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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 | |
|---|---|---|---|---|---|---|
901
Waste Management
WM
$90B
| $2.63M | 0.01% |
52,748
+10,524
| +25% | +$524K |
|
902
CALL
Zillow
ZG
$7.95B
| $2.62M | 0.01% |
91,300
-315,800
| -78% | -$8.45M |
|
903
PUT
JetBlue
JBLU
$2.11B
| $2.61M | 0.01% |
101,400
-298,800
| -75% | -$7.04M |
|
904
CALL
Simon Property Group
SPG
$70.9B
| $2.61M | 0.01% |
14,200
-3,600
| -20% | -$660K |
|
905
PUT
Tower Semiconductor
TSEM
$29.7B
| $2.61M | 0.01% |
202,500
| – | – |
|
906
CALL
Nabors Industries
NBR
$1.38B
| $2.6M | 0.01% |
5,500
+300
| +6% | +$169K |
|
|
WFT
907
DELISTED
Weatherford International plc
WFT
| $2.59M | 0.01% |
305,738
+136,802
| +81% | +$1.38M |
|
908
Prudential Financial
PRU
$43.1B
| $2.58M | 0.01% |
33,873
-167,835
| -83% | -$14.1M |
|
|
WLB
909
PUT
DELISTED
Westmoreland Coal Company
WLB
| $2.58M | 0.01% |
182,700
+180,200
| +7,208% | +$2.65M |
|
910
CALL
Range Resources
RRC
$9.43B
| $2.57M | 0.01% |
80,000
+78,400
| +4,900% | +$3.06M |
|
911
TJX Companies
TJX
$168B
| $2.57M | 0.01% |
71,956
+65,988
| +1,106% | +$2.31M |
|
912
CALL
EOG Resources
EOG
$75.1B
| $2.57M | 0.01% |
35,200
+4,100
| +13% | +$319K |
|
913
CALL
Dollar General
DG
$27.3B
| $2.55M | 0.01% |
35,300
-607,700
| -95% | -$46.4M |
|
|
QLIK
914
PUT
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $2.55M | 0.01% |
70,000
-100,000
| -59% | -$3.86M |
|
|
ETP
915
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $2.55M | 0.01% |
62,000
-70,500
| -53% | -$3.42M |
|
916
CALL
Consolidated Edison
ED
$40.3B
| $2.54M | 0.01% |
38,000
+7,300
| +24% | +$462K |
|
917
PUT
Sempra
SRE
$56.8B
| $2.52M | 0.01% |
52,200
+47,400
| +988% | +$2.33M |
|
918
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.59B
| $2.52M | 0.01% |
73,700
+4,700
| +7% | +$173K |
|
919
PUT
Genworth Financial
GNW
$3.82B
| $2.52M | 0.01% |
545,000
-100,000
| -16% | -$589K |
|
920
CALL
Cboe Global Markets
CBOE
$30.9B
| $2.51M | 0.01% |
37,400
+30,600
| +450% | +$1.93M |
|
921
Palo Alto Networks
PANW
$314B
| $2.5M | 0.01% |
87,120
+56,208
| +182% | +$1.66M |
|
|
BOBE
922
CALL
DELISTED
Bob Evans Farms, Inc.
BOBE
| $2.49M | 0.01% |
57,400
+56,000
| +4,000% | +$2.65M |
|
|
NRF
923
PUT
DELISTED
NorthStar Realty Finance Corp.
NRF
| $2.47M | 0.01% |
100,000
-168,000
| -63% | -$5M |
|
924
PUT
Skyworks Solutions
SWKS
$10.4B
| $2.45M | 0.01% |
29,100
+4,600
| +19% | +$421K |
|
|
PCL
925
CALL
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $2.44M | 0.01% |
61,700
+56,400
| +1,064% | +$2.26M |
|
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.