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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 | |
|---|---|---|---|---|---|---|
801
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$34.8B
| $3.33M | 0.01% |
66,800
-196,900
| -75% | -$10.4M |
|
802
PUT
J.M. Smucker
SJM
$13B
| $3.33M | 0.01% |
29,200
+2,100
| +8% | +$234K |
|
|
ZNGA
803
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $3.33M | 0.01% |
1,460,600
+697,600
| +91% | +$1.78M |
|
804
PUT
Exelon
EXC
$47.2B
| $3.33M | 0.01% |
157,024
+7,571
| +5% | +$170K |
|
805
PUT
G-III Apparel Group
GIII
$1.43B
| $3.31M | 0.01% |
+53,600
| New | +$3.68M |
|
806
PUT
Analog Devices
ADI
$190B
| $3.28M | 0.01% |
+58,200
| New | +$3.38M |
|
|
AET
807
CALL
DELISTED
Aetna Inc
AET
| $3.28M | 0.01% |
30,000
+20,000
| +200% | +$2.31M |
|
|
P
808
DELISTED
Pandora Media Inc
P
| $3.27M | 0.01% |
153,388
+57,246
| +60% | +$1M |
|
|
PX
809
PUT
DELISTED
Praxair Inc
PX
| $3.27M | 0.01% |
+32,100
| New | +$3.54M |
|
|
CTXS
810
PUT
DELISTED
Citrix Systems Inc
CTXS
| $3.26M | 0.01% |
59,148
-126
| -0.2% | -$7.17K |
|
811
CALL
Repligen
RGEN
$9.42B
| $3.26M | 0.01% |
+117,100
| New | +$4.23M |
|
812
PUT
Hershey
HSY
$37B
| $3.25M | 0.01% |
35,400
-6,000
| -14% | -$547K |
|
|
CTXS
813
CALL
DELISTED
Citrix Systems Inc
CTXS
| $3.23M | 0.01% |
58,646
| – | – |
|
|
FITB
814
Fifth Third Bancorp
FITB
$52.7B
| $3.23M | 0.01% |
170,599
+66,994
| +65% | +$1.36M |
|
815
CALL
WisdomTree
WT
$3.46B
| $3.23M | 0.01% |
200,000
-200
| -0.1% | -$4.21K |
|
816
PUT
Range Resources
RRC
$9.42B
| $3.23M | 0.01% |
100,400
+400
| +0.4% | +$15.6K |
|
817
CALL
Cognizant
CTSH
$26.5B
| $3.21M | 0.01% |
51,300
+36,600
| +249% | +$2.3M |
|
818
CALL
Prudential Financial
PRU
$43.2B
| $3.21M | 0.01% |
42,100
-44,500
| -51% | -$3.73M |
|
819
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.56B
| $3.2M | 0.01% |
94,556
+94,555
| +9,455,500% | +$3.48M |
|
|
BOBE
820
PUT
DELISTED
Bob Evans Farms, Inc.
BOBE
| $3.2M | 0.01% |
73,800
+66,800
| +954% | +$3.16M |
|
821
Tapestry
TPR
$26.1B
| $3.19M | 0.01% |
110,218
-1,711
| -2% | -$52.9K |
|
822
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.8B
| $3.19M | 0.01% |
48,100
-97,800
| -67% | -$7.15M |
|
823
PUT
Healthpeak Properties
DOC
$14.3B
| $3.18M | 0.01% |
93,769
+11,419
| +14% | +$395K |
|
824
CALL
TJX Companies
TJX
$168B
| $3.18M | 0.01% |
89,000
+77,400
| +667% | +$2.71M |
|
825
CALL
Skyworks Solutions
SWKS
$10.5B
| $3.16M | 0.01% |
37,600
+19,200
| +104% | +$1.76M |
|
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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.