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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 | |
|---|---|---|---|---|---|---|
1151
CALL
Constellation Brands
STZ
$23.3B
| $1.45M | ﹤0.01% |
11,600
+3,300
| +40% | +$407K |
|
|
AGU
1152
CALL
DELISTED
Agrium
AGU
| $1.45M | ﹤0.01% |
16,200
-21,200
| -57% | -$2.15M |
|
1153
CarMax
KMX
$8.53B
| $1.45M | ﹤0.01% |
24,450
+20,487
| +517% | +$1.28M |
|
1154
CALL
Tapestry
TPR
$25.9B
| $1.45M | ﹤0.01% |
50,100
-80,500
| -62% | -$2.49M |
|
1155
CALL
Chubb
CB
$133B
| $1.45M | ﹤0.01% |
14,000
+11,300
| +419% | +$1.18M |
|
1156
Healthpeak Properties
DOC
$14.3B
| $1.43M | ﹤0.01% |
42,275
-6,572
| -13% | -$227K |
|
1157
General Dynamics
GD
$107B
| $1.43M | ﹤0.01% |
10,391
+9,086
| +696% | +$1.31M |
|
|
HDS
1158
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
| $1.43M | ﹤0.01% |
+50,000
| New | +$1.68M |
|
|
AKRX
1159
CALL
DELISTED
Akorn Inc
AKRX
| $1.43M | ﹤0.01% |
50,000
-61,500
| -55% | -$2.54M |
|
|
JUNO
1160
CALL
DELISTED
Juno Therapeutics, Inc.
JUNO
| $1.42M | ﹤0.01% |
+35,000
| New | +$1.53M |
|
1161
Ross Stores
ROST
$78.2B
| $1.42M | ﹤0.01% |
29,324
+26,660
| +1,001% | +$1.36M |
|
1162
Capital One
COF
$138B
| $1.42M | ﹤0.01% |
19,549
-26,496
| -58% | -$2.13M |
|
|
WFT
1163
CALL
DELISTED
Weatherford International plc
WFT
| $1.42M | ﹤0.01% |
167,200
+112,300
| +205% | +$1.14M |
|
|
WLB
1164
DELISTED
Westmoreland Coal Company
WLB
| $1.42M | ﹤0.01% |
100,496
+98,025
| +3,967% | +$1.44M |
|
1165
CALL
Kraft Heinz
KHC
$30B
| $1.41M | ﹤0.01% |
+20,000
| New | +$1.51M |
|
|
CAM
1166
PUT
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $1.41M | ﹤0.01% |
23,000
-32,000
| -58% | -$1.77M |
|
1167
CALL
Waste Management
WM
$89.8B
| $1.41M | ﹤0.01% |
28,200
-34,900
| -55% | -$1.74M |
|
1168
First Solar
FSLR
$24.3B
| $1.4M | ﹤0.01% |
32,824
+18,821
| +134% | +$871K |
|
|
FOLD
1169
PUT
DELISTED
Amicus Therapeutics
FOLD
| $1.4M | ﹤0.01% |
+100,000
| New | +$1.57M |
|
1170
CALL
Colgate-Palmolive
CL
$73.9B
| $1.4M | ﹤0.01% |
22,000
-50,100
| -69% | -$3.27M |
|
|
GREK
1171
Global X MSCI Greece ETF
GREK
$332M
| $1.39M | ﹤0.01% |
48,214
-29,531
| -38% | -$875K |
|
1172
CALL
Dominion Energy
D
$60.5B
| $1.39M | ﹤0.01% |
19,700
-139,000
| -88% | -$9.77M |
|
1173
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.33B
| $1.39M | ﹤0.01% |
12,970
-8,792
| -40% | -$983K |
|
1174
CALL
Oshkosh
OSK
$9.44B
| $1.38M | ﹤0.01% |
38,100
+36,800
| +2,831% | +$1.44M |
|
1175
CALL
Estee Lauder
EL
$31.6B
| $1.38M | ﹤0.01% |
17,100
+14,200
| +490% | +$1.19M |
|
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.