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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 | |
|---|---|---|---|---|---|---|
|
SCTY
1176
DELISTED
SolarCity Corporation
SCTY
| $1.38M | ﹤0.01% |
32,225
+29,119
| +938% | +$1.46M |
|
|
VMW
1177
CALL
DELISTED
VMware, Inc
VMW
| $1.37M | ﹤0.01% |
17,400
-206,900
| -92% | -$17.2M |
|
1178
HCA Healthcare
HCA
$88.6B
| $1.37M | ﹤0.01% |
17,669
+9,583
| +119% | +$849K |
|
1179
PUT
Broadcom
AVGO
$1.94T
| $1.36M | ﹤0.01% |
109,000
-42,000
| -28% | -$531K |
|
1180
Marathon Petroleum
MPC
$100B
| $1.36M | ﹤0.01% |
29,379
+19,391
| +194% | +$998K |
|
1181
CALL
Carnival Corporation Ltd
CCL
$39.1B
| $1.36M | ﹤0.01% |
27,300
-35,400
| -56% | -$1.8M |
|
1182
CALL
3D Systems Corp
DDD
$610M
| $1.35M | ﹤0.01% |
116,900
+64,900
| +125% | +$901K |
|
|
LNKD
1183
DELISTED
LinkedIn Corporation
LNKD
| $1.35M | ﹤0.01% |
+7,091
| New | +$1.41M |
|
|
LINE
1184
PUT
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
| $1.34M | ﹤0.01% |
500,000
+498,600
| +35,614% | +$2.22M |
|
|
FTR
1185
CALL
DELISTED
Frontier Communications Corp.
FTR
| $1.34M | ﹤0.01% |
18,780
-9,567
| -34% | -$724K |
|
1186
CALL
Burlington
BURL
$22.1B
| $1.34M | ﹤0.01% |
26,200
+18,600
| +245% | +$993K |
|
1187
Trimble
TRMB
$13.3B
| $1.34M | ﹤0.01% |
+81,400
| New | +$1.64M |
|
|
ESV
1188
CALL
DELISTED
Ensco Rowan plc
ESV
| $1.34M | ﹤0.01% |
23,725
+975
| +4% | +$67.1K |
|
1189
SLM Corp
SLM
$5.2B
| $1.33M | ﹤0.01% |
180,288
+82,455
| +84% | +$727K |
|
|
WLB
1190
CALL
DELISTED
Westmoreland Coal Company
WLB
| $1.33M | ﹤0.01% |
94,600
+900
| +1% | +$13.3K |
|
1191
CALL
JetBlue
JBLU
$2.17B
| $1.33M | ﹤0.01% |
51,600
-380,000
| -88% | -$8.96M |
|
|
ELLI
1192
PUT
DELISTED
Ellie Mae Inc
ELLI
| $1.33M | ﹤0.01% |
+20,000
| New | +$1.48M |
|
1193
Travelers Companies
TRV
$77.1B
| $1.32M | ﹤0.01% |
13,305
-26,788
| -67% | -$2.74M |
|
|
DNKN
1194
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.32M | ﹤0.01% |
26,910
+16,905
| +169% | +$876K |
|
1195
PPG Industries
PPG
$25.3B
| $1.32M | ﹤0.01% |
15,024
+13,769
| +1,097% | +$1.4M |
|
1196
Emerson Electric
EMR
$91.6B
| $1.32M | ﹤0.01% |
29,805
+29,707
| +30,313% | +$1.46M |
|
1197
HSBC
HSBC
$358B
| $1.31M | ﹤0.01% |
38,978
-193,000
| -83% | -$7.21M |
|
1198
PUT
ProShares UltraPro Short QQQ
SQQQ
$1.67B
| $1.31M | ﹤0.01% |
5
| – | – |
|
1199
PUT
Tidewater
TDW
$4.6B
| $1.31M | ﹤0.01% |
3,100
+3,091
| +34,344% | +$1.78M |
|
|
CTRA
1200
PUT
DELISTED
Coterra Energy
CTRA
| $1.31M | ﹤0.01% |
60,000
-149,400
| -71% | -$3.83M |
|
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.