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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 | |
|---|---|---|---|---|---|---|
|
SIVB
2376
PUT
DELISTED
SVB Financial Group
SIVB
| $24K | ﹤0.01% |
+200
| New | +$26.8K |
|
|
AAWW
2377
CALL
DELISTED
Atlas Air Worldwide Holdings, Inc.
AAWW
| $24K | ﹤0.01% |
+700
| New | +$31.2K |
|
|
WWAV
2378
CALL
DELISTED
The WhiteWave Foods Company
WWAV
| $24K | ﹤0.01% |
600
-153,600
| -100% | -$7.33M |
|
|
QUNR
2379
PUT
DELISTED
Qunar Cayman Islands Limited
QUNR
| $24K | ﹤0.01% |
800
+700
| +700% | +$25.6K |
|
2380
PUT
AGCO
AGCO
$8.89B
| $23K | ﹤0.01% |
+500
| New | +$25.6K |
|
2381
PUT
Copart
CPRT
$29.7B
| $23K | ﹤0.01% |
5,600
-2,400
| -30% | -$10.6K |
|
2382
CALL
Masco
MAS
$13.7B
| $23K | ﹤0.01% |
900
-10
| -1% | -$257 |
|
2383
iShares National Muni Bond ETF
MUB
$44.9B
| $23K | ﹤0.01% |
208
+207
| +20,700% | +$22.5K |
|
2384
PUT
NETGEAR
NTGR
$566M
| $23K | ﹤0.01% |
800
-11,200
| -93% | -$341K |
|
2385
CALL
Televisa
TV
$1.25B
| $23K | ﹤0.01% |
900
-10,700
| -92% | -$343K |
|
2386
CALL
Voya Financial
VOYA
$9.25B
| $23K | ﹤0.01% |
+600
| New | +$26.4K |
|
2387
Ventas
VTR
$45.8B
| $23K | ﹤0.01% |
402
-2,011
| -83% | -$132K |
|
|
SIVB
2388
CALL
DELISTED
SVB Financial Group
SIVB
| $23K | ﹤0.01% |
+200
| New | +$26.8K |
|
2389
CALL
Autodesk
ADSK
$43.2B
| $22K | ﹤0.01% |
500
-160,900
| -100% | -$8.08M |
|
2390
PUT
Essex Property Trust
ESS
$17.6B
| $22K | ﹤0.01% |
+100
| New | +$22.1K |
|
2391
PUT
Lithia Motors
LAD
$8.08B
| $22K | ﹤0.01% |
+200
| New | +$22.5K |
|
2392
Lands' End
LE
$313M
| $22K | ﹤0.01% |
826
-51
| -6% | -$1.28K |
|
2393
PUT
L3Harris
LHX
$46.6B
| $22K | ﹤0.01% |
300
-2,000
| -87% | -$156K |
|
2394
Pitney Bowes
PBI
$2.35B
| $22K | ﹤0.01% |
+1,131
| New | +$23.2K |
|
2395
CALL
Pool Corp
POOL
$6.47B
| $22K | ﹤0.01% |
+300
| New | +$21.2K |
|
2396
CALL
Sherwin-Williams
SHW
$77.8B
| $22K | ﹤0.01% |
+300
| New | +$26.3K |
|
|
TGNA
2397
DELISTED
TEGNA Inc
TGNA
| $22K | ﹤0.01% |
1,545
-10,589
| -87% | -$179K |
|
|
VIAB
2398
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $22K | ﹤0.01% |
500
-2,900
| -85% | -$144K |
|
|
RDC
2399
DELISTED
Rowan Companies Plc
RDC
| $22K | ﹤0.01% |
1,360
-18,804
| -93% | -$328K |
|
|
EEP
2400
PUT
DELISTED
Enbridge Energy Partners
EEP
| $22K | ﹤0.01% |
900
-700
| -44% | -$20.1K |
|
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.