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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 | |
|---|---|---|---|---|---|---|
1526
iShares MSCI Global Min Vol Factor ETF
ACWV
$3.38B
| $509K | ﹤0.01% |
7,596
+7,595
| +759,500% | +$525K |
|
1527
State Street SPDR S&P Regional Banking ETF
KRE
$4.67B
| $509K | ﹤0.01% |
12,351
+12,350
| +1,235,000% | +$524K |
|
1528
PUT
Tenet Healthcare
THC
$21.5B
| $509K | ﹤0.01% |
13,800
-43,500
| -76% | -$2.25M |
|
|
TIF
1529
DELISTED
Tiffany & Co.
TIF
| $508K | ﹤0.01% |
+6,578
| New | +$575K |
|
1530
CALL
Campbell Soup
CPB
$6.94B
| $507K | ﹤0.01% |
10,000
-75,000
| -88% | -$3.68M |
|
1531
CALL
Parker-Hannifin
PH
$134B
| $505K | ﹤0.01% |
5,200
+3,800
| +271% | +$413K |
|
|
LVLT
1532
DELISTED
Level 3 Communications Inc
LVLT
| $505K | ﹤0.01% |
11,568
-1,164
| -9% | -$56.1K |
|
1533
CALL
Ball Corp
BALL
$16.4B
| $504K | ﹤0.01% |
16,200
-67,000
| -81% | -$2.27M |
|
1534
PUT
Radware
RDWR
$1.25B
| $504K | ﹤0.01% |
+31,000
| New | +$590K |
|
1535
PUT
abrdn Physical Gold Shares ETF
SGOL
$7.42B
| $502K | ﹤0.01% |
46,000
+17,000
| +59% | +$187K |
|
1536
Las Vegas Sands
LVS
$29.6B
| $500K | ﹤0.01% |
13,164
+166
| +1% | +$8.37K |
|
1537
CALL
AES
AES
$10.5B
| $499K | ﹤0.01% |
51,000
+48,000
| +1,600% | +$579K |
|
1538
Steel Dynamics
STLD
$37.3B
| $498K | ﹤0.01% |
28,972
-6,791
| -19% | -$132K |
|
1539
D.R. Horton
DHI
$41.9B
| $496K | ﹤0.01% |
+16,877
| New | +$497K |
|
1540
PUT
iShares Select Dividend ETF
DVY
$24B
| $496K | ﹤0.01% |
6,800
+2,700
| +66% | +$202K |
|
1541
CALL
Hecla Mining
HL
$11.9B
| $495K | ﹤0.01% |
251,400
+64,900
| +35% | +$138K |
|
|
ARMH
1542
CALL
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $494K | ﹤0.01% |
11,400
+2,500
| +28% | +$112K |
|
1543
CALL
Precigen
PGEN
$2.32B
| $493K | ﹤0.01% |
+15,640
| New | +$763K |
|
1544
PUT
Microchip Technology
MCHP
$42.2B
| $492K | ﹤0.01% |
22,800
+12,400
| +119% | +$267K |
|
|
RENT
1545
DELISTED
RENTRAK CORP
RENT
| $492K | ﹤0.01% |
9,097
+8,376
| +1,162% | +$470K |
|
1546
PUT
Cintas
CTAS
$80.3B
| $489K | ﹤0.01% |
+22,800
| New | +$489K |
|
1547
CALL
Golar LNG
GLNG
$5.21B
| $488K | ﹤0.01% |
17,500
| – | – |
|
1548
PUT
Diageo
DEO
$52.8B
| $485K | ﹤0.01% |
4,500
-12,700
| -74% | -$1.41M |
|
1549
PUT
Sarepta Therapeutics
SRPT
$1.95B
| $482K | ﹤0.01% |
15,000
| – | – |
|
1550
CSX Corp
CSX
$92.9B
| $479K | ﹤0.01% |
53,433
+36,981
| +225% | +$363K |
|
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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.