We are live on ! Find out more
Parallax Volatility Advisers

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
Cap. Flow
+$2.52B
Cap. Flow %
5.6%
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
IWM icon
iShares Russell 2000 ETF
IWM
+$380M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$161M
3
FXI icon
iShares China Large-Cap ETF
FXI
+$94.6M
4
EWY icon
iShares MSCI South Korea ETF
EWY
+$45.2M
5
CMG icon
Chipotle Mexican Grill
CMG
+$45M

Top Sells

Rank Stock Value
1
QCOM icon
Qualcomm
QCOM
+$82.8M
2
DHR icon
Danaher
DHR
+$66.3M
3
BAC icon
Bank of America
BAC
+$53.7M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$45.8M
5
XLY icon
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 0.51%
4 Communication Services 0.5%
5 Consumer Staples 0.39%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EXPR
1426
CALL
DELISTED
Express, Inc.
EXPR
$684K ﹤0.01%
1,915
– –
UCO icon
1427
PUT
ProShares Ultra Bloomberg Crude Oil
UCO
$422M
$680K ﹤0.01%
+2,400
New +$792K
IVV icon
1428
CALL
iShares Core S&P 500 ETF
IVV
$910B
$677K ﹤0.01%
+3,500
New +$714K
TNET icon
1429
PUT
TriNet
TNET
$3.07B
$672K ﹤0.01%
+40,000
New +$818K
EDU icon
1430
PUT
New Oriental
EDU
$8.49B
$669K ﹤0.01%
33,100
-49,000
-60% -$1.05M
VNO icon
1431
CALL
Vornado Realty Trust
VNO
$7.33B
$669K ﹤0.01%
9,154
-9,030
-50% -$681K
ADBE icon
1432
Adobe
ADBE
$108B
$664K ﹤0.01%
8,081
+1,329
+20% +$108K
RDS.A
1433
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$663K ﹤0.01%
14,766
– –
RDS.A
1434
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$663K ﹤0.01%
14,766
– –
SFUN
1435
PUT
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$660K ﹤0.01%
2,000
-914
-31% -$298K
AOS icon
1436
A.O. Smith
AOS
$8.51B
$658K ﹤0.01%
20,188
-55,120
-73% -$1.88M
OIL
1437
CALL
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$658K ﹤0.01%
77,800
-175,500
-69% -$1.57M
XLK icon
1438
PUT
State Street Technology Select Sector SPDR ETF
XLK
$125B
$657K ﹤0.01%
33,200
-1,483,600
-98% -$30.6M
RGLD icon
1439
CALL
Royal Gold
RGLD
$19.1B
$653K ﹤0.01%
13,900
+4,600
+49% +$237K
EWH icon
1440
CALL
iShares MSCI Hong Kong ETF
EWH
$1.21B
$649K ﹤0.01%
+33,900
New +$704K
GRMN
1441
Garmin
GRMN
$59.8B
$647K ﹤0.01%
18,029
-59,405
-77% -$2.36M
NUS icon
1442
Nu Skin
NUS
$236M
$643K ﹤0.01%
15,583
-11
-0.1% -$472
SRPT icon
1443
CALL
Sarepta Therapeutics
SRPT
$1.94B
$642K ﹤0.01%
20,000
– –
WU icon
1444
Western Union
WU
$2.34B
$641K ﹤0.01%
34,932
+1,617
+5% +$30.8K
HZNP
1445
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$640K ﹤0.01%
+32,309
New +$1.02M
SWN
1446
PUT
DELISTED
Southwestern Energy Company
SWN
$638K ﹤0.01%
50,200
-900
-2% -$15.6K
JJSF icon
1447
J&J Snack Foods
JJSF
$1.67B
$637K ﹤0.01%
+5,607
New +$644K
JAH
1448
CALL
DELISTED
JARDEN CORPORATION
JAH
$635K ﹤0.01%
13,000
+12,700
+4,233% +$672K
AN icon
1449
CALL
AutoNation
AN
$6.9B
$634K ﹤0.01%
10,900
+7,500
+221% +$456K
BBVA icon
1450
Banco Bilbao Vizcaya Argentaria
BBVA
$157B
$632K ﹤0.01%
78,563
+73,540
+1,464% +$665K
56 57
58
59 60

Similar funds

Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return
First Manhattan
First Manhattan New York $36.1B AUM 11.5% 1-Year Est. Return
Viking Global Investors
Viking Global Investors Stamford, Connecticut $35.7B AUM 21.3% 1-Year Est. Return
Holocene Advisors
Holocene Advisors New York $41.5B AUM 42.97% 1-Year Est. Return

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.