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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 | |
|---|---|---|---|---|---|---|
|
PXD
1651
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $349K | ﹤0.01% |
2,900
-58,300
| -95% | -$7.27M |
|
|
ASNA
1652
CALL
DELISTED
Ascena Retail Group, Inc.
ASNA
| $348K | ﹤0.01% |
+1,250
| New | +$326K |
|
1653
VanEck Junior Gold Miners ETF
GDXJ
$8.33B
| $347K | ﹤0.01% |
17,721
-8,608
| -33% | -$175K |
|
1654
CALL
Annaly Capital Management
NLY
$17.6B
| $345K | ﹤0.01% |
8,750
+8,500
| +3,400% | +$340K |
|
1655
CALL
Kroger
KR
$35.1B
| $342K | ﹤0.01% |
9,500
-3,100
| -25% | -$115K |
|
1656
PUT
Monster Beverage
MNST
$91.4B
| $341K | ﹤0.01% |
30,000
-388,800
| -93% | -$4.56M |
|
1657
CALL
Vail Resorts
MTN
$5.18B
| $335K | ﹤0.01% |
3,200
-1,000
| -24% | -$108K |
|
|
PARA
1658
CALL
DELISTED
Paramount Global Class B
PARA
| $335K | ﹤0.01% |
+8,400
| New | +$408K |
|
1659
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.46B
| $334K | ﹤0.01% |
20,000
-13,500
| -40% | -$269K |
|
1660
Pilgrim's Pride
PPC
$6.57B
| $333K | ﹤0.01% |
16,021
-8,101
| -34% | -$174K |
|
1661
CALL
Travelzoo
TZOO
$74.4M
| $331K | ﹤0.01% |
40,000
| – | – |
|
1662
PUT
Commault Systems
CVLT
$6.26B
| $329K | ﹤0.01% |
+9,700
| New | +$362K |
|
1663
News Corp Class A
NWSA
$15.6B
| $328K | ﹤0.01% |
25,957
-5,254
| -17% | -$73.1K |
|
|
CPE
1664
PUT
DELISTED
Callon Petroleum Company
CPE
| $328K | ﹤0.01% |
+4,500
| New | +$349K |
|
1665
Tenet Healthcare
THC
$21.5B
| $327K | ﹤0.01% |
8,865
-55,745
| -86% | -$2.88M |
|
|
HES
1666
CALL
DELISTED
Hess
HES
| $325K | ﹤0.01% |
6,500
-413,600
| -98% | -$23.7M |
|
1667
iShares Russell 2000 Growth ETF
IWO
$15.1B
| $324K | ﹤0.01% |
2,419
+2,418
| +241,800% | +$358K |
|
1668
PUT
Canadian National Railway
CNI
$77.2B
| $323K | ﹤0.01% |
5,700
+3,700
| +185% | +$215K |
|
1669
Vanguard Morningstar Total Stock Market ETF
VTI
$696B
| $323K | ﹤0.01% |
3,268
+3,267
| +326,700% | +$343K |
|
|
S
1670
DELISTED
Sprint Corporation
S
| $322K | ﹤0.01% |
+83,981
| New | +$354K |
|
|
CST
1671
DELISTED
CST Brands, Inc.
CST
| $321K | ﹤0.01% |
9,546
-940
| -9% | -$34K |
|
1672
PUT
AutoNation
AN
$6.89B
| $320K | ﹤0.01% |
5,500
+4,300
| +358% | +$262K |
|
1673
CALL
Hartford Financial Services
HIG
$37.8B
| $319K | ﹤0.01% |
7,000
-43,000
| -86% | -$1.99M |
|
1674
AutoZone
AZO
$49.6B
| $318K | ﹤0.01% |
440
-211
| -32% | -$149K |
|
1675
PUT
Public Service Enterprise Group
PEG
$37.8B
| $316K | ﹤0.01% |
7,500
+5,500
| +275% | +$224K |
|
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.