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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 | |
|---|---|---|---|---|---|---|
1601
Vornado Realty Trust
VNO
$7.41B
| $416K | ﹤0.01% |
5,698
+2,900
| +104% | +$219K |
|
1602
Akebia Therapeutics
AKBA
$241M
| $412K | ﹤0.01% |
+42,700
| New | +$392K |
|
1603
Clearway Energy Class C
CWEN
$7.02B
| $412K | ﹤0.01% |
+35,500
| New | +$613K |
|
1604
Devon Energy
DVN
$48.8B
| $412K | ﹤0.01% |
11,116
-6,195
| -36% | -$284K |
|
1605
CALL
Genie Energy
GNE
$386M
| $412K | ﹤0.01% |
+50,000
| New | +$488K |
|
1606
Kroger
KR
$35.1B
| $412K | ﹤0.01% |
11,419
-7,883
| -41% | -$292K |
|
1607
CALL
United States 12 Month Oil Fund,
USL
$45.3M
| $412K | ﹤0.01% |
+20,000
| New | +$431K |
|
1608
PUT
W.W. Grainger
GWW
$62.2B
| $409K | ﹤0.01% |
1,900
-9,600
| -83% | -$2.16M |
|
1609
Warner Bros
WBD
$69.6B
| $409K | ﹤0.01% |
15,696
+14,984
| +2,104% | +$443K |
|
1610
PUT
Lands' End
LE
$390M
| $408K | ﹤0.01% |
15,100
-700
| -4% | -$17.5K |
|
1611
Armstrong World Industries
AWI
$7.68B
| $407K | ﹤0.01% |
8,533
+8,467
| +12,829% | +$466K |
|
|
RDUS
1612
PUT
DELISTED
Radius Recycling
RDUS
| $406K | ﹤0.01% |
+30,000
| New | +$490K |
|
1613
Dollar Tree
DLTR
$24.9B
| $404K | ﹤0.01% |
6,057
-1,163
| -16% | -$87.3K |
|
|
AFSI
1614
PUT
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $403K | ﹤0.01% |
12,800
-37,000
| -74% | -$1.17M |
|
1615
CALL
Pan American Silver
PAAS
$19.9B
| $402K | ﹤0.01% |
63,300
+1,000
| +2% | +$6.83K |
|
|
TSRO
1616
CALL
DELISTED
TESARO, Inc.
TSRO
| $401K | ﹤0.01% |
10,000
| – | – |
|
|
CRC
1617
CALL
DELISTED
California Resources Corporation
CRC
| $400K | ﹤0.01% |
15,400
+5,000
| +48% | +$196K |
|
1618
CF Industries
CF
$17.7B
| $397K | ﹤0.01% |
8,844
+2,742
| +45% | +$159K |
|
1619
Oneok
OKE
$58.4B
| $397K | ﹤0.01% |
12,340
-44,433
| -78% | -$1.62M |
|
|
SAVE
1620
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $397K | ﹤0.01% |
8,400
-48,700
| -85% | -$2.73M |
|
|
CMA
1621
CALL
DELISTED
Comerica
CMA
| $394K | ﹤0.01% |
9,600
+5,500
| +134% | +$250K |
|
|
XL
1622
CALL
DELISTED
XL Group Ltd.
XL
| $392K | ﹤0.01% |
10,800
+9,800
| +980% | +$371K |
|
1623
CALL
Labcorp
LH
$26.2B
| $390K | ﹤0.01% |
+4,190
| New | +$433K |
|
1624
CALL
Energizer
ENR
$1.55B
| $387K | ﹤0.01% |
10,000
-66,300
| -87% | -$2.65M |
|
1625
PUT
Five Below
FIVE
$13.4B
| $386K | ﹤0.01% |
11,500
-2,100
| -15% | -$76.3K |
|
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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.