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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
-11.36%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
851
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.51B
| $2.95M | 0.01% |
100,000
| – | – |
|
852
PUT
Lear
LEA
$8.3B
| $2.94M | 0.01% |
27,000
+24,600
| +1,025% | +$2.56M |
|
|
BMS
853
CALL
DELISTED
Bemis
BMS
| $2.94M | 0.01% |
74,200
-6,000
| -7% | -$263K |
|
854
CALL
Cheniere Energy
LNG
$56B
| $2.91M | 0.01% |
60,300
-20,300
| -25% | -$1.25M |
|
855
CALL
AutoZone
AZO
$49.6B
| $2.89M | 0.01% |
4,000
-1,000
| -20% | -$708K |
|
|
PX
856
CALL
DELISTED
Praxair Inc
PX
| $2.89M | 0.01% |
28,400
+2,500
| +10% | +$276K |
|
|
MNDT
857
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $2.87M | 0.01% |
90,100
-16,900
| -16% | -$705K |
|
|
858
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
| $2.86M | 0.01% |
77,000
-1,952,200
| -96% | -$75M |
|
|
BEAV
859
CALL
DELISTED
B/E Aerospace Inc
BEAV
| $2.85M | 0.01% |
65,000
-5,500
| -8% | -$274K |
|
860
AbbVie
ABBV
$442B
| $2.85M | 0.01% |
52,332
-52,170
| -50% | -$3.4M |
|
|
STI
861
DELISTED
SunTrust Banks, Inc.
STI
| $2.84M | 0.01% |
74,369
+50,267
| +209% | +$2.1M |
|
|
TERP
862
PUT
DELISTED
TerraForm Power, Inc
TERP
| $2.84M | 0.01% |
+200,000
| New | +$5.35M |
|
863
Bristol-Myers Squibb
BMY
$131B
| $2.84M | 0.01% |
48,024
+44,855
| +1,415% | +$2.85M |
|
864
CALL
Yelp
YELP
$1.32B
| $2.83M | 0.01% |
130,600
+96,500
| +283% | +$2.68M |
|
|
PPL
865
PPL Corp
PPL
$27.1B
| $2.83M | 0.01% |
85,883
-19,943
| -19% | -$624K |
|
|
NBL
866
CALL
DELISTED
Noble Energy, Inc.
NBL
| $2.82M | 0.01% |
93,500
+48,700
| +109% | +$1.68M |
|
|
JNPR
867
PUT
DELISTED
Juniper Networks
JNPR
| $2.81M | 0.01% |
109,200
+87,600
| +406% | +$2.31M |
|
868
CALL
Teva Pharmaceuticals
TEVA
$42.6B
| $2.8M | 0.01% |
49,600
-181,700
| -79% | -$11.8M |
|
869
CALL
Ulta Beauty
ULTA
$22B
| $2.79M | 0.01% |
17,100
+4,900
| +40% | +$807K |
|
|
UTEK
870
CALL
DELISTED
Ultratech Inc.
UTEK
| $2.79M | 0.01% |
+174,200
| New | +$2.9M |
|
871
CME Group
CME
$97.1B
| $2.79M | 0.01% |
30,030
+30
| +0.1% | +$2.85K |
|
|
ASNA
872
PUT
DELISTED
Ascena Retail Group, Inc.
ASNA
| $2.78M | 0.01% |
+10,000
| New | +$2.61M |
|
873
CALL
Groupon
GRPN
$867M
| $2.78M | 0.01% |
42,630
-18,165
| -30% | -$1.62M |
|
874
CALL
Lowe's Companies
LOW
$122B
| $2.77M | 0.01% |
40,100
+30,200
| +305% | +$2.08M |
|
875
CALL
Western Digital
WDC
$171B
| $2.76M | 0.01% |
45,908
-299,395
| -87% | -$18M |
|
Similar funds
GAM
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.