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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 | |
|---|---|---|---|---|---|---|
|
MJN
526
DELISTED
Mead Johnson Nutrition Company
MJN
| $8.01M | 0.02% |
113,754
-46,220
| -29% | -$3.8M |
|
527
Best Buy
BBY
$18.2B
| $7.94M | 0.02% |
213,880
+72,869
| +52% | +$2.5M |
|
|
CLR
528
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $7.92M | 0.02% |
273,300
-2,100
| -0.8% | -$68.3K |
|
|
SDRL
529
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $7.88M | 0.02% |
4,986
-2,600
| -34% | -$5.55M |
|
530
PUT
Hain Celestial
HAIN
$52.4M
| $7.84M | 0.02% |
151,900
+79,600
| +110% | +$5.04M |
|
531
CALL
Wolfspeed
WOLF
$1.65B
| $7.83M | 0.02% |
323,200
-5,400
| -2% | -$138K |
|
532
Itaú Unibanco
ITUB
$81.6B
| $7.82M | 0.02% |
2,680,132
+2,155,486
| +411% | +$7.65M |
|
|
ALXN
533
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
| $7.82M | 0.02% |
+50,000
| New | +$9.12M |
|
534
CALL
UnitedHealth
UNH
$361B
| $7.82M | 0.02% |
67,400
-72,700
| -52% | -$8.7M |
|
535
PUT
Aflac
AFL
$60.9B
| $7.77M | 0.02% |
267,400
+41,200
| +18% | +$1.25M |
|
536
Goldman Sachs
GS
$303B
| $7.77M | 0.02% |
44,726
-87,735
| -66% | -$17.2M |
|
537
PUT
C.H. Robinson
CHRW
$17.4B
| $7.75M | 0.02% |
114,400
+1,300
| +1% | +$87.3K |
|
538
PUT
Illinois Tool Works
ITW
$82.8B
| $7.72M | 0.02% |
93,800
-60,800
| -39% | -$5.32M |
|
539
CALL
Trane Technologies
TT
$106B
| $7.69M | 0.02% |
151,400
+151,000
| +37,750% | +$9.03M |
|
540
PUT
Waste Management
WM
$89.8B
| $7.67M | 0.02% |
153,900
+73,100
| +90% | +$3.64M |
|
541
lululemon athletica
LULU
$13.6B
| $7.64M | 0.02% |
150,862
+142,564
| +1,718% | +$8.69M |
|
542
T-Mobile US
TMUS
$196B
| $7.63M | 0.02% |
191,682
+83,324
| +77% | +$3.32M |
|
543
ExxonMobil
XOM
$658B
| $7.61M | 0.02% |
102,304
-246,376
| -71% | -$19M |
|
544
Union Pacific
UNP
$174B
| $7.57M | 0.02% |
85,665
+63,015
| +278% | +$5.75M |
|
545
CALL
ArcelorMittal
MT
$55.7B
| $7.57M | 0.02% |
642,574
+516,097
| +408% | +$9.58M |
|
546
PUT
CME Group
CME
$97B
| $7.56M | 0.02% |
81,500
+75,400
| +1,236% | +$7.17M |
|
547
CALL
International Paper
IP
$21.6B
| $7.56M | 0.02% |
+211,200
| New | +$8.95M |
|
|
548
CALL
Danaher
DHR
$142B
| $7.55M | 0.02% |
131,822
-526,544
| -80% | -$31.1M |
|
|
NE
549
CALL
DELISTED
Noble Corporation
NE
| $7.55M | 0.02% |
691,600
+511,500
| +284% | +$6.44M |
|
550
Toyota
TM
$226B
| $7.53M | 0.02% |
64,235
+63,756
| +13,310% | +$7.99M |
|
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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.