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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 | |
|---|---|---|---|---|---|---|
|
RTN
576
PUT
DELISTED
Raytheon Company
RTN
| $6.98M | 0.02% |
63,900
+63,500
| +15,875% | +$6.63M |
|
577
CALL
NXP Semiconductors
NXPI
$59.2B
| $6.96M | 0.02% |
80,000
-2,300
| -3% | -$207K |
|
|
578
PUT
NXP Semiconductors
NXPI
$59.2B
| $6.96M | 0.02% |
80,000
-3,700
| -4% | -$334K |
|
579
CALL
PNC Financial Services
PNC
$103B
| $6.96M | 0.02% |
78,000
-7,700
| -9% | -$724K |
|
|
STI
580
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $6.95M | 0.02% |
181,700
+20,500
| +13% | +$858K |
|
|
TTM
581
DELISTED
Tata Motors Limited
TTM
| $6.94M | 0.02% |
308,314
+104,956
| +52% | +$2.88M |
|
582
PUT
Zions Bancorporation
ZION
$10.5B
| $6.93M | 0.02% |
251,800
-2,400
| -0.9% | -$71.2K |
|
583
Bunge Global
BG
$21.8B
| $6.9M | 0.02% |
94,147
+81,836
| +665% | +$6.33M |
|
584
CALL
Visteon
VC
$2.89B
| $6.83M | 0.02% |
67,500
-23,000
| -25% | -$2.32M |
|
585
CALL
GoPro
GPRO
$110M
| $6.81M | 0.02% |
218,200
+200,400
| +1,126% | +$9.86M |
|
586
CALL
Nokia
NOK
$60.1B
| $6.8M | 0.02% |
1,002,800
-358,200
| -26% | -$2.35M |
|
587
CALL
The Mosaic Company
MOS
$6.87B
| $6.77M | 0.02% |
217,500
+111,600
| +105% | +$4.61M |
|
588
PUT
HCA Healthcare
HCA
$87.6B
| $6.76M | 0.02% |
87,400
+38,200
| +78% | +$3.38M |
|
589
CALL
Texas Instruments
TXN
$255B
| $6.75M | 0.02% |
136,300
+128,800
| +1,717% | +$6.29M |
|
|
MON
590
CALL
DELISTED
Monsanto Co
MON
| $6.74M | 0.02% |
79,000
+75,100
| +1,926% | +$7.42M |
|
|
SCHW
591
Charles Schwab
SCHW
$192B
| $6.73M | 0.02% |
235,742
+228,661
| +3,229% | +$7.34M |
|
592
PUT
Harley-Davidson
HOG
$2.89B
| $6.73M | 0.02% |
122,600
-22,900
| -16% | -$1.29M |
|
593
CALL
Truist Financial
TFC
$64.9B
| $6.71M | 0.01% |
188,400
-42,700
| -18% | -$1.65M |
|
|
594
The Mosaic Company
MOS
$6.87B
| $6.69M | 0.01% |
215,069
+179,637
| +507% | +$7.41M |
|
595
CALL
Workday
WDAY
$49.1B
| $6.67M | 0.01% |
96,800
-146,000
| -60% | -$11.3M |
|
596
PUT
Costco
COST
$426B
| $6.64M | 0.01% |
45,900
-63,900
| -58% | -$9.12M |
|
|
EQM
597
CALL
DELISTED
EQM Midstream Partners, LP
EQM
| $6.63M | 0.01% |
+100,000
| New | +$7.56M |
|
598
Pfizer
PFE
$153B
| $6.61M | 0.01% |
221,802
-290,052
| -57% | -$9.3M |
|
|
VNET
599
CALL
VNET Group
VNET
$2.16B
| $6.56M | 0.01% |
359,100
+184,000
| +105% | +$3.5M |
|
|
PPL
600
CALL
PPL Corp
PPL
$27.1B
| $6.52M | 0.01% |
198,400
+184,400
| +1,317% | +$5.77M |
|
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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.