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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 | |
|---|---|---|---|---|---|---|
1551
CALL
Fastenal
FAST
$58.9B
| $479K | ﹤0.01% |
52,400
-140,800
| -73% | -$1.4M |
|
1552
PUT
Armstrong World Industries
AWI
$7.68B
| $477K | ﹤0.01% |
+10,000
| New | +$550K |
|
1553
CALL
GameStop
GME
$8.33B
| $474K | ﹤0.01% |
46,000
| – | – |
|
1554
CALL
Cimpress
CMPR
$2.37B
| $472K | ﹤0.01% |
6,200
+3,300
| +114% | +$245K |
|
|
SOHU
1555
Sohu.com
SOHU
$364M
| $471K | ﹤0.01% |
11,393
-119,091
| -91% | -$5.52M |
|
1556
Colgate-Palmolive
CL
$74.1B
| $470K | ﹤0.01% |
7,399
-26,184
| -78% | -$1.71M |
|
|
NGLS
1557
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
| $468K | ﹤0.01% |
16,106
+16,015
| +17,599% | +$540K |
|
1558
CALL
Commault Systems
CVLT
$6.26B
| $465K | ﹤0.01% |
13,700
+10,400
| +315% | +$388K |
|
1559
GE Aerospace
GE
$374B
| $465K | ﹤0.01% |
3,849
-35,554
| -90% | -$4.36M |
|
1560
CALL
Genworth Financial
GNW
$3.77B
| $462K | ﹤0.01% |
100,000
-3,000
| -3% | -$17.7K |
|
1561
CALL
Signet Jewelers
SIG
$3.6B
| $462K | ﹤0.01% |
3,400
+700
| +26% | +$89.8K |
|
1562
PUT
Clearway Energy Class C
CWEN
$7.02B
| $460K | ﹤0.01% |
+39,600
| New | +$684K |
|
|
MDC
1563
DELISTED
M.D.C. Holdings, Inc.
MDC
| $457K | ﹤0.01% |
24,243
+14,036
| +138% | +$294K |
|
|
CYBR
1564
CALL
DELISTED
CyberArk
CYBR
| $456K | ﹤0.01% |
9,100
+8,700
| +2,175% | +$475K |
|
1565
AvalonBay Communities
AVB
$26.3B
| $455K | ﹤0.01% |
2,605
-1,297
| -33% | -$220K |
|
|
MTBL
1566
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
| $455K | ﹤0.01% |
97,777
+57,133
| +141% | +$286K |
|
1567
CALL
Cerus
CERS
$572M
| $454K | ﹤0.01% |
+100,000
| New | +$518K |
|
|
JCP
1568
DELISTED
J.C. Penney Company, Inc.
JCP
| $454K | ﹤0.01% |
48,896
-422,005
| -90% | -$3.74M |
|
1569
CALL
Diageo
DEO
$52.8B
| $453K | ﹤0.01% |
4,200
-12,600
| -75% | -$1.4M |
|
1570
Eaton
ETN
$176B
| $448K | ﹤0.01% |
8,729
-41,682
| -83% | -$2.46M |
|
1571
CALL
Westlake Corp
WLK
$10.2B
| $447K | ﹤0.01% |
8,600
+6,000
| +231% | +$350K |
|
1572
Oil States International
OIS
$526M
| $446K | ﹤0.01% |
17,077
+4,067
| +31% | +$120K |
|
1573
CALL
Canadian Pacific Kansas City
CP
$82.6B
| $445K | ﹤0.01% |
+15,500
| New | +$467K |
|
1574
CALL
Cirrus Logic
CRUS
$6.08B
| $445K | ﹤0.01% |
14,100
+5,500
| +64% | +$168K |
|
|
SNAK
1575
PUT
DELISTED
Inventure Foods, Inc.
SNAK
| $444K | ﹤0.01% |
+50,000
| New | +$463K |
|
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.