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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 | |
|---|---|---|---|---|---|---|
|
GAP
951
The Gap Inc
GAP
$7.42B
| $2.27M | 0.01% |
79,534
+60,985
| +329% | +$2.1M |
|
952
PUT
Cameco
CCJ
$42.7B
| $2.26M | 0.01% |
185,800
+3,800
| +2% | +$51.4K |
|
|
JNPR
953
CALL
DELISTED
Juniper Networks
JNPR
| $2.26M | 0.01% |
87,900
-1,011,300
| -92% | -$26.7M |
|
|
NE
954
PUT
DELISTED
Noble Corporation
NE
| $2.24M | 0.01% |
205,400
-56,800
| -22% | -$715K |
|
|
ESI
955
PUT
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $2.24M | 0.01% |
+653,500
| New | +$2.42M |
|
956
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.59B
| $2.24M | 0.01% |
65,500
+4,100
| +7% | +$150K |
|
957
PUT
Energy Transfer Partners
ET
$72.5B
| $2.24M | 0.01% |
+107,600
| New | +$3.04M |
|
958
PUT
Akamai
AKAM
$18B
| $2.23M | 0.01% |
32,300
+26,000
| +413% | +$1.88M |
|
959
CALL
NiSource
NI
$20.4B
| $2.23M | 0.01% |
120,300
-185,864
| -61% | -$3.18M |
|
960
Biogen
BIIB
$31B
| $2.22M | ﹤0.01% |
+7,613
| New | +$2.51M |
|
961
NVIDIA
NVDA
$5.46T
| $2.22M | ﹤0.01% |
3,605,480
+2,769,040
| +331% | +$1.5M |
|
962
PUT
Truist Financial
TFC
$64.7B
| $2.22M | ﹤0.01% |
62,400
-134,300
| -68% | -$5.18M |
|
|
GCI
963
CALL
DELISTED
Gannett Co., Inc
GCI
| $2.21M | ﹤0.01% |
150,000
+147,750
| +6,567% | +$1.93M |
|
964
PUT
Automatic Data Processing
ADP
$108B
| $2.2M | ﹤0.01% |
27,400
+20,500
| +297% | +$1.64M |
|
|
CPGX
965
CALL
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
| $2.2M | ﹤0.01% |
+120,300
| New | +$3.13M |
|
966
Consolidated Edison
ED
$40.3B
| $2.2M | ﹤0.01% |
32,896
+23,491
| +250% | +$1.49M |
|
|
GRA
967
DELISTED
W.R. Grace & Co.
GRA
| $2.2M | ﹤0.01% |
23,611
-8,400
| -26% | -$833K |
|
968
Aflac
AFL
$60.9B
| $2.19M | ﹤0.01% |
75,510
-48,308
| -39% | -$1.46M |
|
969
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.8B
| $2.19M | ﹤0.01% |
33,100
| – | – |
|
970
PayPal
PYPL
$51.2B
| $2.19M | ﹤0.01% |
+70,531
| New | +$2.53M |
|
971
Invesco DB US Dollar Index Bullish Fund
UUP
$414M
| $2.19M | ﹤0.01% |
87,149
+31,142
| +56% | +$784K |
|
|
JOYY
972
JOYY Inc
JOYY
$3.68B
| $2.18M | ﹤0.01% |
40,031
-4,103
| -9% | -$237K |
|
973
PUT
Huntsman Corp
HUN
$1.79B
| $2.18M | ﹤0.01% |
225,000
+224,000
| +22,400% | +$3.86M |
|
|
ANDV
974
CALL
DELISTED
Andeavor
ANDV
| $2.18M | ﹤0.01% |
22,400
+7,900
| +54% | +$767K |
|
|
BXLT
975
DELISTED
BAXALTA INC COM STK (DE)
BXLT
| $2.18M | ﹤0.01% |
+69,200
| New | +$2.39M |
|
Similar funds
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.