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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
|
XLNX
101
PUT
DELISTED
Xilinx Inc
XLNX
| $64.2M | 0.13% |
1,367,500
-390,400
| -22% | -$18.4M |
|
102
CALL
Kinder Morgan
KMI
$71.7B
| $63.7M | 0.13% |
4,270,600
-320,100
| -7% | -$7.63M |
|
103
CALL
Oracle
ORCL
$374B
| $63.7M | 0.13% |
1,742,600
+885,700
| +103% | +$33.8M |
|
104
CALL
Procter & Gamble
PG
$336B
| $61M | 0.12% |
768,800
+380,300
| +98% | +$29.1M |
|
105
CALL
Monster Beverage
MNST
$94.3B
| $60.4M | 0.12% |
2,434,800
+68,400
| +3% | +$1.65M |
|
106
PUT
MetLife
MET
$61.9B
| $60M | 0.12% |
1,397,563
-67,993
| -5% | -$2.99M |
|
107
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
| $59.5M | 0.12% |
2,320,200
+1,917,600
| +476% | +$48.7M |
|
108
PUT
Alphabet (Google) Class A
GOOGL
$4.36T
| $57.5M | 0.12% |
+1,478,000
| New | +$54.7M |
|
109
CALL
JD.com
JD
$44.6B
| $57.3M | 0.12% |
1,776,900
-961,800
| -35% | -$28.4M |
|
110
PUT
Micron Technology
MU
$930B
| $57.3M | 0.12% |
4,047,300
+2,563,100
| +173% | +$41M |
|
|
YHOO
111
PUT
DELISTED
Yahoo Inc
YHOO
| $56.9M | 0.12% |
1,711,000
-1,104,800
| -39% | -$36.9M |
|
112
CALL
PepsiCo
PEP
$190B
| $56.4M | 0.11% |
564,900
-82,600
| -13% | -$8.24M |
|
|
QIHU
113
CALL
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $56.1M | 0.11% |
770,800
-33,300
| -4% | -$2.1M |
|
|
114
CALL
MetLife
MET
$61.9B
| $55.8M | 0.11% |
1,298,715
-186,476
| -13% | -$8.2M |
|
115
CALL
Salesforce
CRM
$151B
| $55.4M | 0.11% |
706,200
+147,800
| +26% | +$11.5M |
|
116
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
| $55.1M | 0.11% |
455,950
-658,650
| -59% | -$93.8M |
|
117
CALL
Home Depot
HD
$331B
| $54.5M | 0.11% |
412,000
+170,700
| +71% | +$21.7M |
|
118
Apple
AAPL
$4.54T
| $53.5M | 0.11% |
2,032,020
+676,816
| +50% | +$19.3M |
|
119
PUT
Lam Research
LRCX
$367B
| $53.1M | 0.11% |
6,692,000
+3,667,000
| +121% | +$27.6M |
|
120
CALL
GE Aerospace
GE
$374B
| $52.2M | 0.11% |
349,968
-641,866
| -65% | -$91.2M |
|
121
CALL
Chipotle Mexican Grill
CMG
$47.2B
| $52.2M | 0.11% |
5,440,000
+4,665,000
| +602% | +$57.1M |
|
122
PUT
PNC Financial Services
PNC
$99.7B
| $52.2M | 0.11% |
547,700
+27,700
| +5% | +$2.57M |
|
123
CALL
iShares MSCI Japan ETF
EWJ
$21.9B
| $52.1M | 0.11% |
1,075,075
-622,075
| -37% | -$30.5M |
|
124
CALL
Valero Energy
VLO
$92.9B
| $52.1M | 0.11% |
736,700
+555,000
| +305% | +$37.8M |
|
|
125
CALL
iShares MSCI South Korea ETF
EWY
$21.9B
| $51.3M | 0.1% |
1,033,200
+861,600
| +502% | +$45.2M |
|
Similar funds
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.