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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 | |
|---|---|---|---|---|---|---|
1551
Intrepid Potash
IPI
$494M
| $495K | ﹤0.01% |
16,766
+8,804
| +111% | +$371K |
|
1552
CALL
Roper Technologies
ROP
$40.1B
| $494K | ﹤0.01% |
2,600
+1,300
| +100% | +$238K |
|
1553
PUT
Cboe Global Markets
CBOE
$30.3B
| $493K | ﹤0.01% |
7,600
-18,600
| -71% | -$1.26M |
|
|
CCXI
1554
DELISTED
ChemoCentryx, Inc.
CCXI
| $491K | ﹤0.01% |
+60,557
| New | +$429K |
|
1555
PUT
Gartner
IT
$12.1B
| $490K | ﹤0.01% |
+5,400
| New | +$478K |
|
1556
CALL
AES
AES
$10.5B
| $489K | ﹤0.01% |
51,100
+100
| +0.2% | +$1K |
|
1557
PUT
Skyworks Solutions
SWKS
$10.4B
| $489K | ﹤0.01% |
6,400
-22,700
| -78% | -$1.82M |
|
1558
CALL
Ametek
AME
$58.1B
| $488K | ﹤0.01% |
9,100
+8,400
| +1,200% | +$461K |
|
|
WPX
1559
CALL
DELISTED
WPX Energy, Inc.
WPX
| $488K | ﹤0.01% |
+85,000
| New | +$632K |
|
|
BTU
1560
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $488K | ﹤0.01% |
63,600
-10,400
| -14% | -$150K |
|
1561
IAMGOLD
IAG
$10.4B
| $485K | ﹤0.01% |
341,673
+25,532
| +8% | +$41.7K |
|
1562
Seagate
STX
$184B
| $485K | ﹤0.01% |
13,231
+12,962
| +4,819% | +$493K |
|
1563
PUT
Crown Castle
CCI
$31.4B
| $484K | ﹤0.01% |
5,600
-17,200
| -75% | -$1.46M |
|
1564
CALL
O'Reilly Automotive
ORLY
$75.2B
| $481K | ﹤0.01% |
28,500
+22,500
| +375% | +$390K |
|
|
P
1565
DELISTED
Pandora Media Inc
P
| $478K | ﹤0.01% |
35,629
-117,759
| -77% | -$1.75M |
|
1566
PUT
Nasdaq
NDAQ
$53.8B
| $477K | ﹤0.01% |
+24,600
| New | +$468K |
|
1567
CALL
Public Service Enterprise Group
PEG
$37.2B
| $476K | ﹤0.01% |
+12,300
| New | +$493K |
|
|
WUBA
1568
CALL
DELISTED
58.com Inc
WUBA
| $475K | ﹤0.01% |
7,200
+5,600
| +350% | +$315K |
|
|
TYC
1569
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $473K | ﹤0.01% |
+14,166
| New | +$517K |
|
1570
CALL
3D Systems Corp
DDD
$615M
| $472K | ﹤0.01% |
54,200
-62,700
| -54% | -$647K |
|
1571
Five Below
FIVE
$13.2B
| $472K | ﹤0.01% |
14,714
+12,654
| +614% | +$405K |
|
1572
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$290M
| – | – |
0
| – | – |
|
1573
PUT
Hyatt Hotels
H
$16.1B
| $470K | ﹤0.01% |
+10,000
| New | +$497K |
|
1574
CALL
Open Text
OTEX
$6.04B
| $470K | ﹤0.01% |
19,600
-25,400
| -56% | -$599K |
|
|
PPL
1575
CALL
PPL Corp
PPL
$26.4B
| $470K | ﹤0.01% |
13,800
-184,600
| -93% | -$6.22M |
|
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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.