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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 | |
|---|---|---|---|---|---|---|
1401
CALL
Nexstar Media Group
NXST
$5.7B
| $734K | ﹤0.01% |
+15,500
| New | +$786K |
|
1402
CALL
Pultegroup
PHM
$24.6B
| $734K | ﹤0.01% |
39,000
+2,700
| +7% | +$54.9K |
|
1403
PUT
Tractor Supply
TSCO
$18.8B
| $733K | ﹤0.01% |
43,500
-30,500
| -41% | -$543K |
|
|
GMCR
1404
CALL
DELISTED
KEURIG GREEN MTN INC
GMCR
| $733K | ﹤0.01% |
14,100
-332,500
| -96% | -$20.5M |
|
1405
PUT
F5
FFIV
$24B
| $731K | ﹤0.01% |
6,300
+4,800
| +320% | +$588K |
|
|
ARRY
1406
CALL
DELISTED
Array Biopharma Inc
ARRY
| $730K | ﹤0.01% |
+160,000
| New | +$949K |
|
|
ASRT
1407
CALL
DELISTED
Assertio
ASRT
| $728K | ﹤0.01% |
+643
| New | +$1.1M |
|
|
CHL
1408
PUT
DELISTED
China Mobile Limited
CHL
| $725K | ﹤0.01% |
12,200
-19,300
| -61% | -$1.19M |
|
1409
iShares Semiconductor ETF
SOXX
$46.6B
| $724K | ﹤0.01% |
26,661
+24,975
| +1,481% | +$709K |
|
|
NILE
1410
CALL
DELISTED
Blue Nile, Inc.
NILE
| $724K | ﹤0.01% |
+21,600
| New | +$703K |
|
1411
CALL
Xylem
XYL
$28.5B
| $723K | ﹤0.01% |
+22,000
| New | +$740K |
|
1412
CALL
Sinclair Inc
SBGI
$1B
| $722K | ﹤0.01% |
28,500
-259,900
| -90% | -$7.16M |
|
1413
Viavi Solutions
VIAV
$10.6B
| $721K | ﹤0.01% |
134,316
+84,779
| +171% | +$497K |
|
|
P
1414
CALL
DELISTED
Pandora Media Inc
P
| $719K | ﹤0.01% |
33,700
-1,253,100
| -97% | -$22M |
|
1415
CALL
ASML
ASML
$710B
| $712K | ﹤0.01% |
8,100
-1,500
| -16% | -$142K |
|
|
VMW
1416
PUT
DELISTED
VMware, Inc
VMW
| $709K | ﹤0.01% |
9,000
-458,600
| -98% | -$38.1M |
|
1417
J.M. Smucker
SJM
$12.7B
| $706K | ﹤0.01% |
6,188
+1,886
| +44% | +$210K |
|
|
KSU
1418
PUT
DELISTED
Kansas City Southern
KSU
| $705K | ﹤0.01% |
7,800
-24,400
| -76% | -$2.3M |
|
1419
Cognizant
CTSH
$26.2B
| $692K | ﹤0.01% |
+11,045
| New | +$693K |
|
1420
CALL
W.W. Grainger
GWW
$61.5B
| $689K | ﹤0.01% |
3,200
-1,700
| -35% | -$382K |
|
1421
Kimberly-Clark
KMB
$36.8B
| $689K | ﹤0.01% |
+6,320
| New | +$697K |
|
1422
Kinross Gold
KGC
$32.6B
| $688K | ﹤0.01% |
399,844
-279,422
| -41% | -$511K |
|
1423
PUT
Dollar Tree
DLTR
$24.7B
| $687K | ﹤0.01% |
10,300
+6,000
| +140% | +$451K |
|
1424
Mercado Libre
MELI
$92.7B
| $687K | ﹤0.01% |
+7,543
| New | +$889K |
|
1425
PUT
Steel Dynamics
STLD
$37.7B
| $687K | ﹤0.01% |
40,000
+29,700
| +288% | +$575K |
|
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.