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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-11.36%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
AUM
$44.9B
AUM Growth
-$2.48B
(-5.2%)
Cap. Flow
+$2.52B
Cap. Flow
% of AUM
5.6%
Top 10 Holdings %
Top 10 Hldgs %
44.11%
Holding
5,410
New
567
Increased
1,010
Reduced
1,102
Closed
1,345
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$380M |
| 2 |
iShares MSCI EAFE ETF
EFA
|
+$161M |
| 3 |
iShares China Large-Cap ETF
FXI
|
+$94.6M |
| 4 |
iShares MSCI South Korea ETF
EWY
|
+$45.2M |
| 5 |
Chipotle Mexican Grill
CMG
|
+$45M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Qualcomm
QCOM
|
+$82.8M |
| 2 |
Danaher
DHR
|
+$66.3M |
| 3 |
Bank of America
BAC
|
+$53.7M |
| 4 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$45.8M |
| 5 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$42.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.8% |
| 2 | Financials | 0.66% |
| 3 | Technology | 0.56% |
| 4 | Communication Services | 0.52% |
| 5 | Consumer Staples | 0.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
TFCFA
476
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $9.25M | 0.02% |
+342,713
| New | +$10.2M |
|
|
BHI
477
PUT
DELISTED
Baker Hughes
BHI
| $9.24M | 0.02% |
177,600
+10,500
| +6% | +$586K |
|
|
RAD
478
PUT
DELISTED
Rite Aid Corporation
RAD
| $9.22M | 0.02% |
75,925
+45,680
| +151% | +$7.61M |
|
479
Boeing
BA
$183B
| $9.2M | 0.02% |
70,238
-58,229
| -45% | -$8.08M |
|
480
CALL
Capri Holdings
CPRI
$1.74B
| $9.18M | 0.02% |
217,300
-176,500
| -45% | -$7.47M |
|
481
CALL
Republic Services
RSG
$65.7B
| $9.18M | 0.02% |
222,700
+43,200
| +24% | +$1.78M |
|
482
PUT
Pultegroup
PHM
$24.8B
| $9.17M | 0.02% |
486,100
-12,200
| -2% | -$248K |
|
483
PUT
Estee Lauder
EL
$31.2B
| $9.15M | 0.02% |
113,400
+101,500
| +853% | +$8.5M |
|
484
CALL
iShares MSCI Taiwan ETF
EWT
$11.5B
| $9.15M | 0.02% |
+347,500
| New | +$9.77M |
|
485
PUT
The Mosaic Company
MOS
$6.87B
| $9.12M | 0.02% |
293,100
+103,300
| +54% | +$4.26M |
|
486
CALL
Wheaton Precious Metals
WPM
$61B
| $9.05M | 0.02% |
753,600
+81,600
| +12% | +$1.06M |
|
487
Oracle
ORCL
$434B
| $9.04M | 0.02% |
250,423
-87,282
| -26% | -$3.36M |
|
|
SPLS
488
DELISTED
Staples Inc
SPLS
| $9.04M | 0.02% |
770,401
+11,563
| +2% | +$163K |
|
489
FedEx
FDX
$79.2B
| $8.98M | 0.02% |
62,343
+48,040
| +336% | +$7.67M |
|
490
United Airlines
UAL
$40.7B
| $8.97M | 0.02% |
169,119
-360,630
| -68% | -$20.3M |
|
|
491
CALL
Boeing
BA
$183B
| $8.96M | 0.02% |
68,400
-84,500
| -55% | -$11.7M |
|
492
Home Depot
HD
$338B
| $8.88M | 0.02% |
76,849
+58,706
| +324% | +$6.79M |
|
493
PUT
Corning
GLW
$143B
| $8.85M | 0.02% |
517,000
+481,200
| +1,344% | +$8.66M |
|
494
CALL
CME Group
CME
$97B
| $8.8M | 0.02% |
94,900
+84,700
| +830% | +$8.05M |
|
495
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.56B
| $8.78M | 0.02% |
+259,400
| New | +$9.54M |
|
496
CALL
Seagate
STX
$221B
| $8.76M | 0.02% |
195,700
+185,400
| +1,800% | +$8.97M |
|
|
AGN
497
DELISTED
Allergan plc
AGN
| $8.73M | 0.02% |
+32,138
| New | +$9.87M |
|
|
EA
498
CALL
DELISTED
Electronic Arts
EA
| $8.73M | 0.02% |
128,900
+2,400
| +2% | +$168K |
|
499
PUT
Petrobras
PBR
$115B
| $8.7M | 0.02% |
1,999,600
-701,000
| -26% | -$4.28M |
|
|
WCG
500
CALL
DELISTED
Wellcare Health Plans, Inc.
WCG
| $8.62M | 0.02% |
100,000
| – | – |
|
Similar funds
RIM
Parallax Volatility Advisers's Q3 2015 Portfolio in Review
As of Q3 2015, Parallax Volatility Advisers held 5,410 positions worth $44.9B, down 5.2% from $47.4B the previous quarter. Its ten largest holdings account for 44% of the portfolio.
Parallax Volatility Advisers deployed $2.52B of net new capital in Q3 2015, opening 567 new positions and adding to 1,010 existing holdings. Its largest new stake was United Parcel Service: 222,979 shares worth $22M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.8% of assets, up from 0.7% a quarter earlier, followed by Financials and Technology.
On the sell side, the largest reduction was Qualcomm, an estimated $82.8M trimmed.
- Parallax Volatility Advisers's largest Q3 2015 buy was United Parcel Service: 222,979 shares worth $22M.
- Parallax Volatility Advisers added most to iShares Russell 2000 ETF in Q3 2015, an estimated $380M increase.
- Parallax Volatility Advisers's biggest Q3 2015 reduction was Qualcomm, cutting an estimated $82.8M.
- Parallax Volatility Advisers fully exited KEURIG GREEN MTN INC in Q3 2015, selling an estimated $32M.
- Parallax Volatility Advisers's ten largest holdings make up 44% of its $44.9B portfolio in Q3 2015.
- Parallax Volatility Advisers opened 567 new positions and closed 1,345 in Q3 2015.
- Parallax Volatility Advisers's portfolio value fell 5.2% quarter-over-quarter to $44.9B.
Based on Parallax Volatility Advisers's 13F filing for Q3 2015, filed 16 Nov 2015.