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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 | |
|---|---|---|---|---|---|---|
426
Lowe's Companies
LOW
$122B
| $10.5M | 0.02% |
152,291
+144,181
| +1,778% | +$9.91M |
|
427
PUT
State Street SPDR S&P Retail ETF
XRT
$640M
| $10.5M | 0.02% |
236,300
-749,300
| -76% | -$35.7M |
|
428
CALL
Nike
NKE
$60.4B
| $10.4M | 0.02% |
169,800
-86,600
| -34% | -$4.9M |
|
429
PUT
Coca-Cola Europacific Partners
CCEP
$47.6B
| $10.4M | 0.02% |
215,000
+114,000
| +113% | +$5.55M |
|
430
CALL
Cencora
COR
$59.9B
| $10.4M | 0.02% |
109,000
-72,200
| -40% | -$7.57M |
|
431
CALL
Mastercard
MA
$499B
| $10.4M | 0.02% |
114,900
+8,100
| +8% | +$761K |
|
432
CALL
LGI Homes
LGIH
$1.39B
| $10.3M | 0.02% |
+380,000
| New | +$8.96M |
|
|
ETFC
433
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $10.3M | 0.02% |
392,300
-414,700
| -51% | -$11.5M |
|
434
Amazon
AMZN
$2.83T
| $10.3M | 0.02% |
401,860
-486,300
| -55% | -$12.3M |
|
435
PUT
AutoZone
AZO
$49.4B
| $10.3M | 0.02% |
14,200
+100
| +0.7% | +$70.8K |
|
436
PUT
Expeditors International
EXPD
$24.2B
| $10.3M | 0.02% |
218,300
+1,400
| +0.6% | +$66.2K |
|
437
CALL
Ally Financial
ALLY
$13.7B
| $10.3M | 0.02% |
503,900
+313,900
| +165% | +$6.82M |
|
438
PUT
Rockwell Automation
ROK
$49.9B
| $10.2M | 0.02% |
100,400
+99,600
| +12,450% | +$11.3M |
|
|
PPLI
439
People Inc
PPLI
$3.01B
| $10.2M | 0.02% |
872,895
-1,553,179
| -64% | -$20.6M |
|
440
PUT
O'Reilly Automotive
ORLY
$73.7B
| $10.2M | 0.02% |
609,000
+433,500
| +247% | +$7M |
|
441
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.72B
| $10.1M | 0.02% |
77,098
-136,186
| -64% | -$20.8M |
|
|
HES
442
PUT
DELISTED
Hess
HES
| $10.1M | 0.02% |
202,100
+100,300
| +99% | +$5.74M |
|
443
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$413M
| $10.1M | 0.02% |
402,600
-573,000
| -59% | -$14.4M |
|
444
PUT
AvalonBay Communities
AVB
$26.3B
| $10.1M | 0.02% |
57,700
+55,400
| +2,409% | +$9.38M |
|
445
CALL
State Street Financial Select Sector SPDR ETF
XLF
$59.4B
| $10.1M | 0.02% |
505,325
+187,731
| +59% | +$3.98M |
|
446
Yelp
YELP
$1.34B
| $10M | 0.02% |
463,338
-244,154
| -35% | -$6.77M |
|
447
CALL
SLB Ltd
SLB
$79.8B
| $10M | 0.02% |
145,400
+66,600
| +85% | +$5.27M |
|
448
iShares US Real Estate ETF
IYR
$4.59B
| $10M | 0.02% |
141,040
+108,448
| +333% | +$7.9M |
|
449
CALL
CNX Resources
CNX
$5.28B
| $9.99M | 0.02% |
1,222,800
+471,480
| +63% | +$5.85M |
|
450
PUT
Kroger
KR
$34.7B
| $9.98M | 0.02% |
276,600
-6,800
| -2% | -$252K |
|
Similar funds
RIM
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.