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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+3.99%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$49.2B
AUM Growth
+$4.3B
(+9.6%)
Cap. Flow
-$570M
Cap. Flow
% of AUM
-1.16%
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 | Miscellaneous | 96.33% |
| 2 | Consumer Discretionary | 0.76% |
| 3 | Technology | 0.67% |
| 4 | Financials | 0.55% |
| 5 | Materials | 0.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
LVLT
1251
PUT
DELISTED
Level 3 Communications Inc
LVLT
| $1.06M | ﹤0.01% |
19,600
+15,200
| +345% | +$761K |
|
1252
Viatris
VTRS
$19B
| $1.06M | ﹤0.01% |
19,646
+5,029
| +34% | +$242K |
|
1253
Energy Transfer Partners
ET
$74.7B
| $1.06M | ﹤0.01% |
+77,081
| New | +$1.44M |
|
|
EXPR
1254
DELISTED
Express, Inc.
EXPR
| $1.06M | ﹤0.01% |
3,060
+2,821
| +1,180% | +$1.02M |
|
1255
CALL
Keurig Dr Pepper
KDP
$43.7B
| $1.05M | ﹤0.01% |
+11,300
| New | +$1M |
|
1256
CALL
Darden Restaurants
DRI
$23.8B
| $1.05M | ﹤0.01% |
16,500
+9,564
| +138% | +$556K |
|
1257
CALL
Waste Management
WM
$86.5B
| $1.05M | ﹤0.01% |
19,700
-8,500
| -30% | -$452K |
|
1258
CALL
Consolidated Edison
ED
$39.8B
| $1.05M | ﹤0.01% |
16,300
-21,700
| -57% | -$1.39M |
|
1259
Goldman Sachs
GS
$300B
| $1.05M | ﹤0.01% |
5,819
-38,907
| -87% | -$7.23M |
|
1260
CALL
Boyd Gaming
BYD
$5.48B
| $1.05M | ﹤0.01% |
+52,700
| New | +$1.01M |
|
|
CXO
1261
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.04M | ﹤0.01% |
11,224
-452
| -4% | -$48.4K |
|
1262
PUT
Kosmos Energy
KOS
$1.71B
| $1.04M | ﹤0.01% |
200,000
| – | – |
|
1263
PUT
Western Union
WU
$2.16B
| $1.04M | ﹤0.01% |
58,000
+7,100
| +14% | +$134K |
|
|
RPTP
1264
CALL
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
| $1.04M | ﹤0.01% |
200,000
+63,200
| +46% | +$367K |
|
1265
PUT
Signet Jewelers
SIG
$3.98B
| $1.04M | ﹤0.01% |
8,400
+5,300
| +171% | +$718K |
|
1266
Vanguard Real Estate ETF
VNQ
$37.5B
| $1.04M | ﹤0.01% |
12,989
+12,988
| +1,298,800% | +$1.03M |
|
|
GWPH
1267
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $1.03M | ﹤0.01% |
+14,900
| New | +$1.21M |
|
1268
CALL
Expeditors International
EXPD
$24.5B
| $1.03M | ﹤0.01% |
+22,900
| New | +$1.11M |
|
1269
CALL
Travel + Leisure Co
TNL
$3.96B
| $1.03M | ﹤0.01% |
31,453
+30,124
| +2,267% | +$1.04M |
|
1270
PUT
Arista Networks
ANET
$243B
| $1.03M | ﹤0.01% |
211,200
+11,200
| +6% | +$48.6K |
|
|
SHLD
1271
PUT
DELISTED
Sears Holding Corporation
SHLD
| $1.03M | ﹤0.01% |
50,000
| – | – |
|
1272
Middleby
MIDD
$4.79B
| $1.02M | ﹤0.01% |
+9,474
| New | +$1.06M |
|
1273
CALL
L3Harris
LHX
$46.6B
| $1.02M | ﹤0.01% |
+11,700
| New | +$942K |
|
1274
OneMain Financial
OMF
$7.2B
| $1.01M | ﹤0.01% |
+24,326
| New | +$1.12M |
|
1275
United Airlines
UAL
$34.8B
| $1.01M | ﹤0.01% |
17,588
-151,531
| -90% | -$8.75M |
|
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TI
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's Q4 2015 filing shows 724 new, 1,056 increased, 956 reduced and 663 closed positions. Its largest new stake was Twitter, Inc.: 1,017,122 shares worth $23.5M. The largest sale was iShares Russell 2000 ETF, an estimated $350M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 96% a quarter earlier, followed by Consumer Discretionary and Technology.
- 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.