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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 | |
|---|---|---|---|---|---|---|
|
BXLT
1251
CALL
DELISTED
BAXALTA INC COM STK (DE)
BXLT
| $1.12M | ﹤0.01% |
+35,500
| New | +$1.22M |
|
1252
PUT
Kosmos Energy
KOS
$1.51B
| $1.12M | ﹤0.01% |
+200,000
| New | +$1.39M |
|
1253
CALL
BJ's Restaurants
BJRI
$1.48B
| $1.11M | ﹤0.01% |
25,700
+20,700
| +414% | +$971K |
|
1254
CALL
Albemarle
ALB
$15.4B
| $1.1M | ﹤0.01% |
25,000
+23,800
| +1,983% | +$1.16M |
|
|
JKS
1255
CALL
JinkoSolar
JKS
$860M
| $1.1M | ﹤0.01% |
50,000
| – | – |
|
1256
Lear
LEA
$8.16B
| $1.09M | ﹤0.01% |
10,044
+7,558
| +304% | +$787K |
|
1257
Western Digital
WDC
$168B
| $1.09M | ﹤0.01% |
18,085
-101,793
| -85% | -$6.12M |
|
1258
Tidewater
TDW
$4.55B
| $1.07M | ﹤0.01% |
2,529
+2,520
| +28,000% | +$1.45M |
|
|
MDC
1259
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
| $1.07M | ﹤0.01% |
56,664
+55,970
| +8,065% | +$1.17M |
|
|
PVG
1260
DELISTED
PRETIUM RESOURCES INC.
PVG
| $1.07M | ﹤0.01% |
176,522
-41,678
| -19% | -$215K |
|
1261
PUT
Paychex
PAYX
$44.6B
| $1.07M | ﹤0.01% |
22,400
-19,100
| -46% | -$891K |
|
1262
General Mills
GIS
$20.4B
| $1.07M | ﹤0.01% |
18,992
-297,740
| -94% | -$17.1M |
|
1263
CALL
Helmerich & Payne
HP
$4.29B
| $1.06M | ﹤0.01% |
22,500
+2,700
| +14% | +$153K |
|
|
MRO
1264
DELISTED
Marathon Oil Corporation
MRO
| $1.06M | ﹤0.01% |
+68,843
| New | +$1.31M |
|
|
AKRX
1265
DELISTED
Akorn Inc
AKRX
| $1.06M | ﹤0.01% |
37,183
+21,157
| +132% | +$874K |
|
1266
PUT
Intercontinental Exchange
ICE
$87.2B
| $1.06M | ﹤0.01% |
+22,500
| New | +$1.04M |
|
|
ALXN
1267
DELISTED
Alexion Pharmaceuticals
ALXN
| $1.06M | ﹤0.01% |
6,754
-4,674
| -41% | -$853K |
|
|
AVP
1268
CALL
DELISTED
Avon Products, Inc.
AVP
| $1.06M | ﹤0.01% |
325,000
| – | – |
|
1269
CALL
Allstate
ALL
$64.7B
| $1.05M | ﹤0.01% |
18,100
+17,900
| +8,950% | +$1.12M |
|
1270
PUT
Bath & Body Works
BBWI
$3.76B
| $1.05M | ﹤0.01% |
14,473
-59,871
| -81% | -$4.14M |
|
1271
New Oriental
EDU
$8.49B
| $1.05M | ﹤0.01% |
51,867
-75,645
| -59% | -$1.62M |
|
|
PF
1272
CALL
DELISTED
Pinnacle Foods, Inc.
PF
| $1.05M | ﹤0.01% |
+25,000
| New | +$1.13M |
|
|
CHL
1273
CALL
DELISTED
China Mobile Limited
CHL
| $1.05M | ﹤0.01% |
17,600
-5,100
| -22% | -$315K |
|
1274
CALL
BlackBerry
BB
$5.27B
| $1.03M | ﹤0.01% |
168,400
+1,600
| +1% | +$11.9K |
|
|
SODA
1275
DELISTED
SodaStream International Ltd
SODA
| $1.03M | ﹤0.01% |
75,000
-3,843
| -5% | -$63.9K |
|
Similar funds
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.