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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 | |
|---|---|---|---|---|---|---|
651
CALL
BHP
BHP
$234B
| $5.42M | 0.01% |
192,364
+177,455
| +1,190% | +$5.76M |
|
652
PUT
Campbell Soup
CPB
$6.52B
| $5.4M | 0.01% |
106,600
+6,600
| +7% | +$324K |
|
653
KKR & Co
KKR
$93.4B
| $5.35M | 0.01% |
+318,686
| New | +$6.77M |
|
654
CALL
PACCAR
PCAR
$64.2B
| $5.35M | 0.01% |
153,750
+18,450
| +14% | +$747K |
|
655
CALL
DuPont de Nemours
DD
$17.3B
| $5.34M | 0.01% |
49,755
-111,830
| -69% | -$13M |
|
656
PUT
Suncor Energy
SU
$80.7B
| $5.32M | 0.01% |
199,200
+89,500
| +82% | +$2.4M |
|
|
TFCFA
657
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $5.3M | 0.01% |
196,300
-577,700
| -75% | -$17.3M |
|
658
PUT
Golar LNG
GLNG
$5.3B
| $5.3M | 0.01% |
190,000
+40,000
| +27% | +$1.55M |
|
659
CALL
United Parks & Resorts
PRKS
$1.76B
| $5.24M | 0.01% |
293,900
+185,800
| +172% | +$3.35M |
|
660
Nucor
NUE
$58.5B
| $5.21M | 0.01% |
138,722
+137,407
| +10,449% | +$5.89M |
|
|
VMRK
661
CALL
Vivmark Residential
VMRK
$50.3B
| $5.21M | 0.01% |
69,300
+16,100
| +30% | +$1.18M |
|
662
CALL
Idexx Laboratories
IDXX
$40.6B
| $5.2M | 0.01% |
+70,000
| New | +$5.01M |
|
663
CALL
Marriott International
MAR
$86.4B
| $5.19M | 0.01% |
76,100
+75,700
| +18,925% | +$5.47M |
|
664
PUT
Mondelez International
MDLZ
$79.7B
| $5.19M | 0.01% |
123,900
-330,100
| -73% | -$14.2M |
|
|
LNW
665
DELISTED
Light & Wonder
LNW
| $5.17M | 0.01% |
494,211
-109,416
| -18% | -$1.43M |
|
666
CALL
Itaú Unibanco
ITUB
$89.1B
| $5.13M | 0.01% |
1,756,562
-177,028
| -9% | -$629K |
|
667
CALL
HF Sinclair
DINO
$19.2B
| $5.11M | 0.01% |
104,600
+55,400
| +113% | +$2.64M |
|
668
CALL
Rockwell Automation
ROK
$47.3B
| $5.1M | 0.01% |
50,300
+34,300
| +214% | +$3.88M |
|
669
CALL
Marathon Petroleum
MPC
$112B
| $5.08M | 0.01% |
109,700
-68,100
| -38% | -$3.5M |
|
670
CALL
BP
BP
$118B
| $5.07M | 0.01% |
197,290
-605,064
| -75% | -$17.7M |
|
671
PUT
VanEck Semiconductor ETF
SMH
$69.9B
| $5.07M | 0.01% |
203,200
+162,600
| +400% | +$4.14M |
|
672
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.1B
| $5.05M | 0.01% |
+20,300
| New | +$5.38M |
|
|
GG
673
CALL
DELISTED
Goldcorp Inc
GG
| $5.05M | 0.01% |
403,400
-540,500
| -57% | -$7.56M |
|
674
CALL
Northrop Grumman
NOC
$73.2B
| $5.05M | 0.01% |
30,400
+29,100
| +2,238% | +$4.88M |
|
|
JWN
675
PUT
DELISTED
Nordstrom
JWN
| $5.04M | 0.01% |
70,200
+40,200
| +134% | +$3.03M |
|
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.