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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 | |
|---|---|---|---|---|---|---|
2176
CALL
Royal Bank of Canada
RY
$292B
| $50K | ﹤0.01% |
900
+600
| +200% | +$34.2K |
|
2177
PUT
Universal Health Services
UHS
$9.94B
| $50K | ﹤0.01% |
400
| – | – |
|
2178
AerCap
AER
$23.5B
| $49K | ﹤0.01% |
1,275
-1,788
| -58% | -$79K |
|
2179
CALL
Cogent Communications
CCOI
$554M
| $49K | ﹤0.01% |
+1,800
| New | +$53.1K |
|
2180
Diageo
DEO
$52.8B
| $49K | ﹤0.01% |
450
-2,370
| -84% | -$263K |
|
|
HBI
2181
PUT
DELISTED
Hanesbrands
HBI
| $49K | ﹤0.01% |
1,700
-8,300
| -83% | -$257K |
|
2182
CALL
Stratasys
SSYS
$782M
| $49K | ﹤0.01% |
1,800
-22,400
| -93% | -$692K |
|
2183
CALL
TotalEnergies
TTE
$195B
| $49K | ﹤0.01% |
686,828,383
-3,177,373,807
| -82% | -$318K |
|
2184
CALL
Alaska Air
ALK
$5.4B
| $48K | ﹤0.01% |
600
-500
| -45% | -$38.2K |
|
2185
CALL
Celanese
CE
$4.92B
| $48K | ﹤0.01% |
800
-27,400
| -97% | -$1.74M |
|
2186
CALL
PG&E
PCG
$38.1B
| $48K | ﹤0.01% |
900
-84,100
| -99% | -$4.3M |
|
2187
CALL
Principal Financial Group
PFG
$24.2B
| $48K | ﹤0.01% |
1,000
-50,000
| -98% | -$2.59M |
|
2188
CALL
Tronox
TROX
$1.02B
| $48K | ﹤0.01% |
+11,000
| New | +$102K |
|
|
BIG
2189
PUT
DELISTED
Big Lots, Inc.
BIG
| $48K | ﹤0.01% |
1,000
+600
| +150% | +$26.7K |
|
|
CBI
2190
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
| $48K | ﹤0.01% |
1,200
-1,100
| -48% | -$50.9K |
|
2191
PUT
Avnet
AVT
$7.87B
| $47K | ﹤0.01% |
+1,100
| New | +$45.8K |
|
|
QVCGA
2192
PUT
DELISTED
QVC Group Inc Series A
QVCGA
| $47K | ﹤0.01% |
37
-239
| -87% | -$327K |
|
|
CAMP
2193
CALL
DELISTED
CalAmp Corp.
CAMP
| $47K | ﹤0.01% |
126
-87
| -41% | -$34.2K |
|
|
ATHX
2194
CALL
DELISTED
Athersys, Inc. Common Stock
ATHX
| $47K | ﹤0.01% |
1,700
| – | – |
|
|
WUBA
2195
PUT
DELISTED
58.com Inc
WUBA
| $47K | ﹤0.01% |
1,000
+600
| +150% | +$31.1K |
|
|
OKS
2196
PUT
DELISTED
Oneok Partners LP
OKS
| $47K | ﹤0.01% |
1,600
+200
| +14% | +$6.47K |
|
|
CMCM
2197
Cheetah Mobile
CMCM
$98.1M
| $46K | ﹤0.01% |
+640
| New | +$68.5K |
|
2198
Globalstar
GSAT
$10.8B
| $46K | ﹤0.01% |
1,953
-10,822
| -85% | -$305K |
|
2199
CALL
Omnicom Group
OMC
$23.6B
| $46K | ﹤0.01% |
+700
| New | +$49K |
|
2200
CALL
Pitney Bowes
PBI
$2.27B
| $46K | ﹤0.01% |
2,300
-23,300
| -91% | -$478K |
|
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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.