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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 | |
|---|---|---|---|---|---|---|
2326
Cheesecake Factory
CAKE
$5.63B
| $27K | ﹤0.01% |
500
-313
| -38% | -$17.2K |
|
2327
Designer Brands
DBI
$321M
| $27K | ﹤0.01% |
1,067
-47,069
| -98% | -$1.46M |
|
2328
CALL
Kulicke & Soffa
KLIC
$4.76B
| $27K | ﹤0.01% |
+3,000
| New | +$30.9K |
|
|
LOGM
2329
CALL
DELISTED
LogMein, Inc.
LOGM
| $27K | ﹤0.01% |
400
-3,900
| -91% | -$259K |
|
2330
PUT
Ametek
AME
$58.8B
| $26K | ﹤0.01% |
+500
| New | +$27K |
|
2331
AutoNation
AN
$6.89B
| $26K | ﹤0.01% |
443
-1,248
| -74% | -$75.9K |
|
2332
ASML
ASML
$691B
| $26K | ﹤0.01% |
+299
| New | +$28.3K |
|
2333
PUT
Criteo S.A. Ordinary Shares
CRTO
$867M
| $26K | ﹤0.01% |
700
+600
| +600% | +$27.4K |
|
2334
Amdocs
DOX
$6.1B
| $26K | ﹤0.01% |
453
-452
| -50% | -$25.9K |
|
2335
PUT
Group 1 Automotive
GPI
$3.17B
| $26K | ﹤0.01% |
300
-2,600
| -90% | -$234K |
|
|
HOUS
2336
CALL
DELISTED
Anywhere Real Estate
HOUS
| $26K | ﹤0.01% |
700
-1,300
| -65% | -$56.7K |
|
2337
Hormel Foods
HRL
$13.4B
| $26K | ﹤0.01% |
832
-2,830
| -77% | -$84.8K |
|
2338
Manhattan Associates
MANH
$11.4B
| $26K | ﹤0.01% |
419
-2,648
| -86% | -$165K |
|
2339
McCormick & Company Non-Voting
MKC
$14.2B
| $26K | ﹤0.01% |
626
-1,946
| -76% | -$79.1K |
|
2340
NetEase
NTES
$81.9B
| $26K | ﹤0.01% |
1,080
+670
| +163% | +$17.3K |
|
2341
PUT
SAP
SAP
$242B
| $26K | ﹤0.01% |
400
-100
| -20% | -$6.9K |
|
|
SKX
2342
CALL
DELISTED
Skechers
SKX
| $26K | ﹤0.01% |
600
-13,800
| -96% | -$627K |
|
2343
PUT
Xerox
XRX
$423M
| $26K | ﹤0.01% |
987
+683
| +225% | +$18.9K |
|
|
QVCGA
2344
CALL
DELISTED
QVC Group Inc Series A
QVCGA
| $26K | ﹤0.01% |
21
-144
| -87% | -$197K |
|
|
MDP
2345
CALL
DELISTED
Meredith Corporation
MDP
| $26K | ﹤0.01% |
+600
| New | +$28.6K |
|
|
BEAV
2346
PUT
DELISTED
B/E Aerospace Inc
BEAV
| $26K | ﹤0.01% |
600
+400
| +200% | +$19.9K |
|
|
SHPG
2347
DELISTED
Shire pic
SHPG
| $26K | ﹤0.01% |
+128
| New | +$30.4K |
|
2348
CALL
AMC Entertainment Holdings
AMC
$2.14B
| $25K | ﹤0.01% |
+100
| New | +$29.3K |
|
2349
CALL
Energy Transfer Partners
ET
$71.6B
| $25K | ﹤0.01% |
1,200
-1,200
| -50% | -$33.9K |
|
2350
CALL
First Solar
FSLR
$25.9B
| $25K | ﹤0.01% |
600
-91,200
| -99% | -$4.22M |
|
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.