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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 | |
|---|---|---|---|---|---|---|
626
Trip.com Group
TCOM
$28.3B
| $5.96M | 0.01% |
188,750
+128,216
| +212% | +$4.46M |
|
627
CALL
Suncor Energy
SU
$77B
| $5.93M | 0.01% |
222,100
+29,100
| +15% | +$781K |
|
628
CALL
MGM Resorts International
MGM
$11.1B
| $5.89M | 0.01% |
319,500
+306,600
| +2,377% | +$6.13M |
|
629
CALL
Applied Materials
AMAT
$403B
| $5.88M | 0.01% |
400,600
-367,400
| -48% | -$6.14M |
|
630
PUT
Open Text
OTEX
$5.94B
| $5.86M | 0.01% |
262,000
-1,600
| -0.6% | -$34.6K |
|
631
PUT
Simon Property Group
SPG
$71B
| $5.84M | 0.01% |
31,800
+12,400
| +64% | +$2.27M |
|
|
DISH
632
PUT
DELISTED
DISH Network Corp.
DISH
| $5.83M | 0.01% |
100,000
| – | – |
|
|
STI
633
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $5.82M | 0.01% |
152,100
+700
| +0.5% | +$29.3K |
|
|
P
634
PUT
DELISTED
Pandora Media Inc
P
| $5.8M | 0.01% |
272,000
-595,300
| -69% | -$10.4M |
|
635
CALL
Las Vegas Sands
LVS
$29.9B
| $5.8M | 0.01% |
152,600
-178,600
| -54% | -$9M |
|
|
BNY
636
CALL
Bank of New York Mellon
BNY
$111B
| $5.75M | 0.01% |
146,800
+43,700
| +42% | +$1.82M |
|
|
ALTR
637
CALL
DELISTED
Altera Corp
ALTR
| $5.73M | 0.01% |
114,500
-200
| -0.2% | -$9.94K |
|
638
PUT
Cencora
COR
$59.9B
| $5.7M | 0.01% |
60,000
| – | – |
|
639
Ralph Lauren
RL
$23.2B
| $5.68M | 0.01% |
48,041
+11,034
| +30% | +$1.31M |
|
640
PUT
Albemarle
ALB
$16.1B
| $5.67M | 0.01% |
128,600
+127,800
| +15,975% | +$6.24M |
|
|
BWLD
641
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $5.65M | 0.01% |
29,200
+26,800
| +1,117% | +$5.03M |
|
642
CALL
Paychex
PAYX
$43.4B
| $5.62M | 0.01% |
118,000
+33,700
| +40% | +$1.57M |
|
643
CALL
Emerson Electric
EMR
$91B
| $5.61M | 0.01% |
127,100
+36,300
| +40% | +$1.78M |
|
644
Hain Celestial
HAIN
$52.4M
| $5.6M | 0.01% |
108,505
+93,691
| +632% | +$5.93M |
|
645
CALL
Yum! Brands
YUM
$40.4B
| $5.58M | 0.01% |
97,092
+49,242
| +103% | +$2.98M |
|
646
PUT
Amgen
AMGN
$225B
| $5.56M | 0.01% |
40,200
-47,300
| -54% | -$7.46M |
|
647
PUT
Accenture
ACN
$108B
| $5.55M | 0.01% |
56,600
-133,300
| -70% | -$13.2M |
|
648
PUT
Kimberly-Clark
KMB
$36.7B
| $5.55M | 0.01% |
50,900
+50,500
| +12,625% | +$5.57M |
|
649
EOG Resources
EOG
$74.8B
| $5.54M | 0.01% |
76,050
+68,400
| +894% | +$5.31M |
|
650
PUT
Western Digital
WDC
$175B
| $5.52M | 0.01% |
91,816
-250,180
| -73% | -$15M |
|
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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.