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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 | |
|---|---|---|---|---|---|---|
1301
Pentair
PNR
$10.5B
| $971K | ﹤0.01% |
28,324
+27,891
| +6,441% | +$1.1M |
|
1302
CALL
Weyerhaeuser
WY
$17.8B
| $970K | ﹤0.01% |
35,500
-147,400
| -81% | -$4.35M |
|
1303
PUT
Intrepid Potash
IPI
$490M
| $966K | ﹤0.01% |
+17,420
| New | +$1.45M |
|
1304
Stellantis
STLA
$20.2B
| $961K | ﹤0.01% |
111,610
-147,127
| -57% | -$1.41M |
|
1305
CALL
Welltower
WELL
$166B
| $961K | ﹤0.01% |
14,200
-87,900
| -86% | -$5.87M |
|
1306
CALL
HSBC
HSBC
$358B
| $955K | ﹤0.01% |
28,284
+23,795
| +530% | +$889K |
|
1307
CALL
Digital Realty Trust
DLR
$73.1B
| $954K | ﹤0.01% |
14,600
+14,400
| +7,200% | +$939K |
|
|
POM
1308
CALL
DELISTED
PEPCO HOLDINGS, INC.
POM
| $954K | ﹤0.01% |
+39,400
| New | +$1M |
|
|
CBI
1309
DELISTED
Chicago Bridge & Iron Nv
CBI
| $950K | ﹤0.01% |
23,943
+1,587
| +7% | +$73.5K |
|
1310
PUT
Kinross Gold
KGC
$31.9B
| $946K | ﹤0.01% |
550,000
-4,000
| -0.7% | -$7.31K |
|
1311
Huntsman Corp
HUN
$1.78B
| $943K | ﹤0.01% |
+97,353
| New | +$1.68M |
|
1312
PUT
Bank of Montreal
BMO
$129B
| $938K | ﹤0.01% |
17,200
+15,100
| +719% | +$829K |
|
1313
CALL
Comfort Systems
FIX
$60.8B
| $935K | ﹤0.01% |
34,300
| – | – |
|
1314
PUT
Western Union
WU
$2.34B
| $935K | ﹤0.01% |
50,900
-128,100
| -72% | -$2.44M |
|
|
XL
1315
PUT
DELISTED
XL Group Ltd.
XL
| $934K | ﹤0.01% |
25,700
+23,300
| +971% | +$882K |
|
1316
CALL
Kimberly-Clark
KMB
$36.8B
| $927K | ﹤0.01% |
8,500
-2,300
| -21% | -$254K |
|
|
IOC
1317
CALL
DELISTED
Interoil Corporation
IOC
| $927K | ﹤0.01% |
27,500
| – | – |
|
1318
CALL
Abercrombie & Fitch
ANF
$4.99B
| $926K | ﹤0.01% |
43,700
+4,100
| +10% | +$83.3K |
|
|
1319
Welltower
WELL
$166B
| $919K | ﹤0.01% |
+13,569
| New | +$906K |
|
1320
PUT
Aptiv
APTV
$10.2B
| $912K | ﹤0.01% |
12,000
-38,100
| -76% | -$2.93M |
|
1321
CALL
Deutsche Bank
DB
$72.1B
| $912K | ﹤0.01% |
37,856
-254,688
| -87% | -$7.04M |
|
|
ARRY
1322
PUT
DELISTED
Array Biopharma Inc
ARRY
| $912K | ﹤0.01% |
200,000
| – | – |
|
1323
PUT
Mercado Libre
MELI
$92.7B
| $911K | ﹤0.01% |
10,000
-70,000
| -88% | -$8.25M |
|
1324
Tower Semiconductor
TSEM
$28.6B
| $891K | ﹤0.01% |
69,218
+54,055
| +356% | +$727K |
|
|
BRFS
1325
PUT
DELISTED
BRF SA
BRFS
| $890K | ﹤0.01% |
+50,000
| New | +$982K |
|
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.