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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 | |
|---|---|---|---|---|---|---|
1351
CALL
Apollo Global Management
APO
$76B
| $819K | ﹤0.01% |
+54,000
| New | +$923K |
|
1352
CALL
Iovance Biotherapeutics
IOVA
$2.9B
| $811K | ﹤0.01% |
105,000
+75,000
| +250% | +$520K |
|
1353
PUT
Fortune Brands Innovations
FBIN
$5.73B
| $810K | ﹤0.01% |
17,082
+16,497
| +2,820% | +$747K |
|
1354
CALL
Parker-Hannifin
PH
$134B
| $805K | ﹤0.01% |
8,300
+3,100
| +60% | +$314K |
|
1355
CALL
Kroger
KR
$34.6B
| $803K | ﹤0.01% |
19,200
+9,700
| +102% | +$376K |
|
|
CELG
1356
DELISTED
Celgene Corp
CELG
| $802K | ﹤0.01% |
6,700
-39,613
| -86% | -$4.58M |
|
1357
CALL
SBA Communications
SBAC
$19.2B
| $800K | ﹤0.01% |
7,600
+2,500
| +49% | +$270K |
|
1358
Western Union
WU
$2.19B
| $798K | ﹤0.01% |
44,584
+9,652
| +28% | +$182K |
|
1359
PUT
Intercontinental Exchange
ICE
$84.5B
| $794K | ﹤0.01% |
15,500
-7,000
| -31% | -$352K |
|
1360
PUT
Keurig Dr Pepper
KDP
$39.9B
| $793K | ﹤0.01% |
+8,500
| New | +$754K |
|
|
GRA
1361
PUT
DELISTED
W.R. Grace & Co.
GRA
| $787K | ﹤0.01% |
7,900
-36,000
| -82% | -$3.52M |
|
|
SCTY
1362
DELISTED
SolarCity Corporation
SCTY
| $786K | ﹤0.01% |
15,404
-16,821
| -52% | -$653K |
|
1363
PUT
Aon
AON
$75.7B
| $784K | ﹤0.01% |
8,500
+5,900
| +227% | +$550K |
|
|
POT
1364
DELISTED
Potash Corp Of Saskatchewan
POT
| $784K | ﹤0.01% |
+45,794
| New | +$911K |
|
1365
Southwest Airlines
LUV
$22B
| $782K | ﹤0.01% |
18,169
-53,659
| -75% | -$2.38M |
|
|
MRO
1366
DELISTED
Marathon Oil Corporation
MRO
| $778K | ﹤0.01% |
61,806
-7,037
| -10% | -$118K |
|
1367
PUT
Textron
TXT
$15.3B
| $777K | ﹤0.01% |
+18,500
| New | +$765K |
|
|
KEM
1368
DELISTED
KEMET Corporation
KEM
| $777K | ﹤0.01% |
+328,034
| New | +$890K |
|
1369
PUT
TriNet
TNET
$3.09B
| $774K | ﹤0.01% |
40,000
| – | – |
|
1370
CALL
Sarepta Therapeutics
SRPT
$1.81B
| $772K | ﹤0.01% |
20,000
| – | – |
|
1371
Banco Bilbao Vizcaya Argentaria
BBVA
$156B
| $767K | ﹤0.01% |
108,847
+30,284
| +39% | +$242K |
|
1372
Hershey
HSY
$36.7B
| $767K | ﹤0.01% |
8,591
+2,775
| +48% | +$249K |
|
|
1373
Kroger
KR
$34.6B
| $767K | ﹤0.01% |
18,338
+6,919
| +61% | +$268K |
|
1374
PUT
PG&E
PCG
$37.5B
| $767K | ﹤0.01% |
14,400
+11,500
| +397% | +$611K |
|
1375
Regeneron Pharmaceuticals
REGN
$83.2B
| $765K | ﹤0.01% |
1,410
-379
| -21% | -$205K |
|
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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.