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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 | |
|---|---|---|---|---|---|---|
976
Aflac
AFL
$61.1B
| $2.27M | ﹤0.01% |
75,822
+312
| +0.4% | +$9.71K |
|
977
CALL
BHP
BHP
$230B
| $2.27M | ﹤0.01% |
98,760
-93,604
| -49% | -$2.5M |
|
978
CALL
PTC Therapeutics
PTCT
$6.23B
| $2.27M | ﹤0.01% |
+70,000
| New | +$2.06M |
|
|
SPLK
979
CALL
DELISTED
Splunk Inc
SPLK
| $2.26M | ﹤0.01% |
38,300
-96,600
| -72% | -$5.54M |
|
980
PUT
NextEra Energy
NEE
$177B
| $2.25M | ﹤0.01% |
86,400
+53,600
| +163% | +$1.36M |
|
|
SIX
981
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $2.24M | ﹤0.01% |
40,800
+14,800
| +57% | +$765K |
|
982
United States Natural Gas Fund
UNG
$497M
| $2.24M | ﹤0.01% |
16,150
+12,050
| +294% | +$1.82M |
|
983
IBM
IBM
$223B
| $2.23M | ﹤0.01% |
16,973
-184,508
| -92% | -$24.8M |
|
984
Intuit
INTU
$91.5B
| $2.23M | ﹤0.01% |
23,111
+14,665
| +174% | +$1.42M |
|
985
CALL
TSMC
TSM
$2.17T
| $2.22M | ﹤0.01% |
97,500
+27,400
| +39% | +$616K |
|
986
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$293M
| – | – |
0
| – | – |
|
|
NAV
987
PUT
DELISTED
Navistar International
NAV
| $2.21M | ﹤0.01% |
250,000
+80,000
| +47% | +$984K |
|
988
PUT
NOV
NOV
$7.38B
| $2.21M | ﹤0.01% |
65,900
-277,600
| -81% | -$10.3M |
|
989
CALL
Genesis Energy
GEL
$1.9B
| $2.2M | ﹤0.01% |
+60,000
| New | +$2.33M |
|
990
Jack in the Box
JACK
$340M
| $2.18M | ﹤0.01% |
28,466
+3,907
| +16% | +$297K |
|
991
CALL
J.M. Smucker
SJM
$12.6B
| $2.18M | ﹤0.01% |
17,700
+11,000
| +164% | +$1.31M |
|
992
CALL
Eaton
ETN
$173B
| $2.18M | ﹤0.01% |
41,900
+8,600
| +26% | +$466K |
|
993
PUT
Oil States International
OIS
$534M
| $2.18M | ﹤0.01% |
80,000
| – | – |
|
994
CALL
Teradyne
TER
$57.1B
| $2.17M | ﹤0.01% |
104,900
+2,300
| +2% | +$45.8K |
|
995
CALL
Palo Alto Networks
PANW
$314B
| $2.17M | ﹤0.01% |
73,800
-53,400
| -42% | -$1.54M |
|
996
Synchrony
SYF
$25.4B
| $2.17M | ﹤0.01% |
+71,222
| New | +$2.23M |
|
997
Duke Energy
DUK
$94.5B
| $2.16M | ﹤0.01% |
+30,218
| New | +$2.12M |
|
998
PUT
Genworth Financial
GNW
$3.7B
| $2.16M | ﹤0.01% |
578,000
+33,000
| +6% | +$153K |
|
|
TYC
999
CALL
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $2.15M | ﹤0.01% |
64,271
+21,296
| +50% | +$777K |
|
1000
PUT
AGCO
AGCO
$7.06B
| $2.14M | ﹤0.01% |
47,100
+46,600
| +9,320% | +$2.2M |
|
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.