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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 | |
|---|---|---|---|---|---|---|
826
Community Health Systems
CYH
$415M
| $3.43M | 0.01% |
156,449
+131,420
| +525% | +$3.39M |
|
827
KKR & Co
KKR
$99B
| $3.42M | 0.01% |
219,167
-99,519
| -31% | -$1.7M |
|
828
TJX Companies
TJX
$173B
| $3.42M | 0.01% |
96,372
+24,416
| +34% | +$869K |
|
|
AET
829
CALL
DELISTED
Aetna Inc
AET
| $3.4M | 0.01% |
31,500
+1,500
| +5% | +$162K |
|
830
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.3B
| $3.39M | 0.01% |
33,333
| – | – |
|
831
CALL
Expedia Group
EXPE
$38.9B
| $3.38M | 0.01% |
27,200
+22,300
| +455% | +$2.82M |
|
832
CALL
Accenture
ACN
$110B
| $3.38M | 0.01% |
32,300
-10,200
| -24% | -$1.08M |
|
|
SPWR
833
CALL
DELISTED
SunPower Corporation Common Stock
SPWR
| $3.37M | 0.01% |
+171,329
| New | +$2.87M |
|
834
AutoZone
AZO
$50.4B
| $3.36M | 0.01% |
4,533
+4,093
| +930% | +$3.12M |
|
835
PUT
NetEase
NTES
$82.1B
| $3.35M | 0.01% |
92,500
+28,500
| +45% | +$887K |
|
836
VanEck Junior Gold Miners ETF
GDXJ
$8.51B
| $3.34M | 0.01% |
174,005
+156,284
| +882% | +$3.14M |
|
837
Interactive Brokers
IBKR
$40.6B
| $3.34M | 0.01% |
306,396
+127,900
| +72% | +$1.33M |
|
838
CALL
Equity Lifestyle Properties
ELS
$12.6B
| $3.33M | 0.01% |
+100,000
| New | +$3.09M |
|
|
839
PUT
Equity Lifestyle Properties
ELS
$12.6B
| $3.33M | 0.01% |
+100,000
| New | +$3.09M |
|
|
MBLY
840
CALL
DELISTED
Mobileye N.V.
MBLY
| $3.33M | 0.01% |
78,800
+26,900
| +52% | +$1.2M |
|
|
WRK
841
CALL
DELISTED
WestRock Company
WRK
| $3.33M | 0.01% |
+81,023
| New | +$3.69M |
|
842
CME Group
CME
$94B
| $3.32M | 0.01% |
36,621
+6,591
| +22% | +$620K |
|
843
PUT
Vipshop
VIPS
$7.3B
| $3.32M | 0.01% |
+217,400
| New | +$3.81M |
|
|
CPN
844
DELISTED
Calpine Corporation
CPN
| $3.3M | 0.01% |
227,926
+159,244
| +232% | +$2.33M |
|
845
CALL
Huntsman Corp
HUN
$1.85B
| $3.3M | 0.01% |
+290,000
| New | +$3.44M |
|
|
GAP
846
CALL
The Gap Inc
GAP
$7.61B
| $3.28M | 0.01% |
132,900
-329,300
| -71% | -$8.79M |
|
847
CALL
Amphenol
APH
$210B
| $3.28M | 0.01% |
250,800
+206,000
| +460% | +$2.75M |
|
848
CALL
GoPro
GPRO
$109M
| $3.25M | 0.01% |
180,300
-37,900
| -17% | -$880K |
|
849
Zions Bancorporation
ZION
$10.3B
| $3.24M | 0.01% |
118,782
+46,251
| +64% | +$1.33M |
|
850
CALL
Patterson-UTI
PTEN
$4.21B
| $3.24M | 0.01% |
215,000
+69,700
| +48% | +$1.07M |
|
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.