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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
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$44.9B
AUM Growth
-$2.48B
(-5.2%)
Cap. Flow
+$238M
Cap. Flow
% of AUM
0.53%
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 | Miscellaneous | 95.73% |
| 2 | Consumer Discretionary | 0.8% |
| 3 | Financials | 0.66% |
| 4 | Technology | 0.56% |
| 5 | Communication Services | 0.52% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
2676
PG&E
PCG
$31.3B
| $4K | ﹤0.01% |
83
-36,999
| -100% | -$1.89M |
|
2677
CALL
Perdoceo Education
PRDO
$2.08B
| $4K | ﹤0.01% |
+1,000
| New | +$3.64K |
|
2678
Ryder
R
$9.39B
| $4K | ﹤0.01% |
51
-3,027
| -98% | -$258K |
|
|
SF
2679
CALL
Stifel
SF
$12.2B
| $4K | ﹤0.01% |
225
-2,250
| -91% | -$50.9K |
|
2680
Texas Roadhouse
TXRH
$11.8B
| $4K | ﹤0.01% |
+106
| New | +$4K |
|
|
2681
PUT
Texas Roadhouse
TXRH
$11.8B
| $4K | ﹤0.01% |
+100
| New | +$3.78K |
|
2682
Vipshop
VIPS
$5.95B
| $4K | ﹤0.01% |
249
-80,919
| -100% | -$1.55M |
|
2683
World Kinect Corp
WKC
$1.82B
| $4K | ﹤0.01% |
+101
| New | +$4.2K |
|
|
IMMU
2684
CALL
DELISTED
Immunomedics Inc
IMMU
| $4K | ﹤0.01% |
2,600
| – | – |
|
|
IHS
2685
DELISTED
IHS INC CL-A COM STK
IHS
| $4K | ﹤0.01% |
+34
| New | +$4.12K |
|
|
GCI
2686
PUT
DELISTED
Gannett Co., Inc
GCI
| $4K | ﹤0.01% |
350
-2,150
| -86% | -$28.1K |
|
2687
PUT
First Majestic Silver
AG
$10.4B
| $3K | ﹤0.01% |
1,000
-6,000
| -86% | -$21.2K |
|
2688
Ameriprise Financial
AMP
$48.7B
| $3K | ﹤0.01% |
23
-571
| -96% | -$67.4K |
|
|
BLD
2689
PUT
DELISTED
TopBuild
BLD
| $3K | ﹤0.01% |
+110
| New | +$3.4K |
|
2690
CBRE Group
CBRE
$40.4B
| $3K | ﹤0.01% |
88
-4,315
| -98% | -$153K |
|
2691
CEVA Inc
CEVA
$791M
| $3K | ﹤0.01% |
180
-1,262
| -88% | -$23.2K |
|
2692
PUT
Eldorado Gold
EGO
$11.6B
| $3K | ﹤0.01% |
200
-6,600
| -97% | -$110K |
|
2693
PUT
Groupon
GRPN
$744M
| $3K | ﹤0.01% |
50
-45,250
| -100% | -$4.02M |
|
2694
CALL
Iron Mountain
IRM
$34.3B
| $3K | ﹤0.01% |
100
-22,700
| -100% | -$677K |
|
2695
PVH
PVH
$3.16B
| $3K | ﹤0.01% |
34
-4,652
| -99% | -$529K |
|
2696
CALL
Sociedad Química y Minera de Chile
SQM
$21.6B
| $3K | ﹤0.01% |
205
| – | – |
|
2697
CALL
Trex
TREX
$4.63B
| $3K | ﹤0.01% |
400
-4,800
| -92% | -$49.3K |
|
2698
CALL
Worthington Enterprises
WOR
$2.92B
| $3K | ﹤0.01% |
162
| – | – |
|
|
BFX
2699
PUT
DELISTED
BowFlex Inc.
BFX
| $3K | ﹤0.01% |
200
-700
| -78% | -$12.6K |
|
|
CHS
2700
PUT
DELISTED
Chicos FAS, Inc.
CHS
| $3K | ﹤0.01% |
200
| – | – |
|
Similar funds
TI
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's Q3 2015 filing shows 567 new, 1,010 increased, 1,102 reduced and 1,345 closed positions. Its largest new stake was United Parcel Service: 222,979 shares worth $22M. The largest sale was Qualcomm, an estimated $82.8M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 95% a quarter earlier, followed by Consumer Discretionary and Financials.
- 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.