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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | |
|---|---|---|---|---|---|---|
176
PUT
Halliburton
HAL
$26.9B
| $34M | 0.08% |
960,400
-47,000
| -5% | -$1.85M |
|
|
BWLD
177
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $33.9M | 0.08% |
175,300
+127,800
| +269% | +$24M |
|
178
CALL
Gilead Sciences
GILD
$162B
| $33.6M | 0.07% |
341,700
+288,800
| +546% | +$32.1M |
|
179
Verizon
VZ
$195B
| $33.5M | 0.07% |
769,800
-163,371
| -18% | -$7.54M |
|
180
PUT
Home Depot
HD
$331B
| $33.4M | 0.07% |
289,400
+5,600
| +2% | +$648K |
|
181
SPDR Gold Trust
GLD
$131B
| $33.3M | 0.07% |
312,056
+271,018
| +660% | +$29.2M |
|
182
PepsiCo
PEP
$190B
| $33.1M | 0.07% |
351,242
+193,598
| +123% | +$18.4M |
|
183
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $32.7M | 0.07% |
1,510,000
-209,200
| -12% | -$4.5M |
|
184
CALL
Union Pacific
UNP
$174B
| $32.6M | 0.07% |
369,200
+173,100
| +88% | +$15.8M |
|
185
CALL
VanEck Oil Services ETF
OIH
$2.06B
| $32.6M | 0.07% |
59,380
+55,120
| +1,294% | +$33.8M |
|
186
PUT
iShares MSCI Germany ETF
EWG
$1.59B
| $32M | 0.07% |
1,295,000
+1,000,000
| +339% | +$27.2M |
|
187
CALL
American Tower
AMT
$80.8B
| $32M | 0.07% |
363,200
-3,700
| -1% | -$348K |
|
188
CALL
ExxonMobil
XOM
$644B
| $31.6M | 0.07% |
425,500
+79,500
| +23% | +$6.13M |
|
189
CALL
Booking.com
BKNG
$149B
| $31.4M | 0.07% |
635,000
-980,000
| -61% | -$48.7M |
|
190
PUT
American International
AIG
$41.7B
| $31.1M | 0.07% |
546,600
-347,100
| -39% | -$21.2M |
|
191
CALL
Oracle
ORCL
$374B
| $31M | 0.07% |
856,900
-913,200
| -52% | -$35.1M |
|
192
PUT
3M
MMM
$90.9B
| $30.9M | 0.07% |
261,087
+179,998
| +222% | +$22.1M |
|
|
193
PUT
Union Pacific
UNP
$174B
| $30.6M | 0.07% |
346,500
+262,000
| +310% | +$23.9M |
|
194
AT&T
T
$159B
| $30.4M | 0.07% |
1,233,891
+546,158
| +79% | +$13.9M |
|
195
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
| $30.3M | 0.07% |
990,746
+234,836
| +31% | +$7.91M |
|
196
PUT
VanEck Gold Miners ETF
GDX
$22.7B
| $30.3M | 0.07% |
2,205,600
-34,400
| -2% | -$497K |
|
|
LNKD
197
PUT
DELISTED
LinkedIn Corporation
LNKD
| $30.1M | 0.07% |
158,100
+8,400
| +6% | +$1.67M |
|
198
PUT
Williams Companies
WMB
$87.5B
| $30M | 0.07% |
813,800
+236,600
| +41% | +$11.8M |
|
199
CALL
iShares Silver Trust
SLV
$28B
| $29.8M | 0.07% |
2,148,100
-1,995,500
| -48% | -$28.4M |
|
200
PUT
iShares Biotechnology ETF
IBB
$9.34B
| $29.7M | 0.07% |
294,000
+276,000
| +1,533% | +$33.1M |
|
Similar funds
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.