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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 | |
|---|---|---|---|---|---|---|
2051
CALL
Cullen/Frost Bankers
CFR
$10.4B
| $83K | ﹤0.01% |
1,300
| – | – |
|
2052
CALL
IPG Photonics
IPGP
$3.69B
| $83K | ﹤0.01% |
1,100
+900
| +450% | +$76.3K |
|
2053
Myriad Genetics
MYGN
$301M
| $83K | ﹤0.01% |
+2,207
| New | +$78.3K |
|
2054
PUT
Rogers Communications
RCI
$19.2B
| $83K | ﹤0.01% |
2,400
-1,700
| -41% | -$58.5K |
|
2055
PUT
Immunic
IMUX
$210M
| $82K | ﹤0.01% |
+50
| New | +$250K |
|
2056
PUT
Clorox
CLX
$12.9B
| $81K | ﹤0.01% |
+700
| New | +$78.6K |
|
2057
CALL
Ubiquiti
UI
$34.9B
| $81K | ﹤0.01% |
2,400
-3,600
| -60% | -$121K |
|
2058
CALL
iShares Select Dividend ETF
DVY
$23.6B
| $80K | ﹤0.01% |
+1,100
| New | +$82.2K |
|
|
ITCI
2059
CALL
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $80K | ﹤0.01% |
2,000
+1,900
| +1,900% | +$62K |
|
2060
PUT
Moody's
MCO
$82.5B
| $79K | ﹤0.01% |
+800
| New | +$85.1K |
|
2061
State Street SPDR S&P Homebuilders ETF
XHB
$1.58B
| $79K | ﹤0.01% |
2,299
-321
| -12% | -$11.8K |
|
|
CST
2062
PUT
DELISTED
CST Brands, Inc.
CST
| $78K | ﹤0.01% |
2,300
+1,200
| +109% | +$43.5K |
|
2063
PUT
Ecolab
ECL
$78.7B
| $77K | ﹤0.01% |
700
+600
| +600% | +$67.1K |
|
|
ESV
2064
PUT
DELISTED
Ensco Rowan plc
ESV
| $77K | ﹤0.01% |
1,375
+1,325
| +2,650% | +$91.2K |
|
2065
PUT
Caesarstone
CSTE
$102M
| $76K | ﹤0.01% |
2,500
+2,000
| +400% | +$104K |
|
2066
PUT
RH
RH
$3.42B
| $75K | ﹤0.01% |
800
-24,300
| -97% | -$2.39M |
|
|
WUBA
2067
CALL
DELISTED
58.com Inc
WUBA
| $75K | ﹤0.01% |
1,600
+900
| +129% | +$46.7K |
|
|
CMA
2068
PUT
DELISTED
Comerica
CMA
| $74K | ﹤0.01% |
1,800
-131,900
| -99% | -$6M |
|
|
2069
Moody's
MCO
$82.5B
| $74K | ﹤0.01% |
753
+273
| +57% | +$29K |
|
|
SNI
2070
CALL
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $74K | ﹤0.01% |
+1,500
| New | +$86.6K |
|
2071
KB Home
KBH
$3.47B
| $73K | ﹤0.01% |
+5,361
| New | +$81.8K |
|
2072
ProShares UltraShort S&P500
SDS
$370M
| $73K | ﹤0.01% |
+31
| New | +$66.6K |
|
2073
CALL
Shutterstock
SSTK
$205M
| $73K | ﹤0.01% |
+2,400
| New | +$96.4K |
|
|
AXLL
2074
DELISTED
AXIALL CORP COM STK (DE)
AXLL
| $73K | ﹤0.01% |
4,653
+4,539
| +3,982% | +$122K |
|
|
DMND
2075
CALL
DELISTED
DIAMOND FOODS, INC.
DMND
| $73K | ﹤0.01% |
2,400
+400
| +20% | +$12.5K |
|
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.