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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 | |
|---|---|---|---|---|---|---|
1176
Booking.com
BKNG
$160B
| $1.3M | ﹤0.01% |
+25,425
| New | +$1.34M |
|
1177
PUT
Trimble
TRMB
$13.6B
| $1.29M | ﹤0.01% |
60,200
-71,400
| -54% | -$1.48M |
|
1178
PUT
Lands' End
LE
$402M
| $1.29M | ﹤0.01% |
55,000
+39,900
| +264% | +$966K |
|
1179
Ashland
ASH
$3.45B
| $1.29M | ﹤0.01% |
25,648
-12,898
| -33% | -$679K |
|
|
SIOX
1180
PUT
DELISTED
Sio Gene Therapies Inc. Common Stock
SIOX
| $1.29M | ﹤0.01% |
+8,938
| New | +$1.16M |
|
|
LLTC
1181
PUT
DELISTED
Linear Technology Corp
LLTC
| $1.29M | ﹤0.01% |
30,300
+27,600
| +1,022% | +$1.21M |
|
1182
New Oriental
EDU
$9.24B
| $1.28M | ﹤0.01% |
40,954
-10,913
| -21% | -$307K |
|
1183
CALL
NXP Semiconductors
NXPI
$58.9B
| $1.28M | ﹤0.01% |
15,215
-64,785
| -81% | -$5.54M |
|
|
DISH
1184
CALL
DELISTED
DISH Network Corp.
DISH
| $1.28M | ﹤0.01% |
+22,400
| New | +$1.37M |
|
|
FITB
1185
Fifth Third Bancorp
FITB
$51.8B
| $1.27M | ﹤0.01% |
63,420
-107,179
| -63% | -$2.12M |
|
1186
PUT
Welltower
WELL
$169B
| $1.27M | ﹤0.01% |
18,700
-35,300
| -65% | -$2.3M |
|
1187
HCA Healthcare
HCA
$89.6B
| $1.27M | ﹤0.01% |
18,771
+1,102
| +6% | +$76.9K |
|
|
ITC
1188
DELISTED
ITC HOLDINGS CORP
ITC
| $1.26M | ﹤0.01% |
+32,212
| New | +$1.12M |
|
1189
PUT
Archer Daniels Midland
ADM
$38.8B
| $1.26M | ﹤0.01% |
34,400
+10,100
| +42% | +$405K |
|
1190
CALL
Kinross Gold
KGC
$32.5B
| $1.26M | ﹤0.01% |
692,300
+240,000
| +53% | +$474K |
|
1191
PUT
Mercado Libre
MELI
$92.5B
| $1.26M | ﹤0.01% |
11,000
+1,000
| +10% | +$110K |
|
1192
CALL
Dick's Sporting Goods
DKS
$19.2B
| $1.25M | ﹤0.01% |
35,400
+400
| +1% | +$16.8K |
|
1193
Lincoln National
LNC
$8.75B
| $1.25M | ﹤0.01% |
24,890
+21,816
| +710% | +$1.14M |
|
|
EQC
1194
PUT
DELISTED
Equity Commonwealth
EQC
| $1.25M | ﹤0.01% |
+45,000
| New | +$1.26M |
|
|
WFT
1195
DELISTED
Weatherford International plc
WFT
| $1.25M | ﹤0.01% |
148,553
-157,185
| -51% | -$1.55M |
|
1196
CALL
Abbott
ABT
$188B
| $1.24M | ﹤0.01% |
27,700
-9,400
| -25% | -$415K |
|
1197
CALL
Equity Residential
EQR
$24.7B
| $1.24M | ﹤0.01% |
15,200
-54,100
| -78% | -$4.27M |
|
1198
CALL
Automatic Data Processing
ADP
$109B
| $1.24M | ﹤0.01% |
14,600
-11,500
| -44% | -$990K |
|
1199
CALL
W.W. Grainger
GWW
$61.1B
| $1.24M | ﹤0.01% |
6,100
+2,900
| +91% | +$596K |
|
|
DNKN
1200
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.24M | ﹤0.01% |
28,995
+2,085
| +8% | +$87.5K |
|
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.