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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 | |
|---|---|---|---|---|---|---|
|
NILE
1776
DELISTED
Blue Nile, Inc.
NILE
| $223K | ﹤0.01% |
6,639
+6,557
| +7,996% | +$213K |
|
1777
Arista Networks
ANET
$257B
| $222K | ﹤0.01% |
57,920
+34,272
| +145% | +$163K |
|
1778
Clorox
CLX
$12.9B
| $222K | ﹤0.01% |
1,922
+1,062
| +123% | +$119K |
|
1779
Texas Instruments
TXN
$250B
| $222K | ﹤0.01% |
4,476
-80,149
| -95% | -$3.91M |
|
1780
PUT
American Water Works
AWK
$27.1B
| $220K | ﹤0.01% |
+4,000
| New | +$209K |
|
|
PBPB
1781
CALL
DELISTED
Potbelly
PBPB
| $220K | ﹤0.01% |
20,000
| – | – |
|
|
MBLY
1782
PUT
DELISTED
Mobileye N.V.
MBLY
| $220K | ﹤0.01% |
4,800
-182,100
| -97% | -$10M |
|
1783
The Greenbrier Companies
GBX
$1.42B
| $219K | ﹤0.01% |
6,829
-8,798
| -56% | -$369K |
|
1784
CALL
Sony
SONY
$138B
| $219K | ﹤0.01% |
44,500
-130,500
| -75% | -$696K |
|
|
BID
1785
DELISTED
Sotheby's
BID
| $218K | ﹤0.01% |
+6,832
| New | +$262K |
|
1786
CALL
Polaris
PII
$3.91B
| $216K | ﹤0.01% |
1,800
-14,400
| -89% | -$1.95M |
|
1787
Weyerhaeuser
WY
$17.9B
| $216K | ﹤0.01% |
7,887
-25,590
| -76% | -$755K |
|
1788
PUT
Aecom
ACM
$8.19B
| $215K | ﹤0.01% |
7,800
+7,700
| +7,700% | +$224K |
|
|
HOT
1789
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
| $215K | ﹤0.01% |
3,227
-14,009
| -81% | -$1.07M |
|
1790
CALL
Coty
COTY
$2.42B
| $214K | ﹤0.01% |
+7,900
| New | +$225K |
|
|
HBI
1791
CALL
DELISTED
Hanesbrands
HBI
| $214K | ﹤0.01% |
7,400
-11,400
| -61% | -$353K |
|
1792
PUT
Intuit
INTU
$98B
| $213K | ﹤0.01% |
2,400
-36,400
| -94% | -$3.53M |
|
1793
CALL
Public Storage
PSA
$61.4B
| $212K | ﹤0.01% |
+1,000
| New | +$204K |
|
1794
iShares US Transportation ETF
IYT
$2.3B
| $211K | ﹤0.01% |
6,024
-2,916
| -33% | -$106K |
|
|
1795
PUT
Public Storage
PSA
$61.4B
| $211K | ﹤0.01% |
1,000
+100
| +11% | +$20.4K |
|
|
SEE
1796
PUT
DELISTED
Sealed Air
SEE
| $211K | ﹤0.01% |
4,500
-4,400
| -49% | -$227K |
|
|
KERX
1797
CALL
DELISTED
Keryx Biopharmaceuticals Inc
KERX
| $211K | ﹤0.01% |
60,000
| – | – |
|
|
OREX
1798
CALL
DELISTED
Orexigen Therapeutics, Inc.
OREX
| $211K | ﹤0.01% |
+10,000
| New | +$343K |
|
1799
CALL
Carlyle Group
CG
$18.3B
| $210K | ﹤0.01% |
12,500
+10,700
| +594% | +$252K |
|
1800
Royal Caribbean
RCL
$82.9B
| $210K | ﹤0.01% |
2,354
-10,935
| -82% | -$960K |
|
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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.