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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 | |
|---|---|---|---|---|---|---|
|
IPG
2101
DELISTED
Interpublic Group of Companies
IPG
| $109K | ﹤0.01% |
4,692
+3,929
| +515% | +$88.3K |
|
2102
PUT
Synopsys
SNPS
$79.7B
| $109K | ﹤0.01% |
+2,400
| New | +$116K |
|
|
ISIL
2103
CALL
DELISTED
Intersil Corp
ISIL
| $108K | ﹤0.01% |
+8,500
| New | +$113K |
|
2104
CALL
Enterprise Products Partners
EPD
$81.7B
| $107K | ﹤0.01% |
4,200
-188,400
| -98% | -$4.9M |
|
2105
CALL
Crown Holdings
CCK
$13.1B
| $106K | ﹤0.01% |
+2,100
| New | +$107K |
|
2106
Alphabet (Google) Class C
GOOG
$4.32T
| $106K | ﹤0.01% |
2,800
-863,980
| -100% | -$31M |
|
|
PPLI
2107
People Inc
PPLI
$3.1B
| $106K | ﹤0.01% |
9,915
-862,980
| -99% | -$9.99M |
|
2108
CALL
Red Robin
RRGB
$152M
| $106K | ﹤0.01% |
1,700
+1,500
| +750% | +$105K |
|
2109
Marathon Petroleum
MPC
$83.7B
| $105K | ﹤0.01% |
2,019
-27,360
| -93% | -$1.43M |
|
2110
PUT
Omega Healthcare
OHI
$14.7B
| $105K | ﹤0.01% |
+3,000
| New | +$104K |
|
|
BIG
2111
PUT
DELISTED
Big Lots, Inc.
BIG
| $105K | ﹤0.01% |
2,700
+1,700
| +170% | +$75.5K |
|
|
TLN
2112
CALL
DELISTED
Talen Energy Corporation
TLN
| $105K | ﹤0.01% |
16,900
| – | – |
|
2113
PUT
Annaly Capital Management
NLY
$17.4B
| $104K | ﹤0.01% |
2,750
-975
| -26% | -$38K |
|
2114
CALL
World Kinect Corp
WKC
$1.86B
| $104K | ﹤0.01% |
+2,700
| New | +$111K |
|
|
WP
2115
CALL
DELISTED
Worldpay, Inc.
WP
| $104K | ﹤0.01% |
2,200
-1,100
| -33% | -$54.2K |
|
2116
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.29B
| $103K | ﹤0.01% |
4,984
+796
| +19% | +$16.8K |
|
2117
CALL
Visteon
VC
$2.78B
| $103K | ﹤0.01% |
900
-66,600
| -99% | -$7.54M |
|
2118
State Street Materials Select Sector SPDR ETF
XLB
$8.66B
| $103K | ﹤0.01% |
4,750
-1,890
| -28% | -$42K |
|
2119
Ambarella
AMBA
$3.81B
| $102K | ﹤0.01% |
1,832
-25,587
| -93% | -$1.44M |
|
2120
CALL
Ball Corp
BALL
$16.8B
| $102K | ﹤0.01% |
2,800
-13,400
| -83% | -$458K |
|
2121
PUT
Church & Dwight Co
CHD
$24.5B
| $102K | ﹤0.01% |
2,400
+1,600
| +200% | +$68.6K |
|
|
CXO
2122
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $102K | ﹤0.01% |
1,100
+900
| +450% | +$96.3K |
|
|
DWA
2123
PUT
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
| $102K | ﹤0.01% |
+4,000
| New | +$91.9K |
|
2124
PUT
Cirrus Logic
CRUS
$6.26B
| $101K | ﹤0.01% |
3,400
-13,100
| -79% | -$407K |
|
2125
CALL
LKQ Corp
LKQ
$6.29B
| $101K | ﹤0.01% |
+3,400
| New | +$98.7K |
|
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.