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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 | |
|---|---|---|---|---|---|---|
751
PUT
Tapestry
TPR
$26.1B
| $3.99M | 0.01% |
138,000
-106,700
| -44% | -$3.3M |
|
|
CHK
752
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $3.98M | 0.01% |
2,715
+2,647
| +3,893% | +$4.5M |
|
|
YELL
753
CALL
DELISTED
Yellow Corporation Common Stock
YELL
| $3.98M | 0.01% |
300,000
+4,200
| +1% | +$65.8K |
|
|
WFT
754
PUT
DELISTED
Weatherford International plc
WFT
| $3.97M | 0.01% |
468,000
-3,000
| -0.6% | -$30.3K |
|
755
PUT
Vanguard FTSE Europe ETF
VGK
$31.1B
| $3.93M | 0.01% |
80,000
| – | – |
|
|
ALXN
756
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
| $3.91M | 0.01% |
25,000
| – | – |
|
|
757
PUT
iShares MSCI South Korea ETF
EWY
$27.8B
| $3.9M | 0.01% |
80,000
| – | – |
|
758
CALL
Citizens Financial Group
CFG
$31.5B
| $3.88M | 0.01% |
+162,500
| New | +$4.15M |
|
759
PUT
D.R. Horton
DHI
$41.6B
| $3.88M | 0.01% |
132,000
-117,700
| -47% | -$3.47M |
|
|
ONIT
760
PUT
Onity Group
ONIT
$328M
| $3.86M | 0.01% |
38,393
-247
| -0.6% | -$31.3K |
|
761
PUT
General Mills
GIS
$20.9B
| $3.86M | 0.01% |
68,800
+6,500
| +10% | +$372K |
|
|
XEC
762
PUT
DELISTED
CIMAREX ENERGY CO
XEC
| $3.86M | 0.01% |
37,700
-228,500
| -86% | -$24.3M |
|
763
CALL
Bunge Global
BG
$21.8B
| $3.83M | 0.01% |
52,300
-15,300
| -23% | -$1.18M |
|
764
CALL
Bausch Health
BHC
$2.43B
| $3.82M | 0.01% |
+21,400
| New | +$4.99M |
|
765
PUT
Red Robin
RRGB
$188M
| $3.82M | 0.01% |
+50,400
| New | +$4.24M |
|
766
PUT
Sumitomo Mitsui Financial
SMFG
$167B
| $3.81M | 0.01% |
+500,000
| New | +$4.2M |
|
|
RSX
767
CALL
DELISTED
VanEck Russia ETF
RSX
| $3.79M | 0.01% |
241,400
+151,400
| +168% | +$2.5M |
|
768
CALL
Dave & Buster's
PLAY
$354M
| $3.78M | 0.01% |
+100,000
| New | +$3.8M |
|
|
769
PUT
Dave & Buster's
PLAY
$354M
| $3.78M | 0.01% |
+100,000
| New | +$3.8M |
|
770
SLB Ltd
SLB
$79.8B
| $3.78M | 0.01% |
54,824
-103,810
| -65% | -$8.22M |
|
|
JWN
771
CALL
DELISTED
Nordstrom
JWN
| $3.77M | 0.01% |
52,600
+46,500
| +762% | +$3.5M |
|
772
PUT
Marathon Petroleum
MPC
$99.8B
| $3.76M | 0.01% |
81,200
-60,400
| -43% | -$3.11M |
|
773
CALL
Papa John's
PZZA
$799M
| $3.73M | 0.01% |
54,400
+51,700
| +1,915% | +$3.72M |
|
|
MXIM
774
DELISTED
Maxim Integrated Products
MXIM
| $3.72M | 0.01% |
111,372
+101,905
| +1,076% | +$3.37M |
|
775
Vodafone
VOD
$37.9B
| $3.71M | 0.01% |
116,717
+58,083
| +99% | +$2.07M |
|
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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.