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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-11.36%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
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 | |
|---|---|---|---|---|---|---|
351
PUT
NOV
NOV
$7.54B
| $12.9M | 0.03% |
343,500
-176,400
| -34% | -$7.22M |
|
|
SLH
352
CALL
DELISTED
SOLERA HOLDINGS, INC. COM
SLH
| $12.8M | 0.03% |
+237,500
| New | +$10.8M |
|
353
PUT
Colgate-Palmolive
CL
$73.3B
| $12.8M | 0.03% |
201,900
+97,500
| +93% | +$6.37M |
|
354
PUT
AB InBev
BUD
$157B
| $12.8M | 0.03% |
120,000
-4,400
| -4% | -$511K |
|
355
PUT
Rio Tinto
RIO
$156B
| $12.7M | 0.03% |
375,900
+165,900
| +79% | +$6.21M |
|
356
CALL
Micron Technology
MU
$1.1T
| $12.7M | 0.03% |
847,200
+140,200
| +20% | +$2.41M |
|
|
X
357
PUT
DELISTED
US Steel
X
| $12.6M | 0.03% |
1,213,300
-443,200
| -27% | -$7.41M |
|
358
CALL
Herc Holdings
HRI
$5.8B
| $12.6M | 0.03% |
251,633
+216,400
| +614% | +$11.3M |
|
359
CALL
iShares MSCI Germany ETF
EWG
$1.68B
| $12.6M | 0.03% |
510,000
+10,600
| +2% | +$288K |
|
|
ACAS
360
CALL
DELISTED
American Capital Ltd
ACAS
| $12.6M | 0.03% |
1,037,000
+1,008,900
| +3,590% | +$13.5M |
|
361
PUT
Southwest Airlines
LUV
$21.7B
| $12.6M | 0.03% |
330,700
-564,000
| -63% | -$20.8M |
|
|
QLIK
362
CALL
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
| $12.6M | 0.03% |
345,000
-367,500
| -52% | -$14.2M |
|
363
CALL
Medtronic
MDT
$117B
| $12.6M | 0.03% |
187,500
+134,300
| +252% | +$9.89M |
|
364
PUT
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.6M
| $12.5M | 0.03% |
5,000
| – | – |
|
|
ATVI
365
PUT
DELISTED
Activision Blizzard
ATVI
| $12.5M | 0.03% |
405,600
+66,500
| +20% | +$1.85M |
|
366
CALL
Royal Caribbean
RCL
$81.6B
| $12.5M | 0.03% |
139,800
+138,700
| +12,609% | +$12.2M |
|
|
ZAYO
367
PUT
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $12.4M | 0.03% |
+487,500
| New | +$13.1M |
|
368
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.3B
| $12.3M | 0.03% |
198,000
-198,000
| -50% | -$15.6M |
|
369
Meta Platforms (Facebook)
META
$1.5T
| $12.3M | 0.03% |
137,001
+29,987
| +28% | +$2.75M |
|
370
PUT
Expedia Group
EXPE
$39.9B
| $12.3M | 0.03% |
104,600
-67,500
| -39% | -$7.78M |
|
371
PUT
Phillips 66
PSX
$93.2B
| $12.2M | 0.03% |
159,200
-336,200
| -68% | -$26.7M |
|
372
PUT
Chubb
CB
$133B
| $12.2M | 0.03% |
118,000
+116,600
| +8,329% | +$12.2M |
|
|
GG
373
DELISTED
Goldcorp Inc
GG
| $12.1M | 0.03% |
969,433
+421,441
| +77% | +$5.89M |
|
|
SYT
374
CALL
DELISTED
Syngenta Ag
SYT
| $12.1M | 0.03% |
190,000
+170,000
| +850% | +$13M |
|
375
CALL
Zions Bancorporation
ZION
$10.5B
| $12.1M | 0.03% |
438,500
+133,300
| +44% | +$3.95M |
|
Similar funds
TI
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.