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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 | |
|---|---|---|---|---|---|---|
|
PNK
776
CALL
DELISTED
Pinnacle Entertainment Inc.
PNK
| $3.7M | 0.01% |
109,400
-206,300
| -65% | -$7.8M |
|
777
PUT
iShares TIPS Bond ETF
TIP
$14.7B
| $3.7M | 0.01% |
+33,400
| New | +$3.73M |
|
|
ANAC
778
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $3.67M | 0.01% |
31,171
+28,179
| +942% | +$3.68M |
|
779
CALL
Eagle Materials
EXP
$6.4B
| $3.67M | 0.01% |
53,600
+50,700
| +1,748% | +$3.96M |
|
780
PUT
Welltower
WELL
$170B
| $3.66M | 0.01% |
54,000
+50,000
| +1,250% | +$3.34M |
|
|
ANAC
781
PUT
DELISTED
ANACOR PHARMACEUTICALS INC COM
ANAC
| $3.65M | 0.01% |
+31,000
| New | +$4.05M |
|
782
CALL
Palo Alto Networks
PANW
$313B
| $3.65M | 0.01% |
127,200
-352,800
| -74% | -$10.4M |
|
783
Cummins
CMI
$86.9B
| $3.59M | 0.01% |
+33,092
| New | +$4.09M |
|
784
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.32B
| $3.57M | 0.01% |
33,333
| – | – |
|
785
PUT
Kraft Heinz
KHC
$30.3B
| $3.56M | 0.01% |
+50,500
| New | +$3.81M |
|
786
CALL
ProShares Short S&P500
SH
$841M
| $3.55M | 0.01% |
+19,738
| New | +$3.4M |
|
787
Golar LNG
GLNG
$5.34B
| $3.54M | 0.01% |
126,949
-149,463
| -54% | -$5.79M |
|
788
CALL
FedEx
FDX
$79.2B
| $3.53M | 0.01% |
24,500
-33,100
| -57% | -$5.28M |
|
789
PUT
Capital One
COF
$139B
| $3.5M | 0.01% |
48,200
+47,500
| +6,786% | +$3.82M |
|
790
CALL
Akamai
AKAM
$18B
| $3.48M | 0.01% |
50,400
+37,100
| +279% | +$2.68M |
|
791
Kinder Morgan
KMI
$73.1B
| $3.47M | 0.01% |
125,343
-289,635
| -70% | -$9.59M |
|
792
PUT
Adobe
ADBE
$105B
| $3.46M | 0.01% |
42,100
-81,700
| -66% | -$6.62M |
|
793
CALL
Amgen
AMGN
$225B
| $3.46M | 0.01% |
25,000
-7,800
| -24% | -$1.23M |
|
794
PUT
SM Energy
SM
$8.03B
| $3.44M | 0.01% |
107,500
-100,000
| -48% | -$3.63M |
|
|
NFX
795
CALL
DELISTED
Newfield Exploration
NFX
| $3.43M | 0.01% |
104,400
+103,100
| +7,931% | +$3.46M |
|
|
796
CALL
Capital One
COF
$139B
| $3.43M | 0.01% |
47,300
+42,600
| +906% | +$3.42M |
|
797
Rio Tinto
RIO
$156B
| $3.42M | 0.01% |
101,063
+97,144
| +2,479% | +$3.64M |
|
798
PUT
BlackBerry
BB
$5.22B
| $3.41M | 0.01% |
556,000
-4,700
| -0.8% | -$35.1K |
|
799
Applied Materials
AMAT
$403B
| $3.38M | 0.01% |
230,194
+58,317
| +34% | +$974K |
|
|
XEC
800
DELISTED
CIMAREX ENERGY CO
XEC
| $3.38M | 0.01% |
32,966
-8,749
| -21% | -$932K |
|
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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.