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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 | |
|---|---|---|---|---|---|---|
|
GLUU
2226
PUT
DELISTED
Glu Mobile Inc.
GLUU
| $73K | ﹤0.01% |
+30,000
| New | +$103K |
|
|
RPTP
2227
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
| $73K | ﹤0.01% |
13,975
-17,800
| -56% | -$103K |
|
2228
PUT
Assurant
AIZ
$14.3B
| $72K | ﹤0.01% |
+900
| New | +$74.2K |
|
2229
CALL
Burlington
BURL
$23.2B
| $72K | ﹤0.01% |
1,700
-24,500
| -94% | -$1.13M |
|
2230
PUT
Boyd Gaming
BYD
$6.06B
| $72K | ﹤0.01% |
+3,600
| New | +$69.2K |
|
2231
Heron Therapeutics
HRTX
$92.9M
| $72K | ﹤0.01% |
+2,699
| New | +$72.2K |
|
2232
CALL
Sprouts Farmers Market
SFM
$8.01B
| $72K | ﹤0.01% |
+2,700
| New | +$63.8K |
|
|
LLL
2233
CALL
DELISTED
L3 Technologies, Inc.
LLL
| $72K | ﹤0.01% |
600
-1,400
| -70% | -$166K |
|
2234
PUT
OSI Systems
OSIS
$3.89B
| $71K | ﹤0.01% |
800
-500
| -38% | -$43.8K |
|
2235
Ryder
R
$10.1B
| $71K | ﹤0.01% |
1,242
+1,191
| +2,335% | +$78.7K |
|
2236
PUT
SAP
SAP
$238B
| $71K | ﹤0.01% |
900
+500
| +125% | +$38.4K |
|
|
THS
2237
PUT
DELISTED
Treehouse Foods
THS
| $71K | ﹤0.01% |
+900
| New | +$75.1K |
|
2238
PUT
Elevance Health
ELV
$85.5B
| $70K | ﹤0.01% |
+500
| New | +$68.9K |
|
|
SIEN
2239
DELISTED
Sientra, Inc.
SIEN
| $70K | ﹤0.01% |
1,190
-1,010
| -46% | -$52.5K |
|
|
ICPT
2240
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $70K | ﹤0.01% |
+471
| New | +$79.7K |
|
|
SAFM
2241
CALL
DELISTED
Sanderson Farms Inc
SAFM
| $70K | ﹤0.01% |
+900
| New | +$64.8K |
|
2242
PUT
Avnet
AVT
$7.92B
| $69K | ﹤0.01% |
1,600
+500
| +45% | +$22.5K |
|
|
HOUS
2243
CALL
DELISTED
Anywhere Real Estate
HOUS
| $69K | ﹤0.01% |
1,900
+1,200
| +171% | +$47.4K |
|
2244
PUT
Pilgrim's Pride
PPC
$6.54B
| $69K | ﹤0.01% |
+3,100
| New | +$63.4K |
|
2245
PUT
Rogers Communications
RCI
$18.6B
| $69K | ﹤0.01% |
2,000
-400
| -17% | -$15K |
|
2246
CALL
Synopsys
SNPS
$79.7B
| $69K | ﹤0.01% |
+1,500
| New | +$72.5K |
|
|
SPR
2247
DELISTED
Spirit AeroSystems
SPR
| $69K | ﹤0.01% |
+1,370
| New | +$70K |
|
|
RAI
2248
DELISTED
Reynolds American Inc
RAI
| $69K | ﹤0.01% |
+1,485
| New | +$68.7K |
|
2249
Cirrus Logic
CRUS
$6.26B
| $68K | ﹤0.01% |
+2,307
| New | +$71.7K |
|
2250
CALL
Western Union
WU
$2.21B
| $68K | ﹤0.01% |
3,800
+2,800
| +280% | +$52.9K |
|
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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.