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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
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
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 | 0.56% |
| 4 | Communication Services | 0.52% |
| 5 | Consumer Staples | 0.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
301
Dollar General
DG
$27.2B
| $16.2M | 0.04% |
+224,201
| New | +$17.1M |
|
302
CALL
Vale
VALE
$58B
| $16.2M | 0.04% |
3,854,200
+2,054,500
| +114% | +$10.5M |
|
|
RSX
303
DELISTED
VanEck Russia ETF
RSX
| $16.2M | 0.04% |
1,030,003
+199,388
| +24% | +$3.29M |
|
304
PUT
FedEx
FDX
$79.2B
| $16M | 0.04% |
111,200
-11,700
| -10% | -$1.87M |
|
305
PUT
ProShares UltraShort Real Estate
SRS
$15.6M
| $15.8M | 0.04% |
+37,500
| New | +$15.6M |
|
|
FITB
306
PUT
Fifth Third Bancorp
FITB
$52.7B
| $15.8M | 0.04% |
834,400
+336,800
| +68% | +$6.84M |
|
307
CALL
Phillips 66
PSX
$93.2B
| $15.7M | 0.04% |
204,300
+176,800
| +643% | +$14.1M |
|
308
CALL
Bristol-Myers Squibb
BMY
$130B
| $15.7M | 0.03% |
265,000
+132,900
| +101% | +$8.43M |
|
309
PUT
United Airlines
UAL
$40.7B
| $15.6M | 0.03% |
295,000
-391,700
| -57% | -$22.1M |
|
|
SCTY
310
PUT
DELISTED
SolarCity Corporation
SCTY
| $15.5M | 0.03% |
362,100
+11,700
| +3% | +$588K |
|
|
EMC
311
PUT
DELISTED
EMC CORPORATION
EMC
| $15.5M | 0.03% |
640,100
-2,225,500
| -78% | -$56.3M |
|
312
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $15.3M | 0.03% |
325,000
-369,100
| -53% | -$17.9M |
|
|
B
313
PUT
Barrick Mining
B
$68.5B
| $15.3M | 0.03% |
2,406,600
+192,900
| +9% | +$1.45M |
|
|
LNW
314
CALL
DELISTED
Light & Wonder
LNW
| $15.3M | 0.03% |
1,461,200
-383,800
| -21% | -$5.03M |
|
|
SINA
315
PUT
DELISTED
Sina Corp
SINA
| $15.2M | 0.03% |
379,200
+247,900
| +189% | +$10M |
|
316
CALL
iShares Biotechnology ETF
IBB
$9.73B
| $15.2M | 0.03% |
150,000
-48,000
| -24% | -$5.76M |
|
|
MON
317
DELISTED
Monsanto Co
MON
| $15.1M | 0.03% |
+177,155
| New | +$17.5M |
|
|
AGN
318
PUT
DELISTED
Allergan plc
AGN
| $15M | 0.03% |
+55,100
| New | +$16.9M |
|
|
DD
319
PUT
DELISTED
Du Pont De Nemours E I
DD
| $15M | 0.03% |
310,200
-205,981
| -40% | -$11M |
|
320
Lam Research
LRCX
$416B
| $14.9M | 0.03% |
2,277,120
+1,165,910
| +105% | +$8.54M |
|
|
XLNX
321
DELISTED
Xilinx Inc
XLNX
| $14.8M | 0.03% |
348,135
+347,182
| +36,430% | +$14.6M |
|
322
CALL
Honeywell
HON
$74.2B
| $14.8M | 0.03% |
173,389
+153,134
| +756% | +$13.9M |
|
|
323
PUT
Vale
VALE
$58B
| $14.7M | 0.03% |
3,505,000
-1,238,000
| -26% | -$6.32M |
|
324
PUT
Capri Holdings
CPRI
$1.74B
| $14.7M | 0.03% |
346,900
-489,300
| -59% | -$20.7M |
|
|
SNDK
325
PUT
DELISTED
SANDISK CORP
SNDK
| $14.4M | 0.03% |
265,900
-185,700
| -41% | -$10.3M |
|
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 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.