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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 | |
|---|---|---|---|---|---|---|
|
TRQ
776
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $3.83M | 0.01% |
150,656
-87,296
| -37% | -$2.36M |
|
777
PUT
Occidental Petroleum
OXY
$59B
| $3.81M | 0.01% |
56,396
+28,148
| +100% | +$2.02M |
|
778
PUT
Sumitomo Mitsui Financial
SMFG
$160B
| $3.79M | 0.01% |
500,000
| – | – |
|
779
PUT
Progressive
PGR
$124B
| $3.79M | 0.01% |
119,100
+91,100
| +325% | +$2.9M |
|
|
TWC
780
PUT
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $3.79M | 0.01% |
20,400
+20,100
| +6,700% | +$3.73M |
|
781
GoPro
GPRO
$107M
| $3.78M | 0.01% |
209,735
+178,170
| +564% | +$4.14M |
|
782
PUT
Pentair
PNR
$10.8B
| $3.77M | 0.01% |
113,462
+78,917
| +228% | +$2.89M |
|
|
TERP
783
PUT
DELISTED
TerraForm Power, Inc
TERP
| $3.76M | 0.01% |
299,000
+99,000
| +50% | +$1.41M |
|
784
PUT
Johnson Controls International
JCI
$93.1B
| $3.75M | 0.01% |
90,725
-12,224
| -12% | -$553K |
|
785
CALL
Southern Company
SO
$106B
| $3.74M | 0.01% |
79,900
-88,100
| -52% | -$3.99M |
|
786
CALL
General Dynamics
GD
$106B
| $3.74M | 0.01% |
27,200
-16,300
| -37% | -$2.33M |
|
|
ETP
787
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $3.74M | 0.01% |
110,800
+48,800
| +79% | +$1.92M |
|
788
CALL
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $3.73M | 0.01% |
174,400
+160,800
| +1,182% | +$3.46M |
|
|
ICPT
789
PUT
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $3.73M | 0.01% |
+25,000
| New | +$4.23M |
|
790
CALL
Citizens Financial Group
CFG
$30.8B
| $3.69M | 0.01% |
141,000
-21,500
| -13% | -$541K |
|
791
PUT
Kraft Heinz
KHC
$29.2B
| $3.67M | 0.01% |
50,500
| – | – |
|
792
CALL
CenterPoint Energy
CNP
$26.5B
| $3.67M | 0.01% |
+200,000
| New | +$3.55M |
|
793
Mastercard
MA
$494B
| $3.67M | 0.01% |
37,682
+15,166
| +67% | +$1.48M |
|
794
PUT
Expeditors International
EXPD
$23.1B
| $3.67M | 0.01% |
81,300
-137,000
| -63% | -$6.64M |
|
795
CALL
Tractor Supply
TSCO
$18.5B
| $3.66M | 0.01% |
214,000
+103,000
| +93% | +$1.82M |
|
|
796
American Express
AXP
$231B
| $3.65M | 0.01% |
52,510
-726,929
| -93% | -$52.9M |
|
797
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $3.65M | 0.01% |
72,253
-19,616
| -21% | -$975K |
|
798
EOG Resources
EOG
$75B
| $3.65M | 0.01% |
51,520
-24,530
| -32% | -$1.99M |
|
799
PUT
Dollar Tree
DLTR
$24.5B
| $3.63M | 0.01% |
47,000
+36,700
| +356% | +$2.57M |
|
|
MHFI
800
CALL
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $3.62M | 0.01% |
36,700
+36,100
| +6,017% | +$3.42M |
|
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.