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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 | |
|---|---|---|---|---|---|---|
751
CALL
Blackrock
BLK
$177B
| $4.12M | 0.01% |
12,100
+1,600
| +15% | +$544K |
|
752
Restaurant Brands International
QSR
$25.6B
| $4.08M | 0.01% |
109,111
+88,132
| +420% | +$3.24M |
|
753
PUT
UnitedHealth
UNH
$366B
| $4.07M | 0.01% |
34,600
-215,400
| -86% | -$25.2M |
|
754
iShares 20+ Year Treasury Bond ETF
TLT
$40.6B
| $4.07M | 0.01% |
33,755
+32,656
| +2,971% | +$3.98M |
|
755
CALL
Seagate
STX
$187B
| $4.06M | 0.01% |
110,700
-85,000
| -43% | -$3.24M |
|
|
JOY
756
PUT
DELISTED
Joy Global Inc
JOY
| $4.06M | 0.01% |
321,800
+6,400
| +2% | +$96.8K |
|
757
PUT
Ulta Beauty
ULTA
$23.4B
| $4.05M | 0.01% |
21,900
+9,200
| +72% | +$1.59M |
|
|
758
PUT
Blackrock
BLK
$177B
| $4.05M | 0.01% |
11,900
+1,800
| +18% | +$612K |
|
759
PUT
Kinder Morgan
KMI
$70.2B
| $4.05M | 0.01% |
271,300
-33,400
| -11% | -$796K |
|
|
WLL
760
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $4.04M | 0.01% |
+1,427
| New | +$6.77M |
|
761
CALL
Outfront Media
OUT
$5.3B
| $4.02M | 0.01% |
+187,041
| New | +$4.2M |
|
762
PUT
Southern Company
SO
$106B
| $4.02M | 0.01% |
85,800
-169,900
| -66% | -$7.7M |
|
763
PUT
Navient
NAVI
$810M
| $4M | 0.01% |
+349,000
| New | +$4.28M |
|
|
CTXS
764
CALL
DELISTED
Citrix Systems Inc
CTXS
| $4M | 0.01% |
66,306
+7,660
| +13% | +$470K |
|
765
PUT
Vanguard FTSE Europe ETF
VGK
$31B
| $3.99M | 0.01% |
80,000
| – | – |
|
|
POT
766
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $3.98M | 0.01% |
232,700
+130,900
| +129% | +$2.6M |
|
767
PUT
VanEck Junior Gold Miners ETF
GDXJ
$8.5B
| $3.94M | 0.01% |
+205,000
| New | +$4.12M |
|
768
CALL
Progressive
PGR
$124B
| $3.94M | 0.01% |
123,800
+117,800
| +1,963% | +$3.74M |
|
|
WWAV
769
PUT
DELISTED
The WhiteWave Foods Company
WWAV
| $3.94M | 0.01% |
101,200
+1,200
| +1% | +$48.5K |
|
770
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.55B
| $3.93M | 0.01% |
114,201
+19,645
| +21% | +$700K |
|
771
CALL
Duke Energy
DUK
$96B
| $3.92M | 0.01% |
54,900
-34,100
| -38% | -$2.4M |
|
772
CALL
United Therapeutics
UTHR
$22.1B
| $3.92M | 0.01% |
+25,000
| New | +$3.64M |
|
773
CALL
Zoetis
ZTS
$31B
| $3.88M | 0.01% |
81,000
+6,000
| +8% | +$271K |
|
|
BWLD
774
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $3.86M | 0.01% |
24,200
-5,000
| -17% | -$833K |
|
775
PUT
Royal Caribbean
RCL
$81.6B
| $3.85M | 0.01% |
38,100
+32,100
| +535% | +$3.06M |
|
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.