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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 | 0.56% |
| 4 | Communication Services | 0.52% |
| 5 | Consumer Staples | 0.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
876
CALL
Ovintiv
OVV
$17.5B
| $2.75M | 0.01% |
85,340
+72,740
| +577% | +$2.79M |
|
|
GOLD
877
DELISTED
Randgold Resources Ltd
GOLD
| $2.75M | 0.01% |
46,802
+40,719
| +669% | +$2.45M |
|
|
SUNE
878
CALL
DELISTED
SUNEDISON, INC COM
SUNE
| $2.74M | 0.01% |
382,300
-66,400
| -15% | -$1.19M |
|
|
AMTD
879
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $2.74M | 0.01% |
86,200
-81,400
| -49% | -$2.85M |
|
880
PUT
Eagle Materials
EXP
$6.39B
| $2.74M | 0.01% |
40,000
+39,100
| +4,344% | +$3.05M |
|
881
Southwest Airlines
LUV
$21.7B
| $2.73M | 0.01% |
71,828
-770,763
| -91% | -$28.4M |
|
882
PUT
BorgWarner
BWA
$13.9B
| $2.73M | 0.01% |
+74,522
| New | +$3.1M |
|
883
3M
MMM
$94.7B
| $2.73M | 0.01% |
23,011
+9,898
| +75% | +$1.22M |
|
884
CALL
Herbalife
HLF
$1.28B
| $2.73M | 0.01% |
100,000
-92,000
| -48% | -$2.52M |
|
|
CXO
885
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $2.71M | 0.01% |
27,600
-48,300
| -64% | -$5.06M |
|
886
Lennar Class A
LEN
$20.9B
| $2.71M | 0.01% |
59,190
-6,092
| -9% | -$299K |
|
887
Philip Morris
PM
$296B
| $2.71M | 0.01% |
34,160
+34,119
| +83,217% | +$2.81M |
|
888
CALL
State Street SPDR S&P Retail ETF
XRT
$641M
| $2.71M | 0.01% |
60,900
-16,900
| -22% | -$806K |
|
889
CALL
iShares Russell 2000 Value ETF
IWN
$14.7B
| $2.7M | 0.01% |
+30,000
| New | +$2.88M |
|
890
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.61B
| $2.68M | 0.01% |
134,400
-301,800
| -69% | -$6.71M |
|
891
PUT
Banco Bradesco
BBD
$33.8B
| $2.68M | 0.01% |
1,062,937
-51,658
| -5% | -$174K |
|
|
HAR
892
CALL
DELISTED
Harman International Industries
HAR
| $2.68M | 0.01% |
27,900
+24,500
| +721% | +$2.57M |
|
|
893
Herbalife
HLF
$1.28B
| $2.68M | 0.01% |
98,214
+75,630
| +335% | +$2.07M |
|
894
CALL
Stryker
SYK
$131B
| $2.67M | 0.01% |
+28,400
| New | +$2.81M |
|
|
SDRL
895
DELISTED
Seadrill Limited Common Stock
SDRL
| $2.67M | 0.01% |
1,690
+1,284
| +316% | +$2.74M |
|
|
TERP
896
DELISTED
TerraForm Power, Inc
TERP
| $2.67M | 0.01% |
187,780
+187,672
| +173,770% | +$5.02M |
|
|
TIF
897
PUT
DELISTED
Tiffany & Co.
TIF
| $2.66M | 0.01% |
34,500
-101,100
| -75% | -$8.85M |
|
898
TSMC
TSM
$2.21T
| $2.65M | 0.01% |
127,709
+127,265
| +28,663% | +$2.67M |
|
899
CALL
NVIDIA
NVDA
$5.46T
| $2.65M | 0.01% |
4,296,000
+3,844,000
| +850% | +$2.08M |
|
900
CALL
BioMarin Pharmaceuticals
BMRN
$13.1B
| $2.63M | 0.01% |
25,000
| – | – |
|
Similar funds
GAM
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.