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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 | |
|---|---|---|---|---|---|---|
1751
PUT
Bruker
BRKR
$8.29B
| $246K | ﹤0.01% |
15,000
| – | – |
|
|
OKS
1752
DELISTED
Oneok Partners LP
OKS
| $246K | ﹤0.01% |
8,416
-33,936
| -80% | -$1.1M |
|
1753
PUT
The Greenbrier Companies
GBX
$1.32B
| $244K | ﹤0.01% |
7,600
-2,100
| -22% | -$88.1K |
|
1754
Estee Lauder
EL
$35.7B
| $243K | ﹤0.01% |
3,006
+2,589
| +621% | +$217K |
|
1755
Vanguard FTSE Emerging Markets ETF
VWO
$128B
| $242K | ﹤0.01% |
7,326
+7,325
| +732,500% | +$266K |
|
1756
PUT
TotalEnergies
TTE
$203B
| $241K | ﹤0.01% |
5,400
-1,800
| -25% | -$84.9K |
|
|
AKS
1757
PUT
DELISTED
AK Steel Holding Corp
AKS
| $241K | ﹤0.01% |
+100,000
| New | +$291K |
|
1758
PUT
Scotiabank
BNS
$112B
| $238K | ﹤0.01% |
5,589
+150
| +3% | +$6.75K |
|
1759
Shopify
SHOP
$163B
| $238K | ﹤0.01% |
+67,500
| New | +$214K |
|
1760
Royal Bank of Canada
RY
$286B
| $236K | ﹤0.01% |
4,279
+2,316
| +118% | +$132K |
|
1761
PUT
Synaptics
SYNA
$3.67B
| $236K | ﹤0.01% |
2,900
-8,600
| -75% | -$650K |
|
|
1762
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
| $236K | ﹤0.01% |
6,352
-1,114,240
| -99% | -$42.8M |
|
|
ESI
1763
DELISTED
ITT EDUCATIONAL SERVICES INC
ESI
| $234K | ﹤0.01% |
68,343
+22,199
| +48% | +$82.2K |
|
|
LVLT
1764
CALL
DELISTED
Level 3 Communications Inc
LVLT
| $232K | ﹤0.01% |
5,300
+4,300
| +430% | +$207K |
|
1765
PUT
Aon
AON
$64.6B
| $231K | ﹤0.01% |
2,600
+1,000
| +63% | +$96.8K |
|
1766
CALL
American Water Works
AWK
$27.9B
| $231K | ﹤0.01% |
+4,200
| New | +$219K |
|
1767
PUT
SBA Communications
SBAC
$19.8B
| $231K | ﹤0.01% |
+2,200
| New | +$256K |
|
1768
TripAdvisor
TRIP
$1.03B
| $231K | ﹤0.01% |
+3,665
| New | +$277K |
|
1769
PUT
Hasbro
HAS
$12.5B
| $230K | ﹤0.01% |
3,200
-8,300
| -72% | -$641K |
|
1770
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$255M
| $229K | ﹤0.01% |
+4,800
| New | +$349K |
|
|
MMP
1771
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $228K | ﹤0.01% |
3,800
-2,600
| -41% | -$178K |
|
|
GES
1772
PUT
DELISTED
Guess Inc
GES
| $224K | ﹤0.01% |
+10,500
| New | +$227K |
|
1773
Axalta
AXTA
$7.37B
| $223K | ﹤0.01% |
+8,783
| New | +$261K |
|
|
SIEN
1774
DELISTED
Sientra, Inc.
SIEN
| $223K | ﹤0.01% |
+2,200
| New | +$499K |
|
|
IDTI
1775
CALL
DELISTED
Integrated Device Technology I
IDTI
| $223K | ﹤0.01% |
+11,000
| New | +$215K |
|
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.