We are live on
!
Find out more
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
(-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 | |
|---|---|---|---|---|---|---|
201
CALL
Philip Morris
PM
$297B
| $29.1M | 0.06% |
366,300
+286,600
| +360% | +$23.6M |
|
202
PUT
UnitedHealth
UNH
$376B
| $29M | 0.06% |
250,000
+130,500
| +109% | +$15.6M |
|
203
American International
AIG
$41.7B
| $28.9M | 0.06% |
508,917
-236,118
| -32% | -$14.4M |
|
|
BBBY
204
DELISTED
Bed Bath & Beyond Inc
BBBY
| $28.7M | 0.06% |
503,536
+407,502
| +424% | +$26M |
|
205
PUT
Blackstone
BX
$102B
| $28.5M | 0.06% |
917,508
+460,181
| +101% | +$16.6M |
|
206
CALL
Newmont
NEM
$98.7B
| $28.5M | 0.06% |
1,772,800
+1,456,400
| +460% | +$26.1M |
|
|
207
PUT
Newmont
NEM
$98.7B
| $28.4M | 0.06% |
1,767,800
+55,300
| +3% | +$990K |
|
|
APC
208
PUT
DELISTED
Anadarko Petroleum
APC
| $28.2M | 0.06% |
466,800
-104,200
| -18% | -$7.4M |
|
209
CALL
VanEck Gold Miners ETF
GDX
$22.7B
| $28.1M | 0.06% |
2,041,400
+323,500
| +19% | +$4.67M |
|
210
CALL
Procter & Gamble
PG
$336B
| $27.9M | 0.06% |
388,500
+200,900
| +107% | +$15.1M |
|
211
IBM
IBM
$211B
| $27.9M | 0.06% |
201,481
+196,743
| +4,152% | +$29.1M |
|
212
CALL
Home Depot
HD
$331B
| $27.9M | 0.06% |
241,300
-234,700
| -49% | -$27.1M |
|
213
Starbucks
SBUX
$120B
| $27.8M | 0.06% |
489,254
+394,898
| +419% | +$22.1M |
|
214
PUT
Yum! Brands
YUM
$42.2B
| $27.8M | 0.06% |
483,233
-202,113
| -29% | -$12.2M |
|
215
iShares MSCI Australia ETF
EWA
$1.39B
| $27.3M | 0.06% |
1,524,386
-862,635
| -36% | -$16.9M |
|
216
CALL
PayPal
PYPL
$48.9B
| $26.9M | 0.06% |
+867,000
| New | +$31.1M |
|
217
CALL
AbbVie
ABBV
$443B
| $26.9M | 0.06% |
493,500
+264,500
| +116% | +$17.2M |
|
|
WBA
218
DELISTED
Walgreens Boots Alliance
WBA
| $26.7M | 0.06% |
321,592
+276,367
| +611% | +$25M |
|
|
APC
219
CALL
DELISTED
Anadarko Petroleum
APC
| $26.6M | 0.06% |
440,000
+73,600
| +20% | +$5.23M |
|
220
Alphabet (Google) Class C
GOOG
$4.36T
| $26.4M | 0.06% |
866,780
+304,520
| +54% | +$9.36M |
|
221
CALL
Costco
COST
$422B
| $26.3M | 0.06% |
181,900
+96,900
| +114% | +$13.8M |
|
|
RSX
222
PUT
DELISTED
VanEck Russia ETF
RSX
| $25.8M | 0.06% |
1,644,800
+44,800
| +3% | +$739K |
|
223
PUT
Visteon
VC
$2.79B
| $25.3M | 0.06% |
250,000
+91,100
| +57% | +$9.17M |
|
224
Citigroup
C
$222B
| $25.1M | 0.06% |
505,302
+325,364
| +181% | +$17.8M |
|
225
PUT
RTX Corp
RTX
$290B
| $25M | 0.06% |
445,556
+292,853
| +192% | +$18M |
|
Similar funds
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.