphabet (Google) Class C
GOOG
$4.21T
| $31.4M | 0.06% |
828,000
-1,822,000
| -69% | -$65.4M |
|
|
DD
195
PUT
DELISTED
Du Pont De Nemours E I
DD
| $31.4M | 0.06% |
471,100
+160,900
| +52% | +$10.2M |
|
196
State Street Energy Select Sector SPDR ETF
XLE
$39.9B
| $31.4M | 0.06% |
1,040,242
+49,496
| +5% | +$1.63M |
|
197
PUT
Newmont
NEM
$120B
| $31.4M | 0.06% |
1,743,200
-24,600
| -1% | -$452K |
|
|
198
iShares MSCI Australia ETF
EWA
$1.45B
| $30.5M | 0.06% |
1,610,732
+86,346
| +6% | +$1.63M |
|
199
PUT
Philip Morris
PM
$294B
| $30.5M | 0.06% |
346,800
-152,000
| -30% | -$13.2M |
|
200
CALL
CVS Health
CVS
$121B
| $30.4M | 0.06% |
311,100
+193,300
| +164% | +$18.9M |
|
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.