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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 | |
|---|---|---|---|---|---|---|
2326
Crown Castle
CCI
$32.2B
| $51K | ﹤0.01% |
+587
| New | +$49.8K |
|
2327
PUT
Clorox
CLX
$12.7B
| $51K | ﹤0.01% |
400
-300
| -43% | -$37.2K |
|
2328
PUT
Canadian National Railway
CNI
$76.6B
| $51K | ﹤0.01% |
900
-4,800
| -84% | -$281K |
|
2329
Canadian Pacific Kansas City
CP
$80.5B
| $51K | ﹤0.01% |
2,005
+1,940
| +2,985% | +$54.5K |
|
2330
PUT
Euronet Worldwide
EEFT
$2.7B
| $51K | ﹤0.01% |
+700
| New | +$53.6K |
|
2331
Jack Henry & Associates
JKHY
$11.1B
| $51K | ﹤0.01% |
+657
| New | +$50.5K |
|
2332
Manhattan Associates
MANH
$11.4B
| $51K | ﹤0.01% |
775
+356
| +85% | +$25.3K |
|
2333
NetEase
NTES
$84.7B
| $51K | ﹤0.01% |
1,405
+325
| +30% | +$10.1K |
|
2334
Omega Healthcare
OHI
$14.7B
| $51K | ﹤0.01% |
+1,461
| New | +$50.5K |
|
|
LM
2335
CALL
DELISTED
Legg Mason, Inc.
LM
| $51K | ﹤0.01% |
+1,300
| New | +$55.7K |
|
2336
PUT
Flowserve
FLS
$10.2B
| $50K | ﹤0.01% |
1,200
+1,100
| +1,100% | +$48.6K |
|
2337
TE Connectivity
TEL
$62.6B
| $50K | ﹤0.01% |
777
-1,340
| -63% | -$86.4K |
|
2338
PUT
Teradyne
TER
$59.3B
| $50K | ﹤0.01% |
+2,400
| New | +$47.8K |
|
|
EPE
2339
DELISTED
EP Energy Corporation
EPE
| $50K | ﹤0.01% |
+11,330
| New | +$61.3K |
|
2340
PUT
Lear
LEA
$8.18B
| $49K | ﹤0.01% |
400
-26,600
| -99% | -$3.24M |
|
2341
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.21B
| $49K | ﹤0.01% |
+500
| New | +$63.2K |
|
2342
PG&E
PCG
$38.5B
| $49K | ﹤0.01% |
921
+838
| +1,010% | +$44.5K |
|
|
VNET
2343
VNET Group
VNET
$2.09B
| $49K | ﹤0.01% |
2,320
-80,052
| -97% | -$1.6M |
|
|
VRNT
2344
PUT
DELISTED
Verint Systems
VRNT
| $49K | ﹤0.01% |
+2,356
| New | +$53.5K |
|
|
CCXI
2345
CALL
DELISTED
ChemoCentryx, Inc.
CCXI
| $49K | ﹤0.01% |
+6,000
| New | +$42.5K |
|
|
SFLY
2346
PUT
DELISTED
Shutterfly, Inc.
SFLY
| $49K | ﹤0.01% |
+1,100
| New | +$47.2K |
|
|
JUNO
2347
DELISTED
Juno Therapeutics, Inc.
JUNO
| $49K | ﹤0.01% |
+1,121
| New | +$55.6K |
|
|
VAL
2348
DELISTED
Valspar
VAL
| $49K | ﹤0.01% |
587
+337
| +135% | +$27.3K |
|
2349
CALL
Generac Holdings
GNRC
$12.5B
| $48K | ﹤0.01% |
+1,600
| New | +$47.9K |
|
2350
PUT
Pool Corp
POOL
$7.5B
| $48K | ﹤0.01% |
+600
| New | +$48K |
|
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.