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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 | |
|---|---|---|---|---|---|---|
2026
CALL
Microchip Technology
MCHP
$46B
| $135K | ﹤0.01% |
5,800
-13,600
| -70% | -$319K |
|
2027
CALL
NETSCOUT
NTCT
$2.79B
| $135K | ﹤0.01% |
4,400
+3,900
| +780% | +$134K |
|
|
NVRO
2028
DELISTED
NEVRO CORP.
NVRO
| $135K | ﹤0.01% |
+2,000
| New | +$107K |
|
2029
General Dynamics
GD
$106B
| $134K | ﹤0.01% |
974
-9,417
| -91% | -$1.35M |
|
2030
CALL
Papa John's
PZZA
$806M
| $134K | ﹤0.01% |
2,400
-52,000
| -96% | -$3.21M |
|
2031
CALL
Jack Henry & Associates
JKHY
$11.1B
| $133K | ﹤0.01% |
+1,700
| New | +$131K |
|
2032
Southern Copper
SCCO
$166B
| $133K | ﹤0.01% |
5,476
+5,192
| +1,828% | +$130K |
|
|
SNV
2033
CALL
DELISTED
Synovus
SNV
| $133K | ﹤0.01% |
+4,100
| New | +$131K |
|
2034
PUT
Sempra
SRE
$54.8B
| $132K | ﹤0.01% |
2,800
-49,400
| -95% | -$2.44M |
|
|
CRZO
2035
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $132K | ﹤0.01% |
4,456
+4,151
| +1,361% | +$152K |
|
|
UN
2036
DELISTED
Unilever NV New York Registry Shares
UN
| $132K | ﹤0.01% |
+3,047
| New | +$134K |
|
|
INFN
2037
DELISTED
Infinera Corporation Common Stock
INFN
| $131K | ﹤0.01% |
+7,253
| New | +$144K |
|
|
PAY
2038
PUT
DELISTED
Verifone Systems Inc
PAY
| $131K | ﹤0.01% |
4,700
+2,500
| +114% | +$72.2K |
|
|
NLSN
2039
CALL
DELISTED
Nielsen Holdings plc
NLSN
| $131K | ﹤0.01% |
2,800
-200
| -7% | -$9.38K |
|
2040
PUT
BorgWarner
BWA
$13.9B
| $129K | ﹤0.01% |
3,408
-71,114
| -95% | -$2.67M |
|
2041
CALL
Vail Resorts
MTN
$5.3B
| $129K | ﹤0.01% |
1,000
-2,200
| -69% | -$259K |
|
2042
PUT
Norwegian Cruise Line
NCLH
$8.84B
| $129K | ﹤0.01% |
2,200
+1,700
| +340% | +$100K |
|
2043
CALL
Prologis
PLD
$133B
| $129K | ﹤0.01% |
3,000
-800
| -21% | -$33.7K |
|
|
GREK
2044
Global X MSCI Greece ETF
GREK
$329M
| $128K | ﹤0.01% |
5,366
-42,848
| -89% | -$1.2M |
|
2045
PUT
Nabors Industries
NBR
$1.21B
| $128K | ﹤0.01% |
300
| – | – |
|
2046
CALL
Cracker Barrel
CBRL
$1.29B
| $127K | ﹤0.01% |
1,000
+600
| +150% | +$80.9K |
|
2047
Gartner
IT
$11.7B
| $127K | ﹤0.01% |
+1,396
| New | +$124K |
|
2048
Jazz Pharmaceuticals
JAZZ
$16.7B
| $127K | ﹤0.01% |
+900
| New | +$125K |
|
|
NUAN
2049
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $127K | ﹤0.01% |
+7,392
| New | +$120K |
|
2050
CALL
Cullen/Frost Bankers
CFR
$10.2B
| $126K | ﹤0.01% |
2,100
+800
| +62% | +$53.1K |
|
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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.