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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 | |
|---|---|---|---|---|---|---|
1051
Cisco
CSCO
$437B
| $1.87M | ﹤0.01% |
71,400
-81,522
| -53% | -$2.2M |
|
1052
CALL
Tractor Supply
TSCO
$18.8B
| $1.87M | ﹤0.01% |
111,000
+25,500
| +30% | +$454K |
|
1053
PUT
Occidental Petroleum
OXY
$58.5B
| $1.87M | ﹤0.01% |
28,248
-23,440
| -45% | -$1.64M |
|
|
RAX
1054
CALL
DELISTED
Rackspace Hosting Inc
RAX
| $1.85M | ﹤0.01% |
75,000
| – | – |
|
|
RAX
1055
PUT
DELISTED
Rackspace Hosting Inc
RAX
| $1.85M | ﹤0.01% |
75,000
-10,000
| -12% | -$322K |
|
1056
CALL
Teradyne
TER
$62.7B
| $1.85M | ﹤0.01% |
102,600
+46,000
| +81% | +$848K |
|
1057
Scholastic
SCHL
$784M
| $1.84M | ﹤0.01% |
+47,294
| New | +$2.03M |
|
|
SCS
1058
CALL
DELISTED
Steelcase
SCS
| $1.84M | ﹤0.01% |
+100,000
| New | +$1.79M |
|
1059
PUT
Equity Residential
EQR
$24.8B
| $1.84M | ﹤0.01% |
24,500
+21,600
| +745% | +$1.59M |
|
1060
PUT
CSX Corp
CSX
$93.4B
| $1.83M | ﹤0.01% |
204,600
-126,600
| -38% | -$1.24M |
|
1061
PUT
CarMax
KMX
$8.47B
| $1.83M | ﹤0.01% |
30,900
+15,700
| +103% | +$984K |
|
1062
MBIA
MBI
$259M
| $1.82M | ﹤0.01% |
+300,000
| New | +$1.93M |
|
|
DVAX
1063
CALL
DELISTED
Dynavax Technologies
DVAX
| $1.82M | ﹤0.01% |
+74,300
| New | +$2.1M |
|
1064
SM Energy
SM
$8.04B
| $1.82M | ﹤0.01% |
56,906
-21,799
| -28% | -$791K |
|
1065
CALL
Invesco CurrencyShares Australian Dollar Trust
FXA
$98.3M
| $1.82M | ﹤0.01% |
25,900
-64,100
| -71% | -$4.65M |
|
1066
PBF Energy
PBF
$8.67B
| $1.82M | ﹤0.01% |
64,448
+4,766
| +8% | +$144K |
|
1067
Range Resources
RRC
$9.45B
| $1.81M | ﹤0.01% |
56,479
+23,885
| +73% | +$932K |
|
|
SPLK
1068
PUT
DELISTED
Splunk Inc
SPLK
| $1.81M | ﹤0.01% |
32,700
+23,400
| +252% | +$1.53M |
|
1069
CALL
Eldorado Gold
EGO
$10.3B
| $1.8M | ﹤0.01% |
112,000
+74,400
| +198% | +$1.24M |
|
1070
PUT
Crown Castle
CCI
$32.3B
| $1.8M | ﹤0.01% |
22,800
+16,600
| +268% | +$1.35M |
|
1071
C.H. Robinson
CHRW
$17.3B
| $1.79M | ﹤0.01% |
26,422
-20,636
| -44% | -$1.39M |
|
1072
CALL
Humana
HUM
$46.3B
| $1.79M | ﹤0.01% |
10,000
-7,300
| -42% | -$1.35M |
|
|
SFR
1073
CALL
DELISTED
Starwood Waypoint Homes
SFR
| $1.79M | ﹤0.01% |
+75,000
| New | +$1.84M |
|
|
K
1074
CALL
DELISTED
Kellanova
K
| $1.78M | ﹤0.01% |
28,542
+9,798
| +52% | +$611K |
|
1075
PUT
MGM Resorts International
MGM
$11.1B
| $1.76M | ﹤0.01% |
95,500
+90,500
| +1,810% | +$1.81M |
|
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.