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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 | |
|---|---|---|---|---|---|---|
|
TIVO
2701
DELISTED
TIVO INC
TIVO
| $9K | ﹤0.01% |
+987
| New | +$8.89K |
|
2702
PUT
CDW
CDW
$17B
| $8K | ﹤0.01% |
+200
| New | +$8.71K |
|
2703
Fidelity National Information Services
FIS
$22.1B
| $8K | ﹤0.01% |
135
-719
| -84% | -$47.6K |
|
2704
Helmerich & Payne
HP
$3.71B
| $8K | ﹤0.01% |
+145
| New | +$8.02K |
|
2705
KeyCorp
KEY
$24.4B
| $8K | ﹤0.01% |
+621
| New | +$8.14K |
|
2706
Kosmos Energy
KOS
$1.48B
| $8K | ﹤0.01% |
1,458
-52,636
| -97% | -$349K |
|
2707
PUT
Manitowoc
MTW
$675M
| $8K | ﹤0.01% |
+552
| New | +$7.82K |
|
2708
News Corp Class A
NWSA
$15.4B
| $8K | ﹤0.01% |
582
-25,375
| -98% | -$358K |
|
2709
Starwood Property Trust
STWD
$6.09B
| $8K | ﹤0.01% |
+384
| New | +$7.89K |
|
2710
Wendy's
WEN
$1.46B
| $8K | ﹤0.01% |
+725
| New | +$7.14K |
|
2711
Xcel Energy
XEL
$48.8B
| $8K | ﹤0.01% |
+213
| New | +$7.61K |
|
2712
Ziff Davis
ZD
$1.98B
| $8K | ﹤0.01% |
+109
| New | +$7.41K |
|
2713
PUT
AMC Global Media
AMCX
$489M
| $7K | ﹤0.01% |
+100
| New | +$7.68K |
|
2714
BJ's Restaurants
BJRI
$1.48B
| $7K | ﹤0.01% |
+169
| New | +$7.4K |
|
2715
CBRE Group
CBRE
$42.9B
| $7K | ﹤0.01% |
191
+103
| +117% | +$3.63K |
|
2716
Cadence Design Systems
CDNS
$93.4B
| $7K | ﹤0.01% |
+346
| New | +$7.51K |
|
2717
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.5B
| $7K | ﹤0.01% |
41
-223,521
| -100% | -$39M |
|
2718
Fossil Group
FOSL
$318M
| $7K | ﹤0.01% |
200
-21
| -10% | -$957 |
|
|
2719
PUT
Fossil Group
FOSL
$318M
| $7K | ﹤0.01% |
200
-6,700
| -97% | -$305K |
|
2720
Immunic
IMUX
$195M
| $7K | ﹤0.01% |
2
-37
| -95% | -$121K |
|
2721
PUT
Marriott International
MAR
$92.3B
| $7K | ﹤0.01% |
100
-400
| -80% | -$28.9K |
|
2722
Nabors Industries
NBR
$1.21B
| $7K | ﹤0.01% |
17
-169
| -91% | -$83K |
|
2723
Annaly Capital Management
NLY
$17.4B
| $7K | ﹤0.01% |
+190
| New | +$7.41K |
|
2724
Super Micro Computer
SMCI
$20.1B
| $7K | ﹤0.01% |
2,800
-32,640
| -92% | -$85.2K |
|
2725
Visteon
VC
$2.78B
| $7K | ﹤0.01% |
63
-95,756
| -100% | -$10.8M |
|
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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.