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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 | |
|---|---|---|---|---|---|---|
|
IRBT
1676
CALL
DELISTED
iRobot
IRBT
| $314K | ﹤0.01% |
10,800
+1,800
| +20% | +$54.7K |
|
|
NWBO
1677
PUT
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
| $313K | ﹤0.01% |
50,000
| – | – |
|
1678
CALL
Analog Devices
ADI
$186B
| $311K | ﹤0.01% |
+5,500
| New | +$320K |
|
1679
iShares S&P 100 ETF
OEF
$20.6B
| $310K | ﹤0.01% |
3,654
+1,004
| +38% | +$90.1K |
|
1680
Stratasys
SSYS
$779M
| $310K | ﹤0.01% |
11,716
+1,631
| +16% | +$50.4K |
|
1681
PUT
Cracker Barrel
CBRL
$1.31B
| $309K | ﹤0.01% |
2,100
-4,900
| -70% | -$733K |
|
1682
CALL
Ciena
CIEN
$62.7B
| $309K | ﹤0.01% |
14,800
+5,500
| +59% | +$128K |
|
|
CIVI
1683
CALL
DELISTED
Civitas Resources
CIVI
| $305K | ﹤0.01% |
672
+666
| +11,100% | +$619K |
|
1684
CALL
Thermo Fisher Scientific
TMO
$220B
| $305K | ﹤0.01% |
2,500
+2,400
| +2,400% | +$313K |
|
1685
CALL
MBIA
MBI
$262M
| $304K | ﹤0.01% |
50,000
-250,000
| -83% | -$1.61M |
|
1686
PUT
Allstate
ALL
$65.9B
| $303K | ﹤0.01% |
5,200
+4,600
| +767% | +$288K |
|
1687
CALL
SiriusXM
SIRI
$9.43B
| $303K | ﹤0.01% |
8,100
+7,900
| +3,950% | +$303K |
|
|
LLL
1688
PUT
DELISTED
L3 Technologies, Inc.
LLL
| $303K | ﹤0.01% |
+2,900
| New | +$327K |
|
1689
Kosmos Energy
KOS
$1.51B
| $302K | ﹤0.01% |
+54,094
| New | +$375K |
|
1690
Masco
MAS
$14.7B
| $301K | ﹤0.01% |
11,947
+3,892
| +48% | +$99.9K |
|
1691
CALL
Motorola Solutions
MSI
$77B
| $301K | ﹤0.01% |
4,400
+2,900
| +193% | +$183K |
|
|
BERY
1692
DELISTED
Berry Global Group, Inc.
BERY
| $301K | ﹤0.01% |
10,890
+10,038
| +1,178% | +$289K |
|
1693
PUT
Cimpress
CMPR
$2.37B
| $296K | ﹤0.01% |
3,900
+1,700
| +77% | +$126K |
|
1694
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.46B
| $296K | ﹤0.01% |
4,752
+4,751
| +475,100% | +$309K |
|
1695
PUT
American Electric Power
AEP
$68.3B
| $295K | ﹤0.01% |
5,200
+1,700
| +49% | +$94.3K |
|
|
FOLD
1696
DELISTED
Amicus Therapeutics
FOLD
| $295K | ﹤0.01% |
+21,089
| New | +$331K |
|
1697
CALL
TechnipFMC
FTI
$30.1B
| $295K | ﹤0.01% |
12,768
+11,021
| +631% | +$277K |
|
1698
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$696B
| $295K | ﹤0.01% |
+3,000
| New | +$315K |
|
|
ZOES
1699
DELISTED
Zoe's Kitchen, Inc.
ZOES
| $295K | ﹤0.01% |
+7,461
| New | +$290K |
|
1700
CALL
AGNC Investment
AGNC
$13B
| $294K | ﹤0.01% |
+15,700
| New | +$301K |
|
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.