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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 | |
|---|---|---|---|---|---|---|
551
CALL
Southern Company
SO
$107B
| $7.51M | 0.02% |
168,000
+127,300
| +313% | +$5.58M |
|
|
BBBY
552
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $7.51M | 0.02% |
131,700
+100,700
| +325% | +$6.42M |
|
|
WBA
553
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $7.48M | 0.02% |
90,000
+89,900
| +89,900% | +$8.13M |
|
|
SPLK
554
CALL
DELISTED
Splunk Inc
SPLK
| $7.47M | 0.02% |
134,900
+132,900
| +6,645% | +$8.68M |
|
555
Delta Air Lines
DAL
$58.8B
| $7.46M | 0.02% |
166,362
-293,858
| -64% | -$13.2M |
|
|
GRMN
556
CALL
Garmin
GRMN
$59.8B
| $7.44M | 0.02% |
207,400
+147,200
| +245% | +$5.86M |
|
|
RTN
557
CALL
DELISTED
Raytheon Company
RTN
| $7.44M | 0.02% |
68,100
+67,100
| +6,710% | +$7.01M |
|
558
CALL
Adobe
ADBE
$105B
| $7.42M | 0.02% |
90,200
+52,800
| +141% | +$4.28M |
|
559
CALL
Avis
CAR
$4.87B
| $7.37M | 0.02% |
168,700
+118,900
| +239% | +$5.16M |
|
560
PUT
Zillow
ZG
$7.91B
| $7.36M | 0.02% |
256,200
-642,600
| -71% | -$17.2M |
|
561
CALL
Agilent Technologies
A
$41.9B
| $7.35M | 0.02% |
214,200
+161,200
| +304% | +$6.1M |
|
562
PUT
Agnico Eagle Mines
AEM
$94.4B
| $7.35M | 0.02% |
290,100
+267,600
| +1,189% | +$6.51M |
|
563
PUT
Palo Alto Networks
PANW
$313B
| $7.32M | 0.02% |
255,600
+148,800
| +139% | +$4.39M |
|
564
Infosys
INFY
$49B
| $7.32M | 0.02% |
766,986
-1,571,808
| -67% | -$13.4M |
|
565
PUT
Honeywell
HON
$74.2B
| $7.29M | 0.02% |
85,693
-36,614
| -30% | -$3.33M |
|
566
Cheniere Energy
LNG
$56.1B
| $7.29M | 0.02% |
+150,942
| New | +$9.31M |
|
|
QIHU
567
PUT
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $7.26M | 0.02% |
151,800
-204,400
| -57% | -$11.5M |
|
|
TTM
568
PUT
DELISTED
Tata Motors Limited
TTM
| $7.23M | 0.02% |
321,300
-33,700
| -9% | -$926K |
|
|
MDVN
569
CALL
DELISTED
MEDIVATION, INC.
MDVN
| $7.22M | 0.02% |
170,000
+159,000
| +1,445% | +$7.88M |
|
570
CALL
Molson Coors Class B
TAP
$7.97B
| $7.17M | 0.02% |
86,400
-29,600
| -26% | -$2.14M |
|
|
CLR
571
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $7.17M | 0.02% |
247,450
+63,115
| +34% | +$2.05M |
|
572
BP
BP
$110B
| $7.14M | 0.02% |
277,855
+84,963
| +44% | +$2.49M |
|
573
CALL
Aflac
AFL
$60.9B
| $7.12M | 0.02% |
245,000
+23,600
| +11% | +$714K |
|
574
PUT
Abbott
ABT
$193B
| $7.04M | 0.02% |
175,000
-267,000
| -60% | -$12.6M |
|
|
SUNE
575
PUT
DELISTED
SUNEDISON, INC COM
SUNE
| $6.99M | 0.02% |
972,700
-104,200
| -10% | -$1.87M |
|
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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.