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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 | |
|---|---|---|---|---|---|---|
|
NGLS
1326
PUT
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
| $889K | ﹤0.01% |
+30,600
| New | +$1.03M |
|
|
AERI
1327
CALL
DELISTED
Aerie Pharmaceuticals
AERI
| $887K | ﹤0.01% |
50,000
| – | – |
|
1328
Community Health Systems
CYH
$410M
| $885K | ﹤0.01% |
25,029
+16,247
| +185% | +$745K |
|
1329
PUT
GameStop
GME
$8.33B
| $876K | ﹤0.01% |
85,200
+22,800
| +37% | +$253K |
|
1330
MaxLinear
MXL
$6.95B
| $869K | ﹤0.01% |
69,882
-43,549
| -38% | -$480K |
|
1331
PUT
Weyerhaeuser
WY
$17.8B
| $869K | ﹤0.01% |
31,800
-40,500
| -56% | -$1.19M |
|
|
BPL
1332
CALL
DELISTED
Buckeye Partners, L.P.
BPL
| $865K | ﹤0.01% |
14,600
+14,400
| +7,200% | +$999K |
|
|
DO
1333
CALL
DELISTED
Diamond Offshore Drilling
DO
| $865K | ﹤0.01% |
50,000
| – | – |
|
1334
CALL
Boston Properties
BXP
$10.8B
| $864K | ﹤0.01% |
7,300
+6,500
| +813% | +$777K |
|
|
AY
1335
CALL
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $861K | ﹤0.01% |
+52,000
| New | +$1.24M |
|
1336
PUT
Progressive
PGR
$121B
| $858K | ﹤0.01% |
28,000
+22,000
| +367% | +$665K |
|
|
BID
1337
CALL
DELISTED
Sotheby's
BID
| $853K | ﹤0.01% |
26,700
+26,400
| +8,800% | +$1.01M |
|
|
CY
1338
PUT
DELISTED
Cypress Semiconductor
CY
| $852K | ﹤0.01% |
100,000
-101,000
| -50% | -$1.06M |
|
1339
CALL
Devon Energy
DVN
$48.8B
| $851K | ﹤0.01% |
22,900
-129,400
| -85% | -$5.94M |
|
1340
CALL
Manitowoc
MTW
$727M
| $851K | ﹤0.01% |
+62,595
| New | +$967K |
|
|
MWW
1341
CALL
DELISTED
Monster Worldwide Inc
MWW
| $851K | ﹤0.01% |
+132,500
| New | +$903K |
|
1342
CALL
Mondelez International
MDLZ
$79.4B
| $850K | ﹤0.01% |
20,300
-131,900
| -87% | -$5.68M |
|
|
S
1343
CALL
DELISTED
Sprint Corporation
S
| $841K | ﹤0.01% |
219,000
| – | – |
|
1344
CALL
Ralph Lauren
RL
$23.6B
| $840K | ﹤0.01% |
7,100
+6,300
| +788% | +$748K |
|
1345
CALL
Vanguard Real Estate ETF
VNQ
$39.1B
| $839K | ﹤0.01% |
11,100
-43,600
| -80% | -$3.35M |
|
1346
PUT
ASML
ASML
$710B
| $837K | ﹤0.01% |
9,500
-3,000
| -24% | -$284K |
|
1347
PUT
HSBC
HSBC
$358B
| $837K | ﹤0.01% |
24,804
+17,172
| +225% | +$642K |
|
1348
CALL
MannKind Corp
MNKD
$1.24B
| $836K | ﹤0.01% |
+52,100
| New | +$1.11M |
|
|
CALY
1349
CALL
Callaway Golf Company
CALY
$2.95B
| $835K | ﹤0.01% |
+100,000
| New | +$875K |
|
1350
CALL
C.H. Robinson
CHRW
$17.1B
| $834K | ﹤0.01% |
12,300
-41,200
| -77% | -$2.77M |
|
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.