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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 | |
|---|---|---|---|---|---|---|
2301
Owens Corning
OC
$12.6B
| $31K | ﹤0.01% |
750
-28,263
| -97% | -$1.25M |
|
2302
PUT
PACCAR
PCAR
$69.8B
| $31K | ﹤0.01% |
900
-3,150
| -78% | -$128K |
|
2303
Wheaton Precious Metals
WPM
$61B
| $31K | ﹤0.01% |
2,600
+2,064
| +385% | +$26.9K |
|
2304
PUT
Zebra Technologies
ZBRA
$18.1B
| $31K | ﹤0.01% |
400
| – | – |
|
|
FLG
2305
CALL
Flagstar Bank National Association
FLG
$5.89B
| $31K | ﹤0.01% |
+567
| New | +$30.8K |
|
|
WP
2306
PUT
DELISTED
Worldpay, Inc.
WP
| $31K | ﹤0.01% |
+700
| New | +$30.2K |
|
2307
PUT
Gaming and Leisure Properties
GLPI
$12.4B
| $30K | ﹤0.01% |
+1,000
| New | +$32.6K |
|
2308
Pan American Silver
PAAS
$21.8B
| $30K | ﹤0.01% |
4,745
+2,315
| +95% | +$15.8K |
|
2309
CALL
Quanta Services
PWR
$101B
| $30K | ﹤0.01% |
+1,200
| New | +$30.6K |
|
2310
iShares TIPS Bond ETF
TIP
$14.7B
| $30K | ﹤0.01% |
275
+49
| +22% | +$5.46K |
|
2311
Ubiquiti
UI
$34.7B
| $30K | ﹤0.01% |
888
+595
| +203% | +$19.9K |
|
2312
Vulcan Materials
VMC
$37.3B
| $30K | ﹤0.01% |
332
-4,676
| -93% | -$435K |
|
|
CST
2313
CALL
DELISTED
CST Brands, Inc.
CST
| $30K | ﹤0.01% |
+900
| New | +$32.6K |
|
2314
CALL
Dover
DOV
$28.1B
| $29K | ﹤0.01% |
+619
| New | +$31.4K |
|
2315
EPR Properties
EPR
$4.58B
| $29K | ﹤0.01% |
570
-103
| -15% | -$5.58K |
|
2316
CALL
Leidos
LDOS
$17.7B
| $29K | ﹤0.01% |
700
+300
| +75% | +$12.5K |
|
2317
PUT
Norwegian Cruise Line
NCLH
$8.59B
| $29K | ﹤0.01% |
500
-4,500
| -90% | -$265K |
|
|
GGP
2318
DELISTED
GGP Inc.
GGP
| $29K | ﹤0.01% |
1,119
-8,215
| -88% | -$216K |
|
2319
PUT
Hilton Worldwide
HLT
$70.8B
| $28K | ﹤0.01% |
+400
| New | +$30.9K |
|
2320
HUB Group
HUBG
$2.32B
| $28K | ﹤0.01% |
1,544
-3,074
| -67% | -$60.7K |
|
2321
PUT
ING
ING
$101B
| $28K | ﹤0.01% |
+2,000
| New | +$31.5K |
|
2322
ProShares UltraShort Real Estate
SRS
$16.5M
| $28K | ﹤0.01% |
+68
| New | +$28.2K |
|
2323
PUT
VeriSign
VRSN
$26B
| $28K | ﹤0.01% |
400
-1,800
| -82% | -$123K |
|
|
BMS
2324
PUT
DELISTED
Bemis
BMS
| $28K | ﹤0.01% |
700
+100
| +17% | +$4.39K |
|
2325
Acuity Brands
AYI
$10.7B
| $27K | ﹤0.01% |
152
-696
| -82% | -$135K |
|
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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.