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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 | |
|---|---|---|---|---|---|---|
1376
PUT
Deutsche Bank
DB
$72.4B
| $789K | ﹤0.01% |
32,816
+31,808
| +3,156% | +$879K |
|
1377
CALL
Domino's
DPZ
$11.7B
| $788K | ﹤0.01% |
7,300
-1,000
| -12% | -$111K |
|
1378
CALL
Trip.com Group
TCOM
$28.7B
| $781K | ﹤0.01% |
24,600
+8,600
| +54% | +$299K |
|
|
ANDV
1379
DELISTED
Andeavor
ANDV
| $781K | ﹤0.01% |
8,036
-12,028
| -60% | -$1.17M |
|
1380
CALL
Kinross Gold
KGC
$32.6B
| $778K | ﹤0.01% |
452,300
| – | – |
|
1381
PUT
Eaton
ETN
$176B
| $773K | ﹤0.01% |
15,100
-26,700
| -64% | -$1.58M |
|
1382
CALL
Norfolk Southern
NSC
$75.3B
| $773K | ﹤0.01% |
10,100
-42,900
| -81% | -$3.49M |
|
|
ALU
1383
DELISTED
Alcatel-Lucent
ALU
| $771K | ﹤0.01% |
211,227
-68,722
| -25% | -$241K |
|
|
KSU
1384
CALL
DELISTED
Kansas City Southern
KSU
| $769K | ﹤0.01% |
8,500
-6,700
| -44% | -$632K |
|
1385
PUT
Entergy
ETR
$50.3B
| $768K | ﹤0.01% |
23,600
-1,400
| -6% | -$47.5K |
|
1386
PUT
Lamar Advertising Co
LAMR
$15.8B
| $767K | ﹤0.01% |
+14,700
| New | +$821K |
|
1387
CALL
St. Joe Company
JOE
$3.87B
| $766K | ﹤0.01% |
+40,000
| New | +$681K |
|
1388
PUT
Arista Networks
ANET
$257B
| $765K | ﹤0.01% |
200,000
+46,400
| +30% | +$221K |
|
1389
CALL
J.M. Smucker
SJM
$12.7B
| $765K | ﹤0.01% |
6,700
+900
| +16% | +$100K |
|
1390
PUT
MannKind Corp
MNKD
$1.24B
| $764K | ﹤0.01% |
47,600
+34,020
| +251% | +$722K |
|
1391
United States Natural Gas Fund
UNG
$489M
| $762K | ﹤0.01% |
4,100
-17,044
| -81% | -$3.55M |
|
|
CSC
1392
CALL
DELISTED
Computer Sciences
CSC
| $762K | ﹤0.01% |
29,425
-1,419,529
| -98% | -$38.3M |
|
1393
CALL
Cleveland-Cliffs
CLF
$6.99B
| $756K | ﹤0.01% |
310,000
+309,700
| +103,233% | +$988K |
|
1394
Restaurant Brands International
QSR
$26.1B
| $754K | ﹤0.01% |
20,979
+17,763
| +552% | +$704K |
|
|
ALTR
1395
DELISTED
Altera Corp
ALTR
| $751K | ﹤0.01% |
+15,000
| New | +$746K |
|
1396
Intuit
INTU
$98B
| $750K | ﹤0.01% |
8,446
-19,405
| -70% | -$1.88M |
|
1397
PUT
Myriad Genetics
MYGN
$309M
| $750K | ﹤0.01% |
+20,000
| New | +$710K |
|
|
BERY
1398
CALL
DELISTED
Berry Global Group, Inc.
BERY
| $737K | ﹤0.01% |
+26,681
| New | +$769K |
|
|
BERY
1399
PUT
DELISTED
Berry Global Group, Inc.
BERY
| $737K | ﹤0.01% |
+26,681
| New | +$769K |
|
1400
CALL
FirstEnergy
FE
$27.1B
| $736K | ﹤0.01% |
23,500
-6,000
| -20% | -$196K |
|
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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.