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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 | |
|---|---|---|---|---|---|---|
676
PUT
Best Buy
BBY
$18.2B
| $5.02M | 0.01% |
135,200
+13,200
| +11% | +$452K |
|
|
BWLD
677
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $5.01M | 0.01% |
25,927
+16,863
| +186% | +$3.16M |
|
|
CELG
678
DELISTED
Celgene Corp
CELG
| $5.01M | 0.01% |
46,313
+12,536
| +37% | +$1.56M |
|
679
PUT
Assured Guaranty
AGO
$3.38B
| $5.01M | 0.01% |
200,300
-201,200
| -50% | -$5.06M |
|
680
PUT
NetApp
NTAP
$40.6B
| $4.99M | 0.01% |
168,600
-823,200
| -83% | -$25.4M |
|
681
CALL
Williams-Sonoma
WSM
$28.4B
| $4.99M | 0.01% |
130,600
+81,000
| +163% | +$3.3M |
|
|
EEP
682
CALL
DELISTED
Enbridge Energy Partners
EEP
| $4.96M | 0.01% |
200,600
+195,000
| +3,482% | +$5.6M |
|
683
Abercrombie & Fitch
ANF
$4.8B
| $4.94M | 0.01% |
233,168
-30,928
| -12% | -$629K |
|
684
Corning
GLW
$143B
| $4.89M | 0.01% |
285,947
-934,647
| -77% | -$16.8M |
|
|
ADT
685
PUT
DELISTED
ADT Corp
ADT
| $4.89M | 0.01% |
163,700
-293,100
| -64% | -$9.5M |
|
686
CALL
Deere & Co
DE
$164B
| $4.87M | 0.01% |
65,800
-188,600
| -74% | -$16.6M |
|
687
Vanguard FTSE Europe ETF
VGK
$31.1B
| $4.87M | 0.01% |
98,931
-110,532
| -53% | -$5.86M |
|
688
CALL
Zillow
Z
$7.82B
| $4.86M | 0.01% |
+180,000
| New | +$4.7M |
|
689
CALL
SAP
SAP
$240B
| $4.86M | 0.01% |
75,000
+73,200
| +4,067% | +$5.05M |
|
690
PUT
Applied Materials
AMAT
$403B
| $4.85M | 0.01% |
330,300
-78,700
| -19% | -$1.31M |
|
691
CALL
Enterprise Products Partners
EPD
$84B
| $4.8M | 0.01% |
192,600
+122,600
| +175% | +$3.4M |
|
692
PUT
Herc Holdings
HRI
$5.8B
| $4.79M | 0.01% |
95,533
+72,200
| +309% | +$3.78M |
|
|
693
State Street SPDR S&P 500 ETF Trust
SPY
$813B
| $4.79M | 0.01% |
25,001
-225,600
| -90% | -$45.8M |
|
|
ESRX
694
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $4.78M | 0.01% |
59,100
-24,400
| -29% | -$2.13M |
|
695
CALL
Radian Group
RDN
$4.98B
| $4.77M | 0.01% |
300,000
-100,000
| -25% | -$1.78M |
|
|
GAP
696
PUT
The Gap Inc
GAP
$7.42B
| $4.77M | 0.01% |
167,400
-65,000
| -28% | -$2.24M |
|
697
United Parks & Resorts
PRKS
$2.04B
| $4.76M | 0.01% |
267,392
-28,994
| -10% | -$523K |
|
698
CALL
Cintas
CTAS
$79.8B
| $4.76M | 0.01% |
222,000
+212,800
| +2,313% | +$4.57M |
|
699
Vale
VALE
$58B
| $4.76M | 0.01% |
1,133,112
-661,935
| -37% | -$3.38M |
|
700
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.6B
| $4.75M | 0.01% |
237,800
-278,800
| -54% | -$6.2M |
|
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.