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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 | |
|---|---|---|---|---|---|---|
926
PUT
MBIA
MBI
$261M
| $2.43M | 0.01% |
+400,000
| New | +$2.57M |
|
|
GNC
927
PUT
DELISTED
GNC Holdings, Inc.
GNC
| $2.43M | 0.01% |
60,100
+3,500
| +6% | +$160K |
|
|
SDRL
928
CALL
DELISTED
Seadrill Limited Common Stock
SDRL
| $2.42M | 0.01% |
1,531
-406
| -21% | -$866K |
|
929
Exelon
EXC
$47.3B
| $2.42M | 0.01% |
+114,082
| New | +$2.56M |
|
930
CALL
AvalonBay Communities
AVB
$26.3B
| $2.41M | 0.01% |
13,800
+13,700
| +13,700% | +$2.32M |
|
931
PUT
Edison International
EIX
$27.4B
| $2.4M | 0.01% |
38,100
+29,200
| +328% | +$1.73M |
|
932
CALL
Brunswick
BC
$5.28B
| $2.4M | 0.01% |
+50,000
| New | +$2.54M |
|
933
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$32.6B
| $2.39M | 0.01% |
20,600
-410,700
| -95% | -$47.5M |
|
934
JPMorgan Chase
JPM
$963B
| $2.39M | 0.01% |
+39,140
| New | +$2.56M |
|
935
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.52B
| $2.38M | 0.01% |
80,550
+63,054
| +360% | +$2.43M |
|
936
Zillow
ZG
$7.96B
| $2.37M | 0.01% |
+82,490
| New | +$2.21M |
|
937
Petrobras
PBR
$115B
| $2.37M | 0.01% |
544,280
+491,280
| +927% | +$3M |
|
|
CYB
938
CALL
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $2.37M | 0.01% |
+95,000
| New | +$2.38M |
|
|
MBLY
939
CALL
DELISTED
Mobileye N.V.
MBLY
| $2.36M | 0.01% |
51,900
-40,600
| -44% | -$2.23M |
|
|
VTLE
940
PUT
DELISTED
Vital Energy
VTLE
| $2.35M | 0.01% |
12,475
+12,445
| +41,483% | +$2.46M |
|
|
VMW
941
DELISTED
VMware, Inc
VMW
| $2.35M | 0.01% |
29,812
-108,132
| -78% | -$8.99M |
|
942
CALL
Conagra Brands
CAG
$7.46B
| $2.34M | 0.01% |
74,273
+23,001
| +45% | +$772K |
|
943
PUT
ProShares UltraShort S&P500
SDS
$367M
| $2.33M | 0.01% |
+1,000
| New | +$2.15M |
|
944
CALL
Sempra
SRE
$56.9B
| $2.32M | 0.01% |
48,000
-85,200
| -64% | -$4.19M |
|
945
CALL
Under Armour
UAA
$2.31B
| $2.31M | 0.01% |
47,800
-20,400
| -30% | -$970K |
|
|
AKRX
946
PUT
DELISTED
Akorn Inc
AKRX
| $2.29M | 0.01% |
80,400
| – | – |
|
|
HES
947
DELISTED
Hess
HES
| $2.29M | 0.01% |
+45,665
| New | +$2.61M |
|
948
CALL
Kohl's
KSS
$2.21B
| $2.27M | 0.01% |
49,100
+1,700
| +4% | +$95.6K |
|
|
BNY
949
PUT
Bank of New York Mellon
BNY
$110B
| $2.27M | 0.01% |
58,100
+41,800
| +256% | +$1.74M |
|
950
General Motors
GM
$76.2B
| $2.27M | 0.01% |
75,528
-243,133
| -76% | -$7.45M |
|
Similar funds
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.