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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 | |
|---|---|---|---|---|---|---|
1626
PUT
Darden Restaurants
DRI
$25.4B
| $384K | ﹤0.01% |
6,265
-14,431
| -70% | -$916K |
|
1627
PUT
Fossil Group
FOSL
$330M
| $384K | ﹤0.01% |
6,900
-195,100
| -97% | -$12.4M |
|
|
GREK
1628
CALL
Global X MSCI Greece ETF
GREK
$331M
| $384K | ﹤0.01% |
13,333
+12,566
| +1,638% | +$373K |
|
1629
WEC Energy
WEC
$35.9B
| $384K | ﹤0.01% |
7,346
+2,780
| +61% | +$135K |
|
|
S
1630
PUT
DELISTED
Sprint Corporation
S
| $384K | ﹤0.01% |
100,000
| – | – |
|
1631
Open Text
OTEX
$6.02B
| $380K | ﹤0.01% |
16,966
-27,750
| -62% | -$600K |
|
1632
Netflix
NFLX
$326B
| $379K | ﹤0.01% |
36,740
-331,880
| -90% | -$3.56M |
|
|
SGI
1633
PUT
Somnigroup International
SGI
$14B
| $372K | ﹤0.01% |
+20,800
| New | +$382K |
|
|
FGP
1634
DELISTED
Ferrellgas Partners, L.P.
FGP
| $371K | ﹤0.01% |
18,782
+13,868
| +282% | +$296K |
|
1635
PUT
Newell Brands
NWL
$2.63B
| $369K | ﹤0.01% |
9,300
+5,300
| +133% | +$223K |
|
1636
CALL
BorgWarner
BWA
$13.8B
| $366K | ﹤0.01% |
9,997
+8,407
| +529% | +$349K |
|
1637
CALL
Check Point Software Technologies
CHKP
$13.7B
| $365K | ﹤0.01% |
4,600
+1,200
| +35% | +$95.9K |
|
1638
CALL
Clean Energy Fuels
CLNE
$395M
| $360K | ﹤0.01% |
+80,000
| New | +$415K |
|
|
ARRS
1639
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $360K | ﹤0.01% |
13,867
-28,691
| -67% | -$812K |
|
|
QIHU
1640
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
| $359K | ﹤0.01% |
+7,513
| New | +$423K |
|
1641
CALL
PVH
PVH
$3.77B
| $357K | ﹤0.01% |
3,500
-12,400
| -78% | -$1.41M |
|
|
COL
1642
DELISTED
Rockwell Collins
COL
| $357K | ﹤0.01% |
+4,361
| New | +$374K |
|
1643
PUT
iShares MSCI Hong Kong ETF
EWH
$1.21B
| $353K | ﹤0.01% |
+18,500
| New | +$384K |
|
1644
CALL
Johnson Controls International
JCI
$91.7B
| $353K | ﹤0.01% |
8,117
-407,785
| -98% | -$18.8M |
|
1645
PUT
Invesco S&P 500 Equal Weight ETF
RSP
$100B
| $353K | ﹤0.01% |
+4,800
| New | +$374K |
|
|
TWX
1646
CALL
DELISTED
Time Warner Inc
TWX
| $353K | ﹤0.01% |
5,100
-218,400
| -98% | -$17.2M |
|
1647
CALL
NetApp
NTAP
$40.2B
| $352K | ﹤0.01% |
11,900
-165,900
| -93% | -$5.12M |
|
|
ALDR
1648
DELISTED
Alder Biopharmaceuticals
ALDR
| $352K | ﹤0.01% |
+10,748
| New | +$457K |
|
1649
Cleveland-Cliffs
CLF
$6.93B
| $350K | ﹤0.01% |
143,401
+51,489
| +56% | +$164K |
|
1650
PUT
Stratasys
SSYS
$779M
| $349K | ﹤0.01% |
13,200
-5,000
| -27% | -$154K |
|
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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.