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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
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$44.9B
AUM Growth
-$2.48B
(-5.2%)
Cap. Flow
+$238M
Cap. Flow
% of AUM
0.53%
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 | Miscellaneous | 95.73% |
| 2 | Consumer Discretionary | 0.8% |
| 3 | Financials | 0.66% |
| 4 | Technology | 0.56% |
| 5 | Communication Services | 0.52% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
LL
2226
DELISTED
LL Flooring Holdings, Inc.
LL
| $41K | ﹤0.01% |
3,085
-23,834
| -89% | -$391K |
|
|
KSU
2227
DELISTED
Kansas City Southern
KSU
| $41K | ﹤0.01% |
456
-25,548
| -98% | -$2.41M |
|
|
NSR
2228
PUT
DELISTED
Neustar Inc
NSR
| $41K | ﹤0.01% |
+1,500
| New | +$42.5K |
|
|
APOL
2229
PUT
DELISTED
Apollo Education Group Inc Class A
APOL
| $41K | ﹤0.01% |
3,800
+900
| +31% | +$11K |
|
2230
PUT
Alaska Air
ALK
$4.5B
| $40K | ﹤0.01% |
500
+100
| +25% | +$7.64K |
|
2231
PUT
DTE Energy
DTE
$28.3B
| $40K | ﹤0.01% |
+588
| New | +$39.3K |
|
2232
CALL
Norwegian Cruise Line
NCLH
$6.82B
| $40K | ﹤0.01% |
700
+100
| +17% | +$5.89K |
|
2233
PUT
National Fuel Gas
NFG
$7.84B
| $40K | ﹤0.01% |
+800
| New | +$43.2K |
|
2234
QuickLogic
QUIK
$197M
| $40K | ﹤0.01% |
1,818
+1,486
| +448% | +$31.1K |
|
|
EGN
2235
CALL
DELISTED
Energen
EGN
| $40K | ﹤0.01% |
800
+100
| +14% | +$5.39K |
|
2236
CALL
Aecom
ACM
$8.24B
| $39K | ﹤0.01% |
+1,400
| New | +$40.6K |
|
2237
CALL
Canadian Natural Resources
CNQ
$106B
| $39K | ﹤0.01% |
4,137
+2,068
| +100% | +$22.8K |
|
2238
PUT
Pricesmart
PSMT
$5.27B
| $39K | ﹤0.01% |
+500
| New | +$45K |
|
2239
Rambus
RMBS
$9.51B
| $39K | ﹤0.01% |
3,329
-6,128
| -65% | -$79.6K |
|
2240
CALL
Ventas
VTR
$45.8B
| $39K | ﹤0.01% |
700
-53,944
| -99% | -$3.54M |
|
|
X
2241
CALL
DELISTED
US Steel
X
| $39K | ﹤0.01% |
3,800
-261,900
| -99% | -$4.38M |
|
|
ACH
2242
CALL
DELISTED
Alum Corp of China Ltd
ACH
| $39K | ﹤0.01% |
5,000
| – | – |
|
|
PCOM
2243
DELISTED
Points.com Inc. Common Shares
PCOM
| $39K | ﹤0.01% |
+3,600
| New | +$37.6K |
|
|
BONT
2244
DELISTED
Bon-Ton Stores Inc/The
BONT
| $39K | ﹤0.01% |
12,559
+11,612
| +1,226% | +$49K |
|
2245
Columbia Sportswear
COLM
$2.87B
| $38K | ﹤0.01% |
+644
| New | +$40.2K |
|
2246
United States Oil Fund
USO
$1.7B
| $38K | ﹤0.01% |
328
-137,611
| -100% | -$16.9M |
|
|
ATML
2247
DELISTED
ATMEL CORP
ATML
| $38K | ﹤0.01% |
4,712
-76,248
| -94% | -$632K |
|
2248
PUT
AGNC Investment
AGNC
$12.5B
| $37K | ﹤0.01% |
2,000
-28,000
| -93% | -$538K |
|
2249
CALL
Ametek
AME
$54.2B
| $37K | ﹤0.01% |
+700
| New | +$37.7K |
|
2250
iShares MSCI Japan ETF
EWJ
$23.3B
| $37K | ﹤0.01% |
+800
| New | +$39.5K |
|
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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's Q3 2015 filing shows 567 new, 1,010 increased, 1,102 reduced and 1,345 closed positions. Its largest new stake was United Parcel Service: 222,979 shares worth $22M. The largest sale was Qualcomm, an estimated $82.8M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 95% a quarter earlier, followed by Consumer Discretionary and Financials.
- 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.