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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 | 0.51% |
| 4 | Communication Services | 0.5% |
| 5 | Consumer Staples | 0.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1351
Herc Holdings
HRI
$5.64B
| $832K | ﹤0.01% |
16,579
-39,735
| -71% | -$2.08M |
|
1352
Regeneron Pharmaceuticals
REGN
$82.2B
| $832K | ﹤0.01% |
1,789
+153
| +9% | +$82.2K |
|
1353
CALL
Invesco S&P 500 Equal Weight ETF
RSP
$100B
| $832K | ﹤0.01% |
+11,300
| New | +$880K |
|
1354
CALL
H&R Block
HRB
$6.87B
| $829K | ﹤0.01% |
22,900
+20,500
| +854% | +$694K |
|
1355
Lumen
LUMN
$6.6B
| $827K | ﹤0.01% |
32,935
+4,757
| +17% | +$132K |
|
|
COL
1356
PUT
DELISTED
Rockwell Collins
COL
| $827K | ﹤0.01% |
+10,100
| New | +$867K |
|
|
RPTP
1357
CALL
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
| $827K | ﹤0.01% |
136,800
+100,000
| +272% | +$1.23M |
|
1358
PUT
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.45B
| $826K | ﹤0.01% |
+12,500
| New | +$868K |
|
|
1359
Bank of America
BAC
$448B
| $825K | ﹤0.01% |
52,977
-3,194,274
| -98% | -$53.7M |
|
1360
CALL
Edgewell Personal Care
EPC
$1.32B
| $816K | ﹤0.01% |
10,000
-66,300
| -87% | -$6M |
|
1361
DuPont de Nemours
DD
$19.5B
| $815K | ﹤0.01% |
7,594
-87,295
| -92% | -$10.1M |
|
|
1362
PUT
H&R Block
HRB
$6.87B
| $814K | ﹤0.01% |
+22,500
| New | +$762K |
|
|
CA
1363
PUT
DELISTED
CA, Inc.
CA
| $814K | ﹤0.01% |
29,800
-412,700
| -93% | -$11.8M |
|
|
ZNGA
1364
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $813K | ﹤0.01% |
356,469
-232,016
| -39% | -$593K |
|
1365
CALL
Newell Brands
NWL
$2.62B
| $810K | ﹤0.01% |
20,400
+14,400
| +240% | +$605K |
|
1366
PUT
TripAdvisor
TRIP
$1.26B
| $810K | ﹤0.01% |
12,800
-13,800
| -52% | -$1.04M |
|
|
RSPP
1367
PUT
DELISTED
RSP Permian, Inc.
RSPP
| $810K | ﹤0.01% |
+40,000
| New | +$944K |
|
1368
Hilton Worldwide
HLT
$72.6B
| $808K | ﹤0.01% |
11,738
+2,224
| +23% | +$172K |
|
1369
PUT
Cleveland-Cliffs
CLF
$6.99B
| $806K | ﹤0.01% |
330,000
-3,200
| -1% | -$10.2K |
|
|
NSR
1370
DELISTED
Neustar Inc
NSR
| $804K | ﹤0.01% |
29,563
-21,212
| -42% | -$601K |
|
1371
ConocoPhillips
COP
$150B
| $802K | ﹤0.01% |
16,712
-252,903
| -94% | -$12.9M |
|
1372
PUT
NextEra Energy
NEE
$179B
| $800K | ﹤0.01% |
32,800
-167,200
| -84% | -$4.25M |
|
1373
PUT
Republic Services
RSG
$65.6B
| $799K | ﹤0.01% |
19,400
+14,700
| +313% | +$606K |
|
1374
CALL
Fidelity National Financial
FNF
$12.8B
| $792K | ﹤0.01% |
+32,121
| New | +$841K |
|
|
CA
1375
CALL
DELISTED
CA, Inc.
CA
| $792K | ﹤0.01% |
+29,000
| New | +$830K |
|
Similar funds
HF
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.