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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 | |
|---|---|---|---|---|---|---|
1276
CALL
Arista Networks
ANET
$257B
| $1.03M | ﹤0.01% |
268,800
+148,800
| +124% | +$709K |
|
1277
iShares MSCI Spain ETF
EWP
$2.21B
| $1.02M | ﹤0.01% |
34,542
+34,541
| +3,454,100% | +$1.13M |
|
1278
PUT
Toronto Dominion Bank
TD
$204B
| $1.02M | ﹤0.01% |
25,900
+14,700
| +131% | +$585K |
|
1279
CALL
DaVita
DVA
$11.6B
| $1.02M | ﹤0.01% |
14,100
-32,000
| -69% | -$2.48M |
|
|
GNC
1280
DELISTED
GNC Holdings, Inc.
GNC
| $1.02M | ﹤0.01% |
25,212
-3,136
| -11% | -$143K |
|
1281
PUT
Toll Brothers
TOL
$13.9B
| $1.02M | ﹤0.01% |
29,700
-61,500
| -67% | -$2.33M |
|
1282
Target
TGT
$69.9B
| $1.01M | ﹤0.01% |
12,895
-100,377
| -89% | -$8.01M |
|
|
INFI
1283
CALL
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $1.01M | ﹤0.01% |
+120,000
| New | +$1.11M |
|
1284
Darling Ingredients
DAR
$10B
| $1.01M | ﹤0.01% |
89,675
+89,554
| +74,012% | +$1.14M |
|
1285
PUT
Archer Daniels Midland
ADM
$38.6B
| $1.01M | ﹤0.01% |
24,300
-18,900
| -44% | -$863K |
|
1286
CALL
Open Text
OTEX
$5.8B
| $1.01M | ﹤0.01% |
45,000
-14,200
| -24% | -$307K |
|
|
CPN
1287
DELISTED
Calpine Corporation
CPN
| $1M | ﹤0.01% |
68,682
+67,952
| +9,308% | +$1.12M |
|
|
MOMO
1288
CALL
Hello Group
MOMO
$867M
| $1M | ﹤0.01% |
80,000
| – | – |
|
|
DCP
1289
DELISTED
DCP Midstream, LP
DCP
| $996K | ﹤0.01% |
+41,189
| New | +$1.19M |
|
|
CYBR
1290
DELISTED
CyberArk
CYBR
| $995K | ﹤0.01% |
19,839
+967
| +5% | +$52.8K |
|
|
LKM
1291
CALL
DELISTED
Link Motion Inc.
LKM
| $993K | ﹤0.01% |
300,000
| – | – |
|
|
HZNP
1292
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $991K | ﹤0.01% |
+50,000
| New | +$1.58M |
|
|
HZNP
1293
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $991K | ﹤0.01% |
+50,000
| New | +$1.58M |
|
|
SWFT
1294
CALL
DELISTED
Swift Transportation Company
SWFT
| $989K | ﹤0.01% |
65,800
+64,800
| +6,480% | +$1.36M |
|
1295
GoPro
GPRO
$117M
| $985K | ﹤0.01% |
31,565
-2,467
| -7% | -$121K |
|
1296
PUT
Credit Acceptance
CACC
$6.05B
| $984K | ﹤0.01% |
+5,000
| New | +$1.09M |
|
1297
Freeport-McMoran
FCX
$93.6B
| $983K | ﹤0.01% |
101,409
-385,038
| -79% | -$4.62M |
|
|
ALDR
1298
PUT
DELISTED
Alder Biopharmaceuticals
ALDR
| $983K | ﹤0.01% |
+30,000
| New | +$1.28M |
|
1299
PUT
Vanguard Real Estate ETF
VNQ
$39.1B
| $982K | ﹤0.01% |
13,000
-40,900
| -76% | -$3.14M |
|
1300
CALL
Gen Digital
GEN
$17.7B
| $978K | ﹤0.01% |
50,200
-7,900
| -14% | -$170K |
|
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.