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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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
PM icon
151
PUT
Philip Morris
PM
$297B
$39.6M 0.09%
498,800
+277,100
+125% +$22.8M
CRM icon
152
CALL
Salesforce
CRM
$151B
$38.8M 0.09%
558,400
+288,300
+107% +$20.4M
QIHU
153
CALL
DELISTED
QIHOO 360 TECHNOLOGY CO LTD ADS RPSTG 3 CL A SHS
QIHU
$38.5M 0.09%
804,100
+401,400
+100% +$22.6M
DAL icon
154
CALL
Delta Air Lines
DAL
$57.5B
$38.1M 0.08%
850,200
-132,000
-13% -$5.93M
TGT icon
155
CALL
Target
TGT
$65.6B
$37.8M 0.08%
480,100
+186,900
+64% +$14.9M
AAPL icon
156
Apple
AAPL
$4.54T
$37.4M 0.08%
1,355,204
+648,520
+92% +$19M
EBAY icon
157
PUT
eBay
EBAY
$50.6B
$36.9M 0.08%
1,507,900
-1,588,978
-51% -$42.7M
YHOO
158
DELISTED
Yahoo Inc
YHOO
$36.9M 0.08%
1,274,680
+458,995
+56% +$15.9M
AAL icon
159
CALL
American Airlines Group
AAL
$10.1B
$36.7M 0.08%
946,300
-288,700
-23% -$11.9M
ICE icon
160
CALL
Intercontinental Exchange
ICE
$85.6B
$36.7M 0.08%
781,500
+24,500
+3% +$1.13M
FXE icon
161
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
$36.4M 0.08%
332,100
-163,500
-33% -$17.8M
DIA icon
162
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$36.4M 0.08%
223,562
+81,357
+57% +$13.9M
MMM icon
163
CALL
3M
MMM
$90.9B
$36.1M 0.08%
304,502
+182,032
+149% +$22.4M
RIG icon
164
PUT
Transocean
RIG
$5.89B
$35.9M 0.08%
2,777,200
+2,009,300
+262% +$27.9M
TSLA icon
165
PUT
Tesla
TSLA
$1.23T
$35.7M 0.08%
2,152,500
-297,000
-12% -$5.05M
LLY icon
166
CALL
Eli Lilly
LLY
$1.02T
$35.6M 0.08%
425,200
+395,200
+1,317% +$33.4M
GIS icon
167
CALL
General Mills
GIS
$19.1B
$35.4M 0.08%
630,600
+167,800
+36% +$9.61M
AAL icon
168
American Airlines Group
AAL
$10.1B
$35.2M 0.08%
907,704
+490,426
+118% +$20.1M
HYG icon
169
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$34.7M 0.08%
417,200
-764,400
-65% -$66.2M
UPS icon
170
CALL
United Parcel Service
UPS
$88.6B
$34.7M 0.08%
351,800
-291,500
-45% -$28.8M
TWTR
171
PUT
DELISTED
Twitter, Inc.
TWTR
$34.6M 0.08%
1,283,100
-617,900
-33% -$18.5M
LOW icon
172
PUT
Lowe's Companies
LOW
$117B
$34.5M 0.08%
500,100
+486,700
+3,632% +$33.5M
MNDT
173
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
$34.3M 0.08%
1,079,100
+74,700
+7% +$3.12M
BIDU icon
174
Baidu
BIDU
$37.7B
$34.3M 0.08%
249,475
+182,028
+270% +$30M
WFM
175
CALL
DELISTED
Whole Foods Market Inc
WFM
$34M 0.08%
1,075,100
+911,200
+556% +$32.2M
5 6
7
8 9

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
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
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 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.