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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 | |
|---|---|---|---|---|---|---|
|
CS
1101
CALL
DELISTED
Credit Suisse Group
CS
| $1.65M | ﹤0.01% |
+68,600
| New | +$1.88M |
|
|
ESRX
1102
DELISTED
Express Scripts Holding Company
ESRX
| $1.65M | ﹤0.01% |
+20,314
| New | +$1.77M |
|
|
DO
1103
PUT
DELISTED
Diamond Offshore Drilling
DO
| $1.64M | ﹤0.01% |
94,800
-100
| -0.1% | -$2.23K |
|
1104
Zimmer Biomet
ZBH
$19.2B
| $1.64M | ﹤0.01% |
17,951
+16,994
| +1,776% | +$1.7M |
|
1105
Sumitomo Mitsui Financial
SMFG
$167B
| $1.63M | ﹤0.01% |
+214,142
| New | +$1.8M |
|
1106
PUT
First Solar
FSLR
$24.5B
| $1.63M | ﹤0.01% |
38,200
+19,200
| +101% | +$888K |
|
1107
PUT
Heron Therapeutics
HRTX
$62.7M
| $1.63M | ﹤0.01% |
+66,800
| New | +$2.23M |
|
1108
CALL
FMC
FMC
$1.29B
| $1.63M | ﹤0.01% |
+55,344
| New | +$2.14M |
|
|
RDC
1109
PUT
DELISTED
Rowan Companies Plc
RDC
| $1.63M | ﹤0.01% |
100,600
-8,500
| -8% | -$148K |
|
1110
CALL
Edison International
EIX
$27.3B
| $1.61M | ﹤0.01% |
25,600
+24,200
| +1,729% | +$1.44M |
|
1111
CALL
F5
FFIV
$23.2B
| $1.61M | ﹤0.01% |
13,900
+1,400
| +11% | +$171K |
|
1112
PUT
Dominion Energy
D
$60.5B
| $1.61M | ﹤0.01% |
22,900
+8,600
| +60% | +$604K |
|
|
JWN
1113
DELISTED
Nordstrom
JWN
| $1.61M | ﹤0.01% |
22,408
+3,527
| +19% | +$266K |
|
1114
Genworth Financial
GNW
$3.83B
| $1.59M | ﹤0.01% |
345,319
+195,152
| +130% | +$1.15M |
|
|
CTXS
1115
DELISTED
Citrix Systems Inc
CTXS
| $1.59M | ﹤0.01% |
28,773
-323,411
| -92% | -$18.4M |
|
1116
Ambarella
AMBA
$3.56B
| $1.58M | ﹤0.01% |
27,419
+22,712
| +483% | +$2.14M |
|
|
PNRA
1117
CALL
DELISTED
Panera Bread Co
PNRA
| $1.58M | ﹤0.01% |
8,200
-36,100
| -81% | -$6.73M |
|
1118
PUT
Shopify
SHOP
$199B
| $1.58M | ﹤0.01% |
+450,000
| New | +$1.43M |
|
1119
CALL
InterDigital
IDCC
$8.91B
| $1.58M | ﹤0.01% |
31,300
-22,700
| -42% | -$1.17M |
|
1120
PUT
Invesco CurrencyShares Australian Dollar Trust
FXA
$98.3M
| $1.58M | ﹤0.01% |
+22,500
| New | +$1.63M |
|
1121
Blackrock
BLK
$182B
| $1.58M | ﹤0.01% |
5,306
+2,248
| +74% | +$725K |
|
1122
ProShares UltraShort Bloomberg Crude Oil
SCO
$601M
| $1.57M | ﹤0.01% |
456
+348
| +322% | +$1.25M |
|
1123
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$276M
| – | – |
0
| – | – |
|
1124
CALL
Vertex Pharmaceuticals
VRTX
$129B
| $1.56M | ﹤0.01% |
+15,000
| New | +$1.93M |
|
|
1125
PUT
Vertex Pharmaceuticals
VRTX
$129B
| $1.56M | ﹤0.01% |
+15,000
| New | +$1.93M |
|
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.