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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-11.36%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
|
WWAV
826
DELISTED
The WhiteWave Foods Company
WWAV
| $3.14M | 0.01% |
78,102
+68,776
| +737% | +$3.28M |
|
827
Nokia
NOK
$59.7B
| $3.13M | 0.01% |
462,171
+460,649
| +30,266% | +$3.03M |
|
828
PUT
Wheaton Precious Metals
WPM
$60.8B
| $3.13M | 0.01% |
260,700
+69,300
| +36% | +$904K |
|
829
CALL
Blackrock
BLK
$182B
| $3.12M | 0.01% |
10,500
+100
| +1% | +$32.3K |
|
830
CALL
Whirlpool
WHR
$2.7B
| $3.12M | 0.01% |
21,200
+17,900
| +542% | +$3.03M |
|
|
ENDP
831
CALL
DELISTED
Endo International plc
ENDP
| $3.12M | 0.01% |
+45,000
| New | +$3.6M |
|
832
CALL
Franklin Resources
BEN
$17.2B
| $3.11M | 0.01% |
83,400
+82,500
| +9,167% | +$3.57M |
|
|
JCP
833
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $3.11M | 0.01% |
334,400
+184,600
| +123% | +$1.63M |
|
834
CALL
Zoetis
ZTS
$30.6B
| $3.09M | 0.01% |
75,000
-37,000
| -33% | -$1.72M |
|
835
CALL
Urban Outfitters
URBN
$6.67B
| $3.08M | 0.01% |
+105,000
| New | +$3.37M |
|
836
PUT
Restaurant Brands International
QSR
$27B
| $3.06M | 0.01% |
85,150
+55,150
| +184% | +$2.19M |
|
837
PUT
JD.com
JD
$39.2B
| $3.05M | 0.01% |
117,000
-351,300
| -75% | -$10.2M |
|
838
Murphy Oil
MUR
$5B
| $3.03M | 0.01% |
125,312
+48,576
| +63% | +$1.55M |
|
839
PUT
A.O. Smith
AOS
$8.46B
| $3.03M | 0.01% |
93,000
+90,200
| +3,221% | +$3.08M |
|
840
CALL
Healthpeak Properties
DOC
$14.3B
| $3.03M | 0.01% |
89,267
-4,612
| -5% | -$159K |
|
841
CALL
NextEra Energy
NEE
$180B
| $3.02M | 0.01% |
124,000
+94,400
| +319% | +$2.4M |
|
842
Visa
V
$682B
| $3.02M | 0.01% |
+43,395
| New | +$3.1M |
|
843
PUT
United Rentals
URI
$71.8B
| $3.02M | 0.01% |
50,200
+47,200
| +1,573% | +$3.28M |
|
|
844
PUT
Blackrock
BLK
$182B
| $3M | 0.01% |
10,100
+300
| +3% | +$96.8K |
|
845
CALL
Entergy
ETR
$50.3B
| $3M | 0.01% |
92,200
+73,200
| +385% | +$2.48M |
|
846
PUT
iShares MSCI Canada ETF
EWC
$6.55B
| $2.99M | 0.01% |
+130,000
| New | +$3.2M |
|
|
ZNGA
847
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $2.99M | 0.01% |
1,311,000
-1,007,100
| -43% | -$2.58M |
|
848
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.7B
| $2.98M | 0.01% |
25,700
-57,200
| -69% | -$6.61M |
|
849
PUT
Southern Copper
SCCO
$157B
| $2.97M | 0.01% |
121,501
+111,130
| +1,072% | +$2.79M |
|
|
ODP
850
CALL
DELISTED
ODP
ODP
| $2.96M | 0.01% |
46,120
-2,200
| -5% | -$171K |
|
Similar funds
GAM
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.