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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 | |
|---|---|---|---|---|---|---|
|
COL
976
CALL
DELISTED
Rockwell Collins
COL
| $2.18M | ﹤0.01% |
26,600
+26,400
| +13,200% | +$2.27M |
|
977
CALL
Fidelity National Information Services
FIS
$22.2B
| $2.17M | ﹤0.01% |
32,400
+32,200
| +16,100% | +$2.15M |
|
978
Banco Bradesco
BBD
$33.8B
| $2.17M | ﹤0.01% |
861,380
+459,212
| +114% | +$1.55M |
|
|
NAV
979
PUT
DELISTED
Navistar International
NAV
| $2.16M | ﹤0.01% |
+170,000
| New | +$2.99M |
|
980
CALL
Lennar Class A
LEN
$20.9B
| $2.16M | ﹤0.01% |
47,170
-12,502
| -21% | -$614K |
|
981
PUT
Trimble
TRMB
$13.2B
| $2.16M | ﹤0.01% |
+131,600
| New | +$2.66M |
|
982
Red Robin
RRGB
$191M
| $2.16M | ﹤0.01% |
28,491
+26,687
| +1,479% | +$2.24M |
|
|
APC
983
DELISTED
Anadarko Petroleum
APC
| $2.16M | ﹤0.01% |
35,719
-253,346
| -88% | -$18M |
|
984
Goodyear
GT
$1.75B
| $2.16M | ﹤0.01% |
73,523
-39,578
| -35% | -$1.19M |
|
985
PUT
Las Vegas Sands
LVS
$30B
| $2.14M | ﹤0.01% |
56,400
-217,900
| -79% | -$11M |
|
|
PCL
986
PUT
DELISTED
PLUM CREEK TIMBER CO (REIT)
PCL
| $2.14M | ﹤0.01% |
54,200
+48,900
| +923% | +$1.96M |
|
987
RTX Corp
RTX
$299B
| $2.14M | ﹤0.01% |
38,238
+14,751
| +63% | +$908K |
|
988
CALL
Community Health Systems
CYH
$423M
| $2.14M | ﹤0.01% |
60,500
-153,186
| -72% | -$7.02M |
|
989
BlackBerry
BB
$5.23B
| $2.14M | ﹤0.01% |
348,798
+333,798
| +2,225% | +$2.49M |
|
990
US Bancorp
USB
$102B
| $2.14M | ﹤0.01% |
52,130
+14,505
| +39% | +$628K |
|
|
LLTC
991
CALL
DELISTED
Linear Technology Corp
LLTC
| $2.13M | ﹤0.01% |
52,900
+1,900
| +4% | +$77.9K |
|
992
CALL
Plains All American Pipeline
PAA
$16.7B
| $2.13M | ﹤0.01% |
70,000
+59,600
| +573% | +$2.18M |
|
|
MW
993
PUT
DELISTED
THE MENS WAREHOUSE INC
MW
| $2.13M | ﹤0.01% |
50,000
+48,400
| +3,025% | +$2.68M |
|
|
PNRA
994
DELISTED
Panera Bread Co
PNRA
| $2.13M | ﹤0.01% |
10,989
+43
| +0.4% | +$8.02K |
|
|
PXD
995
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.12M | ﹤0.01% |
17,439
-141,236
| -89% | -$17.6M |
|
996
Johnson Controls International
JCI
$92.5B
| $2.11M | ﹤0.01% |
48,823
+21,685
| +80% | +$1,000K |
|
|
AUY
997
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $2.11M | ﹤0.01% |
1,242,500
-34,500
| -3% | -$70.6K |
|
998
CALL
iShares TIPS Bond ETF
TIP
$14.7B
| $2.1M | ﹤0.01% |
19,000
-61,000
| -76% | -$6.8M |
|
999
CALL
Automatic Data Processing
ADP
$108B
| $2.1M | ﹤0.01% |
26,100
+24,600
| +1,640% | +$1.97M |
|
|
POT
1000
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $2.09M | ﹤0.01% |
101,800
-60,700
| -37% | -$1.59M |
|
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.