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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 | |
|---|---|---|---|---|---|---|
1001
Accenture
ACN
$108B
| $2.09M | ﹤0.01% |
21,294
+16,687
| +362% | +$1.66M |
|
1002
PUT
Oil States International
OIS
$544M
| $2.09M | ﹤0.01% |
80,000
+45,600
| +133% | +$1.35M |
|
1003
Invesco DB Agriculture Fund
DBA
$1.24B
| $2.08M | ﹤0.01% |
99,767
+87,368
| +705% | +$1.88M |
|
1004
CALL
Caesarstone
CSTE
$116M
| $2.08M | ﹤0.01% |
68,500
+2,000
| +3% | +$104K |
|
1005
CALL
Lear
LEA
$8.3B
| $2.08M | ﹤0.01% |
19,100
+18,500
| +3,083% | +$1.93M |
|
1006
Trane Technologies
TT
$106B
| $2.08M | ﹤0.01% |
+40,891
| New | +$2.44M |
|
|
QEP
1007
DELISTED
QEP RESOURCES, INC.
QEP
| $2.08M | ﹤0.01% |
165,638
+31,454
| +23% | +$434K |
|
1008
PUT
Ulta Beauty
ULTA
$21.9B
| $2.07M | ﹤0.01% |
12,700
-300
| -2% | -$49.4K |
|
1009
CALL
Fluor
FLR
$7.12B
| $2.07M | ﹤0.01% |
48,900
-6,500
| -12% | -$305K |
|
1010
CALL
Travelers Companies
TRV
$77.4B
| $2.07M | ﹤0.01% |
20,800
+17,200
| +478% | +$1.76M |
|
1011
PUT
PPG Industries
PPG
$25.4B
| $2.06M | ﹤0.01% |
+23,500
| New | +$2.39M |
|
|
1012
PUT
Fluor
FLR
$7.12B
| $2.06M | ﹤0.01% |
48,600
-11,900
| -20% | -$558K |
|
1013
Coca-Cola Europacific Partners
CCEP
$47.4B
| $2.05M | ﹤0.01% |
42,485
-450,234
| -91% | -$21.9M |
|
1014
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$311M
| $2.05M | ﹤0.01% |
+47,200
| New | +$2.16M |
|
1015
Eagle Materials
EXP
$6.39B
| $2.04M | ﹤0.01% |
29,884
+29,869
| +199,127% | +$2.33M |
|
1016
PUT
Devon Energy
DVN
$50B
| $2.04M | ﹤0.01% |
55,000
-52,800
| -49% | -$2.42M |
|
1017
CALL
RH
RH
$3.42B
| $2.04M | ﹤0.01% |
21,800
+10,300
| +90% | +$1.01M |
|
1018
Mastercard
MA
$497B
| $2.03M | ﹤0.01% |
22,516
-17,109
| -43% | -$1.61M |
|
1019
PUT
Ally Financial
ALLY
$13.6B
| $2.02M | ﹤0.01% |
99,100
+65,300
| +193% | +$1.42M |
|
1020
Nike
NKE
$60.6B
| $2.01M | ﹤0.01% |
+32,758
| New | +$1.85M |
|
1021
PUT
iShares MSCI Taiwan ETF
EWT
$11.5B
| $2.01M | ﹤0.01% |
+76,500
| New | +$2.15M |
|
1022
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
| $2.01M | ﹤0.01% |
18,889
+18,888
| +1,888,800% | +$2.05M |
|
1023
PUT
Consolidated Edison
ED
$40.2B
| $2M | ﹤0.01% |
30,000
+1,600
| +6% | +$101K |
|
1024
Zions Bancorporation
ZION
$10.5B
| $2M | ﹤0.01% |
72,531
-46,404
| -39% | -$1.38M |
|
1025
CALL
NetEase
NTES
$79.9B
| $1.99M | ﹤0.01% |
83,000
+46,000
| +124% | +$1.19M |
|
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.