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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
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
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 | 0.56% |
| 4 | Communication Services | 0.52% |
| 5 | Consumer Staples | 0.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
601
PUT
Travelers Companies
TRV
$77.2B
| $6.5M | 0.01% |
65,300
-36,900
| -36% | -$3.77M |
|
602
CALL
Hain Celestial
HAIN
$52.4M
| $6.48M | 0.01% |
125,600
+113,200
| +913% | +$7.16M |
|
603
CALL
Manhattan Associates
MANH
$11.5B
| $6.48M | 0.01% |
+104,000
| New | +$6.48M |
|
604
CALL
Duke Energy
DUK
$96.6B
| $6.4M | 0.01% |
89,000
-3,900
| -4% | -$282K |
|
|
DNKN
605
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $6.4M | 0.01% |
130,600
+600
| +0.5% | +$31.1K |
|
606
CALL
Toyota
TM
$226B
| $6.37M | 0.01% |
54,300
+21,600
| +66% | +$2.71M |
|
607
PUT
Sony
SONY
$142B
| $6.33M | 0.01% |
1,291,500
-182,500
| -12% | -$973K |
|
|
SUNE
608
DELISTED
SUNEDISON, INC COM
SUNE
| $6.33M | 0.01% |
881,513
+776,685
| +741% | +$13.9M |
|
609
CALL
Huntington Bancshares
HBAN
$36.2B
| $6.32M | 0.01% |
596,400
-1,000
| -0.2% | -$11.2K |
|
610
CALL
Petrobras
PBR
$115B
| $6.32M | 0.01% |
1,453,000
-371,000
| -20% | -$2.26M |
|
611
PUT
Emerson Electric
EMR
$91B
| $6.32M | 0.01% |
143,000
+50,600
| +55% | +$2.49M |
|
612
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.2B
| $6.31M | 0.01% |
+38,800
| New | +$6.62M |
|
|
STJ
613
CALL
DELISTED
St Jude Medical
STJ
| $6.31M | 0.01% |
+100,000
| New | +$7.14M |
|
614
PUT
Tyson Foods
TSN
$20.5B
| $6.29M | 0.01% |
145,900
+76,100
| +109% | +$3.24M |
|
615
Deere & Co
DE
$164B
| $6.26M | 0.01% |
+84,538
| New | +$7.44M |
|
616
PUT
Royal Gold
RGLD
$19.5B
| $6.24M | 0.01% |
132,800
+127,400
| +2,359% | +$6.55M |
|
|
PCP
617
CALL
DELISTED
PRECISION CASTPARTS CORP
PCP
| $6.2M | 0.01% |
27,000
+13,900
| +106% | +$2.98M |
|
618
Amgen
AMGN
$225B
| $6.12M | 0.01% |
44,208
-48,709
| -52% | -$7.68M |
|
|
SNDK
619
CALL
DELISTED
SANDISK CORP
SNDK
| $6.11M | 0.01% |
112,400
-145,300
| -56% | -$8.03M |
|
|
TRQ
620
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $6.07M | 0.01% |
+237,952
| New | +$7.57M |
|
|
ZAYO
621
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $6.06M | 0.01% |
+239,032
| New | +$6.43M |
|
622
CALL
Illinois Tool Works
ITW
$82.8B
| $6.03M | 0.01% |
+73,200
| New | +$6.4M |
|
623
PUT
Abercrombie & Fitch
ANF
$4.8B
| $6.01M | 0.01% |
283,800
-160,600
| -36% | -$3.26M |
|
624
CALL
General Dynamics
GD
$107B
| $6M | 0.01% |
43,500
+7,700
| +22% | +$1.11M |
|
|
MRSH
625
Marsh
MRSH
$89.6B
| $5.96M | 0.01% |
114,188
+107,347
| +1,569% | +$5.99M |
|
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RIM
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.