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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 | |
|---|---|---|---|---|---|---|
|
K
701
DELISTED
Kellanova
K
| $4.71M | 0.01% |
+75,460
| New | +$4.71M |
|
|
JOY
702
PUT
DELISTED
Joy Global Inc
JOY
| $4.71M | 0.01% |
+315,400
| New | +$7.65M |
|
703
PUT
Zimmer Biomet
ZBH
$19.2B
| $4.7M | 0.01% |
+51,500
| New | +$5.16M |
|
704
Motorola Solutions
MSI
$77.2B
| $4.67M | 0.01% |
68,266
+43,347
| +174% | +$2.73M |
|
705
Chubb
CB
$133B
| $4.66M | 0.01% |
+45,069
| New | +$4.71M |
|
|
ETFC
706
DELISTED
E*Trade Financial Corporation
ETFC
| $4.66M | 0.01% |
176,789
+168,131
| +1,942% | +$4.66M |
|
707
Salesforce
CRM
$161B
| $4.62M | 0.01% |
66,500
-75,132
| -53% | -$5.33M |
|
708
CALL
Lamar Advertising Co
LAMR
$15.8B
| $4.59M | 0.01% |
88,000
+86,000
| +4,300% | +$4.81M |
|
709
PUT
Trane Technologies
TT
$106B
| $4.58M | 0.01% |
90,200
+90,100
| +90,100% | +$5.39M |
|
710
CALL
Lumen
LUMN
$6.93B
| $4.57M | 0.01% |
181,700
-300
| -0.2% | -$8.3K |
|
711
PUT
Starbucks
SBUX
$123B
| $4.56M | 0.01% |
80,300
-55,100
| -41% | -$3.09M |
|
|
PXD
712
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $4.56M | 0.01% |
37,500
-221,700
| -86% | -$27.6M |
|
713
iShares Silver Trust
SLV
$31.5B
| $4.55M | 0.01% |
328,108
+324,323
| +8,569% | +$4.62M |
|
|
ADT
714
DELISTED
ADT Corp
ADT
| $4.53M | 0.01% |
151,609
-93,828
| -38% | -$3.04M |
|
715
PUT
ArcelorMittal
MT
$55.7B
| $4.52M | 0.01% |
383,673
+197,369
| +106% | +$3.66M |
|
716
PUT
PBF Energy
PBF
$8.52B
| $4.52M | 0.01% |
160,000
-200
| -0.1% | -$6.06K |
|
|
PPL
717
PUT
PPL Corp
PPL
$27.1B
| $4.52M | 0.01% |
137,300
+72,600
| +112% | +$2.27M |
|
718
Campbell Soup
CPB
$6.91B
| $4.51M | 0.01% |
89,026
+64,863
| +268% | +$3.19M |
|
719
Expedia Group
EXPE
$39.9B
| $4.51M | 0.01% |
38,297
+35,317
| +1,185% | +$4.07M |
|
720
PUT
United States Natural Gas Fund
UNG
$487M
| $4.5M | 0.01% |
24,256
+17,525
| +260% | +$3.65M |
|
721
CALL
Ross Stores
ROST
$78.7B
| $4.5M | 0.01% |
92,800
+90,400
| +3,767% | +$4.62M |
|
722
PUT
Humana
HUM
$46.7B
| $4.47M | 0.01% |
25,000
-25,300
| -50% | -$4.68M |
|
723
PUT
Johnson Controls International
JCI
$93.1B
| $4.46M | 0.01% |
102,949
+102,663
| +35,896% | +$4.73M |
|
724
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$426M
| $4.45M | 0.01% |
55,000
| – | – |
|
725
Ball Corp
BALL
$16.4B
| $4.41M | 0.01% |
141,904
+131,222
| +1,228% | +$4.45M |
|
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.