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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 | 0.56% |
| 4 | Communication Services | 0.52% |
| 5 | Consumer Staples | 0.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1226
Cameco
CCJ
$42.6B
| $1.19M | ﹤0.01% |
97,469
+36,214
| +59% | +$490K |
|
1227
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
| $1.19M | ﹤0.01% |
54,806
-128,626
| -70% | -$2.77M |
|
|
NMBL
1228
DELISTED
Nimble Storage, Inc.
NMBL
| $1.19M | ﹤0.01% |
49,146
+43,410
| +757% | +$1.13M |
|
1229
PUT
Pentair
PNR
$10.5B
| $1.18M | ﹤0.01% |
34,545
+447
| +1% | +$17.6K |
|
|
1230
CALL
Pentair
PNR
$10.5B
| $1.17M | ﹤0.01% |
34,247
-82,193
| -71% | -$3.23M |
|
1231
CALL
Baxter International
BAX
$14B
| $1.17M | ﹤0.01% |
35,500
-121,906
| -77% | -$4.61M |
|
1232
PUT
Royal Bank of Canada
RY
$297B
| $1.17M | ﹤0.01% |
21,100
-116,600
| -85% | -$6.64M |
|
|
BOBE
1233
DELISTED
Bob Evans Farms, Inc.
BOBE
| $1.16M | ﹤0.01% |
26,828
+26,428
| +6,607% | +$1.25M |
|
|
TIF
1234
CALL
DELISTED
Tiffany & Co.
TIF
| $1.16M | ﹤0.01% |
15,000
-103,200
| -87% | -$9.03M |
|
|
DFS
1235
CALL
DELISTED
Discover Financial Services
DFS
| $1.16M | ﹤0.01% |
22,300
-6,200
| -22% | -$340K |
|
|
SFUN
1236
CALL
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $1.16M | ﹤0.01% |
3,502
+3,332
| +1,960% | +$1.08M |
|
1237
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $1.15M | ﹤0.01% |
10,700
+10,699
| +1,069,900% | +$1.14M |
|
1238
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.88B
| $1.15M | ﹤0.01% |
42,180
-147,972
| -78% | -$4.45M |
|
1239
Royal Gold
RGLD
$19.1B
| $1.15M | ﹤0.01% |
+24,471
| New | +$1.26M |
|
|
AIRM
1240
DELISTED
Air Methods Corp
AIRM
| $1.15M | ﹤0.01% |
33,741
-16,419
| -33% | -$634K |
|
|
CXO
1241
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.15M | ﹤0.01% |
11,676
+10,968
| +1,549% | +$1.15M |
|
1242
Fluor
FLR
$7B
| $1.15M | ﹤0.01% |
27,093
+9,661
| +55% | +$453K |
|
|
BTU
1243
CALL
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $1.15M | ﹤0.01% |
55,307
+39,074
| +241% | +$882K |
|
1244
PUT
Lincoln National
LNC
$8.67B
| $1.14M | ﹤0.01% |
24,100
+500
| +2% | +$26.8K |
|
1245
Albemarle
ALB
$15.4B
| $1.14M | ﹤0.01% |
25,839
+23,815
| +1,177% | +$1.16M |
|
1246
CALL
abrdn Physical Gold Shares ETF
SGOL
$7.42B
| $1.13M | ﹤0.01% |
+104,000
| New | +$1.14M |
|
|
ANDV
1247
PUT
DELISTED
Andeavor
ANDV
| $1.13M | ﹤0.01% |
11,700
-30,800
| -72% | -$2.99M |
|
|
SHLD
1248
PUT
DELISTED
Sears Holding Corporation
SHLD
| $1.13M | ﹤0.01% |
50,000
| – | – |
|
1249
PUT
iShares MSCI Spain ETF
EWP
$2.21B
| $1.13M | ﹤0.01% |
+38,000
| New | +$1.24M |
|
1250
PUT
Darling Ingredients
DAR
$10.4B
| $1.12M | ﹤0.01% |
100,000
+99,300
| +14,186% | +$1.27M |
|
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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.