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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 | |
|---|---|---|---|---|---|---|
|
CAM
726
CALL
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $4.38M | 0.01% |
71,500
+68,600
| +2,366% | +$3.79M |
|
727
PUT
Jack in the Box
JACK
$325M
| $4.38M | 0.01% |
56,800
+50,700
| +831% | +$4.33M |
|
728
PUT
Duke Energy
DUK
$96.6B
| $4.37M | 0.01% |
60,700
+24,400
| +67% | +$1.77M |
|
729
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $4.33M | 0.01% |
91,869
-205,107
| -69% | -$9.97M |
|
730
CALL
Vanguard FTSE Emerging Markets ETF
VWO
$125B
| $4.33M | 0.01% |
130,900
-9,400
| -7% | -$341K |
|
731
Pultegroup
PHM
$24.8B
| $4.31M | 0.01% |
228,286
+10,864
| +5% | +$221K |
|
|
DISH
732
DELISTED
DISH Network Corp.
DISH
| $4.28M | 0.01% |
73,361
+24,200
| +49% | +$1.54M |
|
733
PUT
Community Health Systems
CYH
$423M
| $4.28M | 0.01% |
121,000
| – | – |
|
734
PUT
CNX Resources
CNX
$5.28B
| $4.24M | 0.01% |
519,600
-22,080
| -4% | -$274K |
|
|
SEE
735
CALL
DELISTED
Sealed Air
SEE
| $4.22M | 0.01% |
90,000
-151,200
| -63% | -$7.81M |
|
736
PUT
Seagate
STX
$221B
| $4.2M | 0.01% |
93,800
+44,900
| +92% | +$2.17M |
|
737
PUT
Lennar Class A
LEN
$20.9B
| $4.19M | 0.01% |
91,504
-71,858
| -44% | -$3.53M |
|
738
CALL
Accenture
ACN
$108B
| $4.17M | 0.01% |
42,500
-100,200
| -70% | -$9.94M |
|
739
PUT
Murphy Oil
MUR
$4.96B
| $4.16M | 0.01% |
171,800
-500
| -0.3% | -$16K |
|
|
EMC
740
DELISTED
EMC CORPORATION
EMC
| $4.16M | 0.01% |
172,030
-298,964
| -63% | -$7.56M |
|
|
DCP
741
PUT
DELISTED
DCP Midstream, LP
DCP
| $4.11M | 0.01% |
+170,000
| New | +$4.92M |
|
|
FTR
742
PUT
DELISTED
Frontier Communications Corp.
FTR
| $4.1M | 0.01% |
57,600
+800
| +1% | +$60.6K |
|
|
GRA
743
PUT
DELISTED
W.R. Grace & Co.
GRA
| $4.08M | 0.01% |
43,900
-1,100
| -2% | -$109K |
|
744
PUT
Polaris
PII
$3.95B
| $4.06M | 0.01% |
33,900
-15,500
| -31% | -$2.1M |
|
|
GNC
745
CALL
DELISTED
GNC Holdings, Inc.
GNC
| $4.05M | 0.01% |
100,200
+88,200
| +735% | +$4.02M |
|
|
AUY
746
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $4.04M | 0.01% |
2,377,600
+1,226,600
| +107% | +$2.51M |
|
|
GRMN
747
PUT
Garmin
GRMN
$59.8B
| $4.04M | 0.01% |
112,500
+11,300
| +11% | +$450K |
|
|
MRO
748
PUT
DELISTED
Marathon Oil Corporation
MRO
| $4.02M | 0.01% |
261,000
+132,200
| +103% | +$2.51M |
|
|
WWAV
749
PUT
DELISTED
The WhiteWave Foods Company
WWAV
| $4.01M | 0.01% |
100,000
| – | – |
|
750
CALL
Quest Diagnostics
DGX
$25.9B
| $4M | 0.01% |
65,000
-14,800
| -19% | -$1.03M |
|
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.