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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 | |
|---|---|---|---|---|---|---|
2201
CALL
FMC
FMC
$1.33B
| $77K | ﹤0.01% |
2,306
-53,038
| -96% | -$1.82M |
|
|
HOUS
2202
DELISTED
Anywhere Real Estate
HOUS
| $77K | ﹤0.01% |
+2,104
| New | +$83.1K |
|
2203
PUT
National Fuel Gas
NFG
$7.65B
| $77K | ﹤0.01% |
1,800
+1,000
| +125% | +$47.5K |
|
|
SAND
2204
DELISTED
Sandstorm Gold
SAND
| $77K | ﹤0.01% |
+29,100
| New | +$79.7K |
|
2205
PUT
Sprouts Farmers Market
SFM
$8.01B
| $77K | ﹤0.01% |
2,900
+2,000
| +222% | +$47.3K |
|
2206
United States Oil Fund
USO
$1.67B
| $77K | ﹤0.01% |
877
+549
| +167% | +$58.5K |
|
|
BEL
2207
DELISTED
Belmond Ltd.
BEL
| $77K | ﹤0.01% |
+8,126
| New | +$82K |
|
|
2208
National Fuel Gas
NFG
$7.65B
| $76K | ﹤0.01% |
1,775
+1,292
| +267% | +$61.4K |
|
2209
PUT
Lumen
LUMN
$6.44B
| $75K | ﹤0.01% |
3,000
-47,900
| -94% | -$1.28M |
|
2210
Altria Group
MO
$114B
| $75K | ﹤0.01% |
+1,296
| New | +$75.1K |
|
|
MDSO
2211
PUT
DELISTED
Medidata Solutions, Inc.
MDSO
| $75K | ﹤0.01% |
+1,500
| New | +$66K |
|
|
CSC
2212
PUT
DELISTED
Computer Sciences
CSC
| $75K | ﹤0.01% |
2,300
+639
| +38% | +$18.7K |
|
2213
CALL
Campbell Soup
CPB
$6.87B
| $74K | ﹤0.01% |
1,400
-8,600
| -86% | -$440K |
|
2214
Dollar General
DG
$27.9B
| $74K | ﹤0.01% |
1,026
-223,175
| -100% | -$15.1M |
|
2215
Flex
FLEX
$44.8B
| $74K | ﹤0.01% |
+8,797
| New | +$74.4K |
|
|
HBI
2216
CALL
DELISTED
Hanesbrands
HBI
| $74K | ﹤0.01% |
2,500
-4,900
| -66% | -$147K |
|
2217
ICICI Bank
IBN
$108B
| $74K | ﹤0.01% |
+10,458
| New | +$78.8K |
|
2218
PUT
Public Storage
PSA
$61.3B
| $74K | ﹤0.01% |
300
-700
| -70% | -$164K |
|
|
TWC
2219
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $74K | ﹤0.01% |
399
+96
| +32% | +$17.8K |
|
2220
CALL
Ally Financial
ALLY
$13.3B
| $73K | ﹤0.01% |
3,900
-500,000
| -99% | -$9.9M |
|
2221
CALL
Avnet
AVT
$7.92B
| $73K | ﹤0.01% |
1,700
-400
| -19% | -$18K |
|
|
CYBR
2222
PUT
DELISTED
CyberArk
CYBR
| $73K | ﹤0.01% |
1,600
-1,200
| -43% | -$54.6K |
|
2223
Dillards
DDS
$9.56B
| $73K | ﹤0.01% |
1,112
-261
| -19% | -$21K |
|
2224
CALL
Hain Celestial
HAIN
$53.7M
| $73K | ﹤0.01% |
1,800
-123,800
| -99% | -$5.61M |
|
|
2225
CALL
Lumen
LUMN
$6.44B
| $73K | ﹤0.01% |
2,900
-178,800
| -98% | -$4.8M |
|
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.