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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 | |
|---|---|---|---|---|---|---|
1976
PUT
Chemours
CC
$2.3B
| $110K | ﹤0.01% |
+16,980
| New | +$178K |
|
1977
CALL
Gaming and Leisure Properties
GLPI
$12.7B
| $110K | ﹤0.01% |
3,700
-98,200
| -96% | -$3.2M |
|
1978
Scotiabank
BNS
$110B
| $109K | ﹤0.01% |
2,557
-1,727
| -40% | -$77.7K |
|
1979
Jabil
JBL
$39.1B
| $109K | ﹤0.01% |
4,877
+764
| +19% | +$15.2K |
|
1980
PUT
Trinity Industries
TRN
$2.34B
| $109K | ﹤0.01% |
6,667
-4,445
| -40% | -$84.3K |
|
|
SAVE
1981
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $109K | ﹤0.01% |
2,300
-44,700
| -95% | -$2.5M |
|
1982
Huntington Bancshares
HBAN
$36.1B
| $108K | ﹤0.01% |
+10,189
| New | +$114K |
|
1983
CALL
Mohawk Industries
MHK
$9.44B
| $108K | ﹤0.01% |
600
+400
| +200% | +$79.2K |
|
1984
CALL
SLM Corp
SLM
$5.22B
| $108K | ﹤0.01% |
14,600
+1,000
| +7% | +$8.81K |
|
1985
CALL
State Street
STT
$52.2B
| $108K | ﹤0.01% |
1,600
+1,300
| +433% | +$96.7K |
|
|
LLTC
1986
PUT
DELISTED
Linear Technology Corp
LLTC
| $108K | ﹤0.01% |
2,700
+1,000
| +59% | +$41K |
|
1987
Hasbro
HAS
$13.6B
| $107K | ﹤0.01% |
+1,478
| New | +$114K |
|
1988
PUT
JB Hunt Transport Services
JBHT
$26.5B
| $107K | ﹤0.01% |
1,500
+1,100
| +275% | +$87.1K |
|
1989
TD Synnex
SNX
$20.4B
| $107K | ﹤0.01% |
2,516
-5,634
| -69% | -$220K |
|
1990
Tronox
TROX
$960M
| $107K | ﹤0.01% |
24,516
-4,407
| -15% | -$41K |
|
1991
PUT
CMS Energy
CMS
$22.1B
| $106K | ﹤0.01% |
+3,000
| New | +$101K |
|
|
CHK
1992
DELISTED
Chesapeake Energy Corporation
CHK
| $106K | ﹤0.01% |
72
+1
| +1% | +$1.7K |
|
1993
HP
HPQ
$28.2B
| $105K | ﹤0.01% |
9,046
-1,284,261
| -99% | -$16.7M |
|
1994
PUT
Middleby
MIDD
$5.27B
| $105K | ﹤0.01% |
+1,000
| New | +$115K |
|
1995
CALL
Cameco
CCJ
$42.7B
| $104K | ﹤0.01% |
8,600
+6,600
| +330% | +$89.2K |
|
1996
PUT
O-I Glass
OI
$1.06B
| $104K | ﹤0.01% |
5,000
+4,700
| +1,567% | +$99.9K |
|
1997
PUT
iShares S&P 500 Value ETF
IVE
$50.2B
| $102K | ﹤0.01% |
+1,200
| New | +$107K |
|
1998
PUT
LyondellBasell Industries
LYB
$20.1B
| $101K | ﹤0.01% |
1,200
-19,300
| -94% | -$1.72M |
|
1999
GameStop
GME
$8.38B
| $100K | ﹤0.01% |
9,684
+5,604
| +137% | +$62.3K |
|
|
2000
CALL
O-I Glass
OI
$1.06B
| $100K | ﹤0.01% |
4,800
+3,500
| +269% | +$74.4K |
|
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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.