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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 | |
|---|---|---|---|---|---|---|
1126
PUT
Digital Realty Trust
DLR
$73.9B
| $1.55M | ﹤0.01% |
23,800
+23,300
| +4,660% | +$1.52M |
|
|
BRCM
1127
CALL
DELISTED
BROADCOM CORP CL-A
BRCM
| $1.54M | ﹤0.01% |
30,000
-300
| -1% | -$15.4K |
|
1128
CALL
Heron Therapeutics
HRTX
$63.2M
| $1.54M | ﹤0.01% |
+63,000
| New | +$2.1M |
|
1129
NOV
NOV
$7.56B
| $1.54M | ﹤0.01% |
40,826
-151,005
| -79% | -$6.18M |
|
1130
PUT
NetEase
NTES
$80.2B
| $1.54M | ﹤0.01% |
64,000
+59,000
| +1,180% | +$1.52M |
|
1131
Suncor Energy
SU
$77.9B
| $1.53M | ﹤0.01% |
57,444
+56,561
| +6,406% | +$1.52M |
|
1132
Molson Coors Class B
TAP
$7.87B
| $1.53M | ﹤0.01% |
18,469
+4,483
| +32% | +$325K |
|
|
BTU
1133
PUT
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
| $1.53M | ﹤0.01% |
74,000
+9,933
| +16% | +$224K |
|
1134
CALL
Aptiv
APTV
$10.3B
| $1.52M | ﹤0.01% |
20,000
+15,800
| +376% | +$1.21M |
|
1135
PUT
SLM Corp
SLM
$5.23B
| $1.51M | ﹤0.01% |
204,500
-2,000
| -1% | -$17.6K |
|
|
VNET
1136
VNET Group
VNET
$2.21B
| $1.51M | ﹤0.01% |
82,372
+46,942
| +132% | +$893K |
|
|
TYC
1137
CALL
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $1.51M | ﹤0.01% |
42,975
+5,539
| +15% | +$213K |
|
1138
Under Armour
UAA
$2.3B
| $1.5M | ﹤0.01% |
31,050
-34,534
| -53% | -$1.64M |
|
|
RAX
1139
DELISTED
Rackspace Hosting Inc
RAX
| $1.5M | ﹤0.01% |
+60,587
| New | +$1.95M |
|
1140
CALL
Abbott
ABT
$193B
| $1.49M | ﹤0.01% |
37,100
-17,200
| -32% | -$811K |
|
1141
PUT
Constellation Brands
STZ
$23.4B
| $1.49M | ﹤0.01% |
11,900
+6,500
| +120% | +$802K |
|
|
CY
1142
DELISTED
Cypress Semiconductor
CY
| $1.49M | ﹤0.01% |
174,740
+67,369
| +63% | +$707K |
|
1143
G-III Apparel Group
GIII
$1.42B
| $1.49M | ﹤0.01% |
+24,127
| New | +$1.66M |
|
1144
Macy's
M
$6.24B
| $1.49M | ﹤0.01% |
28,974
-114,677
| -80% | -$7.19M |
|
|
EGRX
1145
CALL
DELISTED
Eagle Pharmaceuticals, Inc.
EGRX
| $1.48M | ﹤0.01% |
+20,000
| New | +$1.66M |
|
|
FSL
1146
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $1.47M | ﹤0.01% |
40,201
-49,088
| -55% | -$1.84M |
|
|
DO
1147
DELISTED
Diamond Offshore Drilling
DO
| $1.47M | ﹤0.01% |
84,684
+25,281
| +43% | +$564K |
|
1148
CALL
Biogen
BIIB
$31B
| $1.46M | ﹤0.01% |
+5,000
| New | +$1.65M |
|
1149
CALL
TSMC
TSM
$2.21T
| $1.46M | ﹤0.01% |
70,100
+68,100
| +3,405% | +$1.43M |
|
|
OKS
1150
CALL
DELISTED
Oneok Partners LP
OKS
| $1.45M | ﹤0.01% |
49,700
-100
| -0.2% | -$3.23K |
|
Similar funds
HF
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.