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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 | |
|---|---|---|---|---|---|---|
1276
CVS Health
CVS
$122B
| $1.01M | ﹤0.01% |
10,302
-194,685
| -95% | -$19.1M |
|
1277
Lowe's Companies
LOW
$123B
| $1.01M | ﹤0.01% |
13,240
-139,051
| -91% | -$10.3M |
|
1278
PUT
Polaris
PII
$3.97B
| $1.01M | ﹤0.01% |
11,700
-22,200
| -65% | -$2.35M |
|
1279
PUT
Wolfspeed
WOLF
$1.52B
| $1.01M | ﹤0.01% |
37,800
+14,400
| +62% | +$372K |
|
1280
PUT
NetApp
NTAP
$39B
| $1M | ﹤0.01% |
37,700
-130,900
| -78% | -$4.09M |
|
|
MHFI
1281
PUT
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
| $1M | ﹤0.01% |
10,200
+9,800
| +2,450% | +$929K |
|
1282
PUT
Cameco
CCJ
$42.4B
| $999K | ﹤0.01% |
81,000
-104,800
| -56% | -$1.34M |
|
1283
Royal Gold
RGLD
$19.8B
| $999K | ﹤0.01% |
27,396
+2,925
| +12% | +$122K |
|
1284
PUT
Herc Holdings
HRI
$5.68B
| $996K | ﹤0.01% |
23,333
-72,200
| -76% | -$3.62M |
|
1285
Fluor
FLR
$7.3B
| $995K | ﹤0.01% |
21,061
-6,032
| -22% | -$284K |
|
1286
CALL
HSBC
HSBC
$354B
| $995K | ﹤0.01% |
28,284
| – | – |
|
1287
PUT
AvalonBay Communities
AVB
$26.3B
| $993K | ﹤0.01% |
5,400
-52,300
| -91% | -$9.36M |
|
1288
Eldorado Gold
EGO
$10.2B
| $981K | ﹤0.01% |
66,046
+66,038
| +825,475% | +$1.11M |
|
|
CY
1289
PUT
DELISTED
Cypress Semiconductor
CY
| $981K | ﹤0.01% |
100,000
| – | – |
|
1290
APA Corp
APA
$14.4B
| $980K | ﹤0.01% |
22,035
-321,255
| -94% | -$15M |
|
1291
PUT
Atara Biotherapeutics
ATRA
$77.6M
| $977K | ﹤0.01% |
+1,480
| New | +$1.12M |
|
|
WPZ
1292
CALL
DELISTED
Williams Partners L.P.
WPZ
| $975K | ﹤0.01% |
+35,000
| New | +$1.05M |
|
|
TYC
1293
PUT
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $969K | ﹤0.01% |
29,032
+12,510
| +76% | +$457K |
|
|
SPLS
1294
CALL
DELISTED
Staples Inc
SPLS
| $967K | ﹤0.01% |
102,100
+56,900
| +126% | +$668K |
|
1295
PUT
TSMC
TSM
$2.17T
| $966K | ﹤0.01% |
+42,400
| New | +$954K |
|
1296
CALL
AutoZone
AZO
$50.1B
| $963K | ﹤0.01% |
1,300
-2,700
| -68% | -$2.06M |
|
|
JUNO
1297
CALL
DELISTED
Juno Therapeutics, Inc.
JUNO
| $963K | ﹤0.01% |
21,900
-13,100
| -37% | -$650K |
|
1298
PUT
Acuity Brands
AYI
$10.6B
| $958K | ﹤0.01% |
4,100
+3,700
| +925% | +$803K |
|
|
GAP
1299
The Gap Inc
GAP
$7.74B
| $953K | ﹤0.01% |
38,597
-40,937
| -51% | -$1.09M |
|
|
DATA
1300
CALL
DELISTED
Tableau Software, Inc.
DATA
| $950K | ﹤0.01% |
10,100
+2,700
| +36% | +$242K |
|
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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.