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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 | |
|---|---|---|---|---|---|---|
726
PUT
CarMax
KMX
$8.33B
| $4.46M | 0.01% |
82,700
+51,800
| +168% | +$2.96M |
|
727
PUT
Humana
HUM
$45B
| $4.46M | 0.01% |
25,000
| – | – |
|
|
MW
728
CALL
DELISTED
THE MENS WAREHOUSE INC
MW
| $4.46M | 0.01% |
303,500
+303,000
| +60,600% | +$8.36M |
|
|
VMW
729
PUT
DELISTED
VMware, Inc
VMW
| $4.45M | 0.01% |
78,700
+69,700
| +774% | +$4.34M |
|
730
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$426M
| $4.43M | 0.01% |
55,000
| – | – |
|
731
CALL
United Rentals
URI
$71.7B
| $4.43M | 0.01% |
61,000
+57,900
| +1,868% | +$4.18M |
|
732
Infosys
INFY
$51B
| $4.43M | 0.01% |
528,786
-238,200
| -31% | -$2.07M |
|
|
NFX
733
CALL
DELISTED
Newfield Exploration
NFX
| $4.42M | 0.01% |
135,800
+31,400
| +30% | +$1.17M |
|
|
SPLS
734
DELISTED
Staples Inc
SPLS
| $4.41M | 0.01% |
466,107
-304,294
| -39% | -$3.57M |
|
|
CTXS
735
PUT
DELISTED
Citrix Systems Inc
CTXS
| $4.33M | 0.01% |
71,957
+12,809
| +22% | +$787K |
|
736
CALL
NetEase
NTES
$82.2B
| $4.33M | 0.01% |
119,500
+36,500
| +44% | +$1.14M |
|
737
Cigna
CI
$71.9B
| $4.3M | 0.01% |
29,393
-52,282
| -64% | -$7.19M |
|
738
PUT
Accenture
ACN
$110B
| $4.28M | 0.01% |
40,900
-15,700
| -28% | -$1.66M |
|
739
PBF Energy
PBF
$8.18B
| $4.28M | 0.01% |
116,171
+51,723
| +80% | +$1.82M |
|
740
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$125B
| $4.25M | 0.01% |
130,000
-900
| -0.7% | -$31K |
|
741
PUT
Lennar Class A
LEN
$21.1B
| $4.23M | 0.01% |
90,768
-736
| -0.8% | -$35.1K |
|
|
742
Accenture
ACN
$110B
| $4.22M | 0.01% |
40,420
+19,126
| +90% | +$2.02M |
|
743
PUT
Jack in the Box
JACK
$341M
| $4.2M | 0.01% |
54,700
-2,100
| -4% | -$159K |
|
|
DCP
744
PUT
DELISTED
DCP Midstream, LP
DCP
| $4.19M | 0.01% |
170,000
| – | – |
|
745
CALL
PG&E
PCG
$38.2B
| $4.18M | 0.01% |
78,600
+77,700
| +8,633% | +$4.13M |
|
746
CALL
Royal Caribbean
RCL
$81.6B
| $4.18M | 0.01% |
41,300
-98,500
| -70% | -$9.38M |
|
747
CALL
Zillow
ZG
$7.72B
| $4.17M | 0.01% |
160,100
+68,800
| +75% | +$1.96M |
|
748
CALL
AbbVie
ABBV
$442B
| $4.15M | 0.01% |
70,100
-423,400
| -86% | -$24.4M |
|
|
GRA
749
CALL
DELISTED
W.R. Grace & Co.
GRA
| $4.14M | 0.01% |
41,600
+41,200
| +10,300% | +$4.03M |
|
750
PUT
APA Corp
APA
$14.3B
| $4.13M | 0.01% |
92,900
-412,100
| -82% | -$19.2M |
|
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.