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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 | 0.51% |
| 4 | Communication Services | 0.5% |
| 5 | Consumer Staples | 0.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1576
CALL
Halozyme
HALO
$11.4B
| $443K | ﹤0.01% |
33,000
-88,300
| -73% | -$1.77M |
|
1577
PUT
Williams-Sonoma
WSM
$28.5B
| $443K | ﹤0.01% |
11,600
-168,800
| -94% | -$6.87M |
|
1578
Intrepid Potash
IPI
$484M
| $441K | ﹤0.01% |
+7,962
| New | +$662K |
|
|
CIT
1579
CALL
DELISTED
CIT Group Inc.
CIT
| $440K | ﹤0.01% |
11,000
+5,300
| +93% | +$238K |
|
1580
CALL
Canadian National Railway
CNI
$77.2B
| $436K | ﹤0.01% |
7,700
+5,300
| +221% | +$309K |
|
1581
PUT
MaxLinear
MXL
$6.95B
| $435K | ﹤0.01% |
35,000
-258,100
| -88% | -$2.84M |
|
1582
PUT
iShares US Transportation ETF
IYT
$2.3B
| $434K | ﹤0.01% |
12,400
+7,600
| +158% | +$276K |
|
1583
Constellation Brands
STZ
$23.3B
| $434K | ﹤0.01% |
3,463
-1,127
| -25% | -$139K |
|
1584
PUT
Workday
WDAY
$51B
| $432K | ﹤0.01% |
6,200
-10,100
| -62% | -$781K |
|
|
ARMH
1585
PUT
DELISTED
ARM HOLDINGS PLC ADS
ARMH
| $432K | ﹤0.01% |
10,000
-9,600
| -49% | -$428K |
|
|
AET
1586
DELISTED
Aetna Inc
AET
| $431K | ﹤0.01% |
3,940
-124,756
| -97% | -$14.4M |
|
1587
PUT
Norfolk Southern
NSC
$75.9B
| $429K | ﹤0.01% |
5,600
+3,200
| +133% | +$260K |
|
1588
Travel + Leisure Co
TNL
$4.58B
| $428K | ﹤0.01% |
13,170
-24,720
| -65% | -$888K |
|
1589
CALL
Darden Restaurants
DRI
$25.4B
| $425K | ﹤0.01% |
6,936
-20,360
| -75% | -$1.29M |
|
1590
CALL
AngloGold Ashanti
AU
$48.1B
| $423K | ﹤0.01% |
51,600
+49,400
| +2,245% | +$366K |
|
1591
CALL
Axalta
AXTA
$7.93B
| $421K | ﹤0.01% |
+16,600
| New | +$493K |
|
1592
PUT
Signet Jewelers
SIG
$3.6B
| $421K | ﹤0.01% |
3,100
+2,700
| +675% | +$346K |
|
|
EXXI
1593
PUT
DELISTED
ENERGY XXI LTD COM SHS
EXXI
| $420K | ﹤0.01% |
400,000
| – | – |
|
|
AGEN
1594
Agenus
AGEN
$315M
| $419K | ﹤0.01% |
+4,636
| New | +$686K |
|
|
AGEN
1595
PUT
Agenus
AGEN
$315M
| $419K | ﹤0.01% |
+4,636
| New | +$686K |
|
1596
CALL
Microchip Technology
MCHP
$42.2B
| $419K | ﹤0.01% |
19,400
+17,600
| +978% | +$379K |
|
|
NBIS
1597
PUT
Nebius Group N.V.
NBIS
$69.3B
| $419K | ﹤0.01% |
39,100
-62,900
| -62% | -$821K |
|
1598
PUT
Fastenal
FAST
$58.9B
| $417K | ﹤0.01% |
45,600
-185,200
| -80% | -$1.84M |
|
1599
Toronto Dominion Bank
TD
$203B
| $417K | ﹤0.01% |
10,588
+2,816
| +36% | +$112K |
|
|
BDSI
1600
CALL
DELISTED
BioDelivery Sciences International, Inc.
BDSI
| $417K | ﹤0.01% |
75,000
+25,000
| +50% | +$185K |
|
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.