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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 | |
|---|---|---|---|---|---|---|
501
PUT
General Dynamics
GD
$107B
| $8.58M | 0.02% |
+62,200
| New | +$9M |
|
502
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $8.5M | 0.02% |
136,500
-418,500
| -75% | -$33M |
|
503
Coca-Cola
KO
$377B
| $8.49M | 0.02% |
211,679
-175,549
| -45% | -$7.03M |
|
|
AGU
504
DELISTED
Agrium
AGU
| $8.47M | 0.02% |
94,624
+81,151
| +602% | +$8.21M |
|
|
MJN
505
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
| $8.46M | 0.02% |
120,200
-129,900
| -52% | -$10.7M |
|
506
PUT
Kinder Morgan
KMI
$73.1B
| $8.43M | 0.02% |
304,700
+101,700
| +50% | +$3.37M |
|
|
GOLD
507
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $8.42M | 0.02% |
143,444
+114,353
| +393% | +$6.89M |
|
508
PUT
GoPro
GPRO
$110M
| $8.38M | 0.02% |
268,600
+120,300
| +81% | +$5.92M |
|
|
509
CALL
iShares MSCI South Korea ETF
EWY
$27.8B
| $8.37M | 0.02% |
171,600
-128,400
| -43% | -$6.4M |
|
510
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$413M
| $8.36M | 0.02% |
333,200
-345,700
| -51% | -$8.71M |
|
511
PUT
Texas Instruments
TXN
$255B
| $8.34M | 0.02% |
168,300
-486,200
| -74% | -$23.7M |
|
512
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $8.31M | 0.02% |
+77,000
| New | +$8.18M |
|
513
CALL
NOV
NOV
$7.54B
| $8.3M | 0.02% |
220,500
-110,300
| -33% | -$4.51M |
|
|
WFM
514
DELISTED
Whole Foods Market Inc
WFM
| $8.26M | 0.02% |
260,916
+23,553
| +10% | +$833K |
|
515
Invesco CurrencyShares Euro Currency Trust
FXE
$342M
| $8.24M | 0.02% |
75,207
+75,206
| +7,520,600% | +$8.21M |
|
|
B
516
CALL
Barrick Mining
B
$68.5B
| $8.2M | 0.02% |
1,288,900
-13,900
| -1% | -$105K |
|
517
CALL
Martin Marietta Materials
MLM
$32.9B
| $8.17M | 0.02% |
53,800
+50,600
| +1,581% | +$8.19M |
|
518
CALL
A.O. Smith
AOS
$8.45B
| $8.17M | 0.02% |
250,600
+248,400
| +11,291% | +$8.49M |
|
|
CBI
519
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $8.15M | 0.02% |
205,400
+64,300
| +46% | +$2.98M |
|
|
MRSH
520
PUT
Marsh
MRSH
$89.6B
| $8.13M | 0.02% |
155,700
+139,300
| +849% | +$7.78M |
|
|
SCTY
521
CALL
DELISTED
SolarCity Corporation
SCTY
| $8.06M | 0.02% |
188,700
-50,400
| -21% | -$2.53M |
|
|
AMTD
522
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $8.06M | 0.02% |
253,100
-18,000
| -7% | -$631K |
|
523
CALL
CSX Corp
CSX
$92.9B
| $8.05M | 0.02% |
897,900
+456,300
| +103% | +$4.48M |
|
524
CALL
Vodafone
VOD
$37.9B
| $8.05M | 0.02% |
253,500
+82,100
| +48% | +$2.92M |
|
525
PUT
Macy's
M
$6.16B
| $8.03M | 0.02% |
156,400
+12,100
| +8% | +$759K |
|
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.