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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 | 0.56% |
| 4 | Communication Services | 0.52% |
| 5 | Consumer Staples | 0.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1026
PUT
T-Mobile US
TMUS
$196B
| $1.99M | ﹤0.01% |
50,000
| – | – |
|
|
NILE
1027
PUT
DELISTED
Blue Nile, Inc.
NILE
| $1.99M | ﹤0.01% |
+59,300
| New | +$1.93M |
|
1028
CALL
D.R. Horton
DHI
$41.7B
| $1.99M | ﹤0.01% |
67,800
-82,400
| -55% | -$2.43M |
|
1029
Valero Energy
VLO
$98.3B
| $1.98M | ﹤0.01% |
32,943
-94,439
| -74% | -$6M |
|
|
DNKN
1030
CALL
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.98M | ﹤0.01% |
40,400
+39,200
| +3,267% | +$2.03M |
|
|
JO
1031
PUT
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
| $1.97M | ﹤0.01% |
100,000
| – | – |
|
1032
PUT
Huntington Bancshares
HBAN
$36.1B
| $1.96M | ﹤0.01% |
185,000
+82,100
| +80% | +$916K |
|
1033
Analog Devices
ADI
$187B
| $1.95M | ﹤0.01% |
+34,559
| New | +$2.01M |
|
1034
PUT
Scholastic
SCHL
$784M
| $1.95M | ﹤0.01% |
+50,000
| New | +$2.15M |
|
1035
CALL
Five Below
FIVE
$13.5B
| $1.95M | ﹤0.01% |
57,900
+36,600
| +172% | +$1.33M |
|
1036
CALL
VeriSign
VRSN
$25.8B
| $1.94M | ﹤0.01% |
27,500
-24,400
| -47% | -$1.66M |
|
1037
PUT
Franco-Nevada
FNV
$45.1B
| $1.93M | ﹤0.01% |
43,900
-17,600
| -29% | -$758K |
|
1038
CALL
Toll Brothers
TOL
$13.8B
| $1.93M | ﹤0.01% |
56,400
-158,600
| -74% | -$6.01M |
|
1039
CALL
Toronto Dominion Bank
TD
$204B
| $1.93M | ﹤0.01% |
48,900
+46,600
| +2,026% | +$1.86M |
|
1040
Carnival Corporation Ltd
CCL
$38.8B
| $1.93M | ﹤0.01% |
38,754
+27,996
| +260% | +$1.42M |
|
1041
Mondelez International
MDLZ
$81.3B
| $1.92M | ﹤0.01% |
45,871
+18,278
| +66% | +$788K |
|
|
ONIT
1042
CALL
Onity Group
ONIT
$328M
| $1.91M | ﹤0.01% |
19,000
-7,873
| -29% | -$997K |
|
1043
CALL
Patterson-UTI
PTEN
$4.31B
| $1.91M | ﹤0.01% |
145,300
+142,100
| +4,441% | +$2.25M |
|
1044
Yum! Brands
YUM
$40.8B
| $1.91M | ﹤0.01% |
33,143
-116,879
| -78% | -$7.07M |
|
1045
PUT
Ross Stores
ROST
$78.4B
| $1.9M | ﹤0.01% |
39,200
+37,600
| +2,350% | +$1.92M |
|
1046
Ashland
ASH
$3.34B
| $1.9M | ﹤0.01% |
38,546
-75,601
| -66% | -$4.11M |
|
1047
Phillips 66
PSX
$93B
| $1.9M | ﹤0.01% |
24,672
-82,235
| -77% | -$6.54M |
|
1048
PUT
Kohl's
KSS
$2.21B
| $1.9M | ﹤0.01% |
40,900
+31,500
| +335% | +$1.77M |
|
1049
CALL
Best Buy
BBY
$18.2B
| $1.89M | ﹤0.01% |
51,000
-188,100
| -79% | -$6.44M |
|
1050
Jack in the Box
JACK
$334M
| $1.89M | ﹤0.01% |
+24,559
| New | +$2.1M |
|
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.