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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 | |
|---|---|---|---|---|---|---|
2101
abrdn Physical Gold Shares ETF
SGOL
$7.56B
| $68K | ﹤0.01% |
6,250
+810
| +15% | +$8.9K |
|
2102
CALL
Chemours
CC
$2.34B
| $67K | ﹤0.01% |
+10,360
| New | +$108K |
|
2103
PUT
Genuine Parts
GPC
$18.4B
| $66K | ﹤0.01% |
800
+200
| +33% | +$17.2K |
|
2104
CALL
Leggett & Platt
LEG
$1.29B
| $66K | ﹤0.01% |
+1,600
| New | +$74.7K |
|
2105
Invesco S&P 500 Equal Weight ETF
RSP
$99.2B
| $65K | ﹤0.01% |
879
+878
| +87,800% | +$68.4K |
|
|
GGP
2106
CALL
DELISTED
GGP Inc.
GGP
| $65K | ﹤0.01% |
2,500
-3,500
| -58% | -$92K |
|
|
SPLS
2107
PUT
DELISTED
Staples Inc
SPLS
| $65K | ﹤0.01% |
5,600
-208,400
| -97% | -$2.93M |
|
2108
PUT
Crown Holdings
CCK
$12.9B
| $64K | ﹤0.01% |
1,400
-900
| -39% | -$45.5K |
|
2109
Caesarstone
CSTE
$101M
| $64K | ﹤0.01% |
+2,121
| New | +$111K |
|
2110
Progressive
PGR
$123B
| $64K | ﹤0.01% |
2,085
-2,889
| -58% | -$87.3K |
|
|
CIT
2111
DELISTED
CIT Group Inc.
CIT
| $64K | ﹤0.01% |
1,602
-4,203
| -72% | -$189K |
|
|
2112
Crown Holdings
CCK
$12.9B
| $63K | ﹤0.01% |
1,367
-3,170
| -70% | -$160K |
|
2113
Immunic
IMUX
$210M
| $63K | ﹤0.01% |
+39
| New | +$195K |
|
2114
CALL
iShares US Home Construction ETF
ITB
$2.37B
| $63K | ﹤0.01% |
2,400
-15,000
| -86% | -$417K |
|
2115
CALL
Middleby
MIDD
$5.28B
| $63K | ﹤0.01% |
+600
| New | +$69.1K |
|
|
SCHW
2116
CALL
Charles Schwab
SCHW
$186B
| $63K | ﹤0.01% |
2,200
-97,900
| -98% | -$3.14M |
|
2117
CALL
KeyCorp
KEY
$24.3B
| $62K | ﹤0.01% |
4,800
+2,800
| +140% | +$39.8K |
|
2118
PUT
Realty Income
O
$58.6B
| $62K | ﹤0.01% |
+1,342
| New | +$60.6K |
|
|
TVPT
2119
CALL
DELISTED
Travelport Worldwide Limited
TVPT
| $62K | ﹤0.01% |
+4,700
| New | +$64K |
|
|
HAR
2120
DELISTED
Harman International Industries
HAR
| $62K | ﹤0.01% |
649
+609
| +1,523% | +$63.9K |
|
|
KING
2121
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
| $62K | ﹤0.01% |
4,543
-9,271
| -67% | -$133K |
|
|
ETP
2122
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
| $62K | ﹤0.01% |
1,500
-49,600
| -97% | -$2.4M |
|
2123
American Eagle Outfitters
AEO
$2.83B
| $61K | ﹤0.01% |
+3,919
| New | +$67K |
|
2124
PUT
AerCap
AER
$23.7B
| $61K | ﹤0.01% |
+1,600
| New | +$70.7K |
|
2125
BCE
BCE
$21.5B
| $61K | ﹤0.01% |
1,487
-1,542
| -51% | -$63.3K |
|
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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.