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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 | |
|---|---|---|---|---|---|---|
|
LVLT
1476
DELISTED
Level 3 Communications Inc
LVLT
| $584K | ﹤0.01% |
10,751
-817
| -7% | -$40.9K |
|
1477
CALL
CEVA Inc
CEVA
$913M
| $582K | ﹤0.01% |
+24,900
| New | +$594K |
|
1478
CALL
PPG Industries
PPG
$25.7B
| $582K | ﹤0.01% |
5,900
-13,600
| -70% | -$1.37M |
|
1479
PUT
Sarepta Therapeutics
SRPT
$1.79B
| $579K | ﹤0.01% |
15,000
| – | – |
|
1480
PUT
Weyerhaeuser
WY
$18.2B
| $579K | ﹤0.01% |
19,300
-12,500
| -39% | -$377K |
|
|
BRSL
1481
CALL
Brightstar Lottery PLC
BRSL
$2.02B
| $578K | ﹤0.01% |
+35,700
| New | +$571K |
|
1482
Verisk Analytics
VRSK
$23.5B
| $578K | ﹤0.01% |
+7,520
| New | +$571K |
|
|
FISV
1483
PUT
Fiserv Inc
FISV
$27.5B
| $577K | ﹤0.01% |
12,600
+7,800
| +163% | +$366K |
|
1484
CALL
Norfolk Southern
NSC
$75.4B
| $575K | ﹤0.01% |
6,800
-3,300
| -33% | -$282K |
|
1485
PUT
Leidos
LDOS
$17.4B
| $574K | ﹤0.01% |
+10,200
| New | +$538K |
|
|
NVRO
1486
PUT
DELISTED
NEVRO CORP.
NVRO
| $574K | ﹤0.01% |
+8,500
| New | +$455K |
|
1487
PUT
Edison International
EIX
$26B
| $573K | ﹤0.01% |
9,700
-28,400
| -75% | -$1.74M |
|
|
PVG
1488
DELISTED
PRETIUM RESOURCES INC.
PVG
| $573K | ﹤0.01% |
113,705
-62,817
| -36% | -$362K |
|
|
INSY
1489
CALL
DELISTED
Insys Therapeutics, Inc.
INSY
| $573K | ﹤0.01% |
+20,000
| New | +$554K |
|
1490
PUT
Check Point Software Technologies
CHKP
$13.4B
| $571K | ﹤0.01% |
7,000
+3,800
| +119% | +$315K |
|
1491
Whirlpool
WHR
$2.74B
| $571K | ﹤0.01% |
+3,891
| New | +$604K |
|
|
FISV
1492
Fiserv Inc
FISV
$27.5B
| $568K | ﹤0.01% |
12,426
+8,860
| +248% | +$416K |
|
1493
CALL
Novavax
NVAX
$1.29B
| $567K | ﹤0.01% |
3,375
+2,875
| +575% | +$442K |
|
1494
Paychex
PAYX
$42.9B
| $565K | ﹤0.01% |
10,684
+4,749
| +80% | +$248K |
|
1495
PUT
MannKind Corp
MNKD
$1.26B
| $564K | ﹤0.01% |
77,820
+30,220
| +63% | +$372K |
|
1496
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$206M
| $563K | ﹤0.01% |
31
+23
| +288% | +$401K |
|
1497
PUT
Jazz Pharmaceuticals
JAZZ
$16.7B
| $562K | ﹤0.01% |
+4,000
| New | +$554K |
|
1498
PUT
Stellantis
STLA
$21.1B
| $561K | ﹤0.01% |
61,502
+57,668
| +1,504% | +$541K |
|
|
MJN
1499
CALL
DELISTED
Mead Johnson Nutrition Company
MJN
| $561K | ﹤0.01% |
+7,100
| New | +$559K |
|
1500
CALL
Trane Technologies
TT
$105B
| $559K | ﹤0.01% |
10,100
-141,300
| -93% | -$7.95M |
|
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.