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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 | |
|---|---|---|---|---|---|---|
2001
CALL
O'Reilly Automotive
ORLY
$74.3B
| $100K | ﹤0.01% |
6,000
-37,500
| -86% | -$606K |
|
2002
PUT
OSI Systems
OSIS
$3.8B
| $100K | ﹤0.01% |
+1,300
| New | +$93.9K |
|
2003
CALL
Pricesmart
PSMT
$5.49B
| $100K | ﹤0.01% |
1,300
+900
| +225% | +$80.9K |
|
2004
CALL
Sturm, Ruger & Co
RGR
$596M
| $100K | ﹤0.01% |
1,700
-34,900
| -95% | -$2.09M |
|
|
IOC
2005
DELISTED
Interoil Corporation
IOC
| $100K | ﹤0.01% |
2,970
-8,917
| -75% | -$361K |
|
2006
Brinker International
EAT
$10.3B
| $98K | ﹤0.01% |
1,858
+1,283
| +223% | +$71.4K |
|
2007
Universal Display
OLED
$4.23B
| $98K | ﹤0.01% |
2,897
-279
| -9% | -$11.7K |
|
|
SKX
2008
DELISTED
Skechers
SKX
| $98K | ﹤0.01% |
2,202
-78,528
| -97% | -$3.57M |
|
2009
Super Micro Computer
SMCI
$23.2B
| $97K | ﹤0.01% |
35,440
+25,310
| +250% | +$67.3K |
|
|
VIAB
2010
DELISTED
Viacom Inc. Class B
VIAB
| $97K | ﹤0.01% |
2,258
-27,895
| -93% | -$1.38M |
|
2011
CALL
Factset
FDS
$9.9B
| $96K | ﹤0.01% |
600
-1,700
| -74% | -$278K |
|
2012
CALL
Gold Fields
GFI
$36.7B
| $96K | ﹤0.01% |
36,000
+1,000
| +3% | +$2.86K |
|
2013
PUT
iShares Core S&P Small-Cap ETF
IJR
$112B
| $96K | ﹤0.01% |
+1,800
| New | +$102K |
|
|
RPRX
2014
DELISTED
Repros Therapeutics Inc.
RPRX
| $96K | ﹤0.01% |
12,974
-1,026
| -7% | -$7.85K |
|
2015
PUT
Hormel Foods
HRL
$13.3B
| $95K | ﹤0.01% |
+3,000
| New | +$89.9K |
|
|
SEE
2016
DELISTED
Sealed Air
SEE
| $95K | ﹤0.01% |
+2,027
| New | +$105K |
|
|
SWN
2017
DELISTED
Southwestern Energy Company
SWN
| $95K | ﹤0.01% |
7,467
-48,667
| -87% | -$845K |
|
2018
CALL
Sanmina
SANM
$11.4B
| $94K | ﹤0.01% |
4,400
+1,000
| +29% | +$20.2K |
|
|
MWE
2019
DELISTED
MARKWEST ENERGY PARTNERS, LP
MWE
| $94K | ﹤0.01% |
+2,200
| New | +$125K |
|
2020
PUT
Deckers Outdoor
DECK
$12.6B
| $93K | ﹤0.01% |
9,600
-69,000
| -88% | -$770K |
|
2021
Iron Mountain
IRM
$36.9B
| $93K | ﹤0.01% |
3,008
-18,629
| -86% | -$556K |
|
2022
CALL
Clorox
CLX
$12.9B
| $92K | ﹤0.01% |
800
-25,800
| -97% | -$2.9M |
|
2023
CALL
T-Mobile US
TMUS
$189B
| $92K | ﹤0.01% |
2,300
-131,200
| -98% | -$5.23M |
|
|
WCC
2024
CALL
WESCO International
WCC
$18B
| $92K | ﹤0.01% |
2,000
-2,800
| -58% | -$162K |
|
2025
CALL
W.P. Carey
WPC
$16.1B
| $92K | ﹤0.01% |
1,634
-1,429
| -47% | -$83.2K |
|
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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.