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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 | 0.51% |
| 4 | Communication Services | 0.5% |
| 5 | Consumer Staples | 0.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1501
PUT
Lumentum
LITE
$78B
| $542K | ﹤0.01% |
+32,000
| New | +$606K |
|
1502
PUT
iShares S&P 100 ETF
OEF
$20.6B
| $542K | ﹤0.01% |
6,400
-4,600
| -42% | -$413K |
|
|
SHLD
1503
DELISTED
Sears Holding Corporation
SHLD
| $541K | ﹤0.01% |
23,936
+6,551
| +38% | +$158K |
|
|
RENT
1504
PUT
DELISTED
RENTRAK CORP
RENT
| $541K | ﹤0.01% |
10,000
| – | – |
|
1505
CALL
W&T Offshore
WTI
$546M
| $540K | ﹤0.01% |
180,000
+130,000
| +260% | +$483K |
|
1506
CALL
iShares S&P 500 Value ETF
IVE
$50.3B
| $538K | ﹤0.01% |
+6,400
| New | +$572K |
|
1507
PUT
WEC Energy
WEC
$35.9B
| $538K | ﹤0.01% |
10,300
+3,500
| +51% | +$170K |
|
1508
PUT
Royal Caribbean
RCL
$82.9B
| $536K | ﹤0.01% |
6,000
+4,200
| +233% | +$369K |
|
|
BID
1509
PUT
DELISTED
Sotheby's
BID
| $535K | ﹤0.01% |
16,700
+16,400
| +5,467% | +$628K |
|
1510
Hershey
HSY
$37.4B
| $534K | ﹤0.01% |
5,816
-9,389
| -62% | -$855K |
|
1511
CALL
SBA Communications
SBAC
$19.8B
| $534K | ﹤0.01% |
5,100
+4,200
| +467% | +$489K |
|
|
AVP
1512
PUT
DELISTED
Avon Products, Inc.
AVP
| $534K | ﹤0.01% |
164,400
-434,400
| -73% | -$2.2M |
|
1513
CALL
CarMax
KMX
$8.52B
| $533K | ﹤0.01% |
9,000
-19,200
| -68% | -$1.2M |
|
|
ONIT
1514
Onity Group
ONIT
$330M
| $529K | ﹤0.01% |
+5,255
| New | +$665K |
|
|
SPLS
1515
CALL
DELISTED
Staples Inc
SPLS
| $529K | ﹤0.01% |
45,200
-10,100
| -18% | -$142K |
|
1516
CALL
Lincoln National
LNC
$8.67B
| $527K | ﹤0.01% |
11,100
-23,500
| -68% | -$1.26M |
|
1517
CALL
Southern Copper
SCCO
$158B
| $527K | ﹤0.01% |
21,506
+6,332
| +42% | +$159K |
|
1518
CALL
Weibo
WB
$1.88B
| $526K | ﹤0.01% |
+45,000
| New | +$590K |
|
1519
Archer Daniels Midland
ADM
$38.6B
| $525K | ﹤0.01% |
12,662
+11,711
| +1,231% | +$535K |
|
1520
CALL
Northern Trust
NTRS
$34.8B
| $525K | ﹤0.01% |
7,700
+1,900
| +33% | +$140K |
|
|
AMTD
1521
DELISTED
TD Ameritrade Holding Corp
AMTD
| $524K | ﹤0.01% |
+16,472
| New | +$577K |
|
|
LGF
1522
DELISTED
Lions Gate Entertainment
LGF
| $522K | ﹤0.01% |
14,197
+1,905
| +15% | +$72K |
|
1523
PUT
Cirrus Logic
CRUS
$6.08B
| $520K | ﹤0.01% |
16,500
-4,500
| -21% | -$138K |
|
1524
IAMGOLD
IAG
$10.1B
| $515K | ﹤0.01% |
316,141
+89,423
| +39% | +$145K |
|
|
AIRM
1525
PUT
DELISTED
Air Methods Corp
AIRM
| $511K | ﹤0.01% |
+15,000
| New | +$579K |
|
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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.