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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-11.36%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$44.9B
AUM Growth
-$2.48B
(-5.2%)
Cap. Flow
+$238M
Cap. Flow
% of AUM
0.53%
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 | Miscellaneous | 95.73% |
| 2 | Consumer Discretionary | 0.8% |
| 3 | Financials | 0.66% |
| 4 | Technology | 0.56% |
| 5 | Communication Services | 0.52% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
GDP
2026
PUT
DELISTED
GOODRICH PETROLEUM CORP(NEW)
GDP
| $92K | ﹤0.01% |
+159,000
| New | +$148K |
|
2027
PUT
Ashland
ASH
$3.29B
| $91K | ﹤0.01% |
1,840
-215,233
| -99% | -$11.7M |
|
|
BIG
2028
CALL
DELISTED
Big Lots, Inc.
BIG
| $91K | ﹤0.01% |
1,900
-114,900
| -98% | -$5.11M |
|
2029
CALL
Avnet
AVT
$7.53B
| $90K | ﹤0.01% |
+2,100
| New | +$87.4K |
|
2030
PUT
InterDigital
IDCC
$8.76B
| $90K | ﹤0.01% |
1,800
+1,200
| +200% | +$62K |
|
|
LEG
2031
DELISTED
Leggett & Platt
LEG
| $90K | ﹤0.01% |
2,170
-1,144
| -35% | -$53.4K |
|
2032
PUT
Celanese
CE
$4.88B
| $89K | ﹤0.01% |
1,500
-49,100
| -97% | -$3.11M |
|
2033
Commault Systems
CVLT
$5.46B
| $88K | ﹤0.01% |
+2,579
| New | +$96.3K |
|
2034
Nabors Industries
NBR
$1.38B
| $88K | ﹤0.01% |
186
+176
| +1,760% | +$98.9K |
|
2035
O-I Glass
OI
$1.02B
| $88K | ﹤0.01% |
+4,240
| New | +$90.1K |
|
2036
PUT
3D Systems Corp
DDD
$562M
| $87K | ﹤0.01% |
7,400
-43,900
| -86% | -$609K |
|
|
GES
2037
DELISTED
Guess Inc
GES
| $87K | ﹤0.01% |
4,065
-1,844
| -31% | -$39.9K |
|
|
GLBR
2038
CALL
DELISTED
Global Brokerage, Inc. Class A Common Stock
GLBR
| $87K | ﹤0.01% |
10,000
| – | – |
|
|
PMCS
2039
DELISTED
P M C SIERRA INC
PMCS
| $87K | ﹤0.01% |
12,830
-43,313
| -77% | -$294K |
|
2040
Axos Financial
AX
$5.29B
| $86K | ﹤0.01% |
2,664
-1,424
| -35% | -$42.5K |
|
2041
CALL
Flowserve
FLS
$9.56B
| $86K | ﹤0.01% |
2,100
+1,700
| +425% | +$77.8K |
|
2042
PUT
TJX Companies
TJX
$139B
| $86K | ﹤0.01% |
2,400
-13,600
| -85% | -$477K |
|
2043
PUT
Travel + Leisure Co
TNL
$3.96B
| $86K | ﹤0.01% |
2,658
-52,717
| -95% | -$1.89M |
|
|
GGP
2044
PUT
DELISTED
GGP Inc.
GGP
| $86K | ﹤0.01% |
3,300
-11,300
| -77% | -$297K |
|
2045
Live Nation Entertainment
LYV
$39.6B
| $85K | ﹤0.01% |
3,545
+2,717
| +328% | +$69.7K |
|
2046
PUT
Winnebago Industries
WGO
$813M
| $85K | ﹤0.01% |
4,500
+3,500
| +350% | +$74.1K |
|
|
EXPR
2047
DELISTED
Express, Inc.
EXPR
| $85K | ﹤0.01% |
239
-176
| -42% | -$66.2K |
|
2048
CALL
Eastman Chemical
EMN
$7.81B
| $84K | ﹤0.01% |
1,300
-17,500
| -93% | -$1.29M |
|
|
ADT
2049
CALL
DELISTED
ADT Corp
ADT
| $84K | ﹤0.01% |
2,800
-24,200
| -90% | -$785K |
|
|
CIT
2050
PUT
DELISTED
CIT Group Inc.
CIT
| $84K | ﹤0.01% |
2,100
-11,100
| -84% | -$498K |
|
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TI
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's Q3 2015 filing shows 567 new, 1,010 increased, 1,102 reduced and 1,345 closed positions. Its largest new stake was United Parcel Service: 222,979 shares worth $22M. The largest sale was Qualcomm, an estimated $82.8M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 95% a quarter earlier, followed by Consumer Discretionary and Financials.
- 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.