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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 | |
|---|---|---|---|---|---|---|
451
CALL
AerCap
AER
$24B
| $9.94M | 0.02% |
260,000
+10,000
| +4% | +$442K |
|
452
PUT
Bristol-Myers Squibb
BMY
$130B
| $9.93M | 0.02% |
167,700
+88,000
| +110% | +$5.58M |
|
|
SNDK
453
DELISTED
SANDISK CORP
SNDK
| $9.93M | 0.02% |
182,701
-145,629
| -44% | -$8.05M |
|
454
McKesson
MCK
$101B
| $9.9M | 0.02% |
53,503
+53,075
| +12,401% | +$11.2M |
|
455
VanEck Oil Services ETF
OIH
$2B
| $9.8M | 0.02% |
17,839
-12,154
| -41% | -$7.46M |
|
456
PUT
Johnson & Johnson
JNJ
$627B
| $9.8M | 0.02% |
105,000
-583,500
| -85% | -$56.4M |
|
457
CALL
Alcoa
AA
$13.2B
| $9.79M | 0.02% |
421,764
-207,782
| -33% | -$4.86M |
|
458
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$310M
| $9.73M | 0.02% |
224,414
+88,714
| +65% | +$4.06M |
|
459
Advance Auto Parts
AAP
$3.41B
| $9.71M | 0.02% |
+51,247
| New | +$8.88M |
|
460
PUT
Netflix
NFLX
$325B
| $9.71M | 0.02% |
940,000
-2,385,000
| -72% | -$25.6M |
|
461
Visteon
VC
$2.89B
| $9.7M | 0.02% |
95,819
+68,130
| +246% | +$6.86M |
|
462
PUT
Ralph Lauren
RL
$23.2B
| $9.65M | 0.02% |
81,700
-15,000
| -16% | -$1.78M |
|
463
CALL
Exelon
EXC
$47.2B
| $9.64M | 0.02% |
455,089
-28,321
| -6% | -$637K |
|
464
CALL
United States Natural Gas Fund
UNG
$487M
| $9.62M | 0.02% |
51,806
+44,168
| +578% | +$9.21M |
|
|
FITB
465
CALL
Fifth Third Bancorp
FITB
$52.7B
| $9.61M | 0.02% |
508,000
+488,500
| +2,505% | +$9.92M |
|
466
CALL
Baidu
BIDU
$35.2B
| $9.56M | 0.02% |
69,600
+1,600
| +2% | +$264K |
|
|
PNRA
467
PUT
DELISTED
Panera Bread Co
PNRA
| $9.55M | 0.02% |
49,400
+6,600
| +15% | +$1.23M |
|
468
PUT
Whirlpool
WHR
$2.7B
| $9.51M | 0.02% |
64,600
+63,600
| +6,360% | +$10.8M |
|
469
Capri Holdings
CPRI
$1.74B
| $9.51M | 0.02% |
225,205
-300,916
| -57% | -$12.7M |
|
470
PUT
Itaú Unibanco
ITUB
$81.6B
| $9.49M | 0.02% |
3,249,714
-329,087
| -9% | -$1.17M |
|
471
PUT
Yelp
YELP
$1.34B
| $9.44M | 0.02% |
435,500
-255,400
| -37% | -$7.08M |
|
472
CALL
Lockheed Martin
LMT
$140B
| $9.41M | 0.02% |
45,400
+45,300
| +45,300% | +$9.22M |
|
473
PUT
Altria Group
MO
$110B
| $9.28M | 0.02% |
170,600
+106,000
| +164% | +$5.68M |
|
474
Comcast
CMCSA
$92.9B
| $9.28M | 0.02% |
326,154
-191,836
| -37% | -$5.7M |
|
475
CALL
Agnico Eagle Mines
AEM
$94.4B
| $9.27M | 0.02% |
366,000
+56,400
| +18% | +$1.37M |
|
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.