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
+130.56%
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 | |
|---|---|---|---|---|---|---|
1076
Interactive Brokers
IBKR
$41.6B
| $1.76M | ﹤0.01% |
178,496
+9,028
| +5% | +$92.9K |
|
1077
PUT
Cboe Global Markets
CBOE
$30.8B
| $1.76M | ﹤0.01% |
26,200
+25,200
| +2,520% | +$1.59M |
|
|
QEP
1078
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $1.75M | ﹤0.01% |
140,000
| – | – |
|
1079
CALL
Tower Semiconductor
TSEM
$29.9B
| $1.75M | ﹤0.01% |
136,000
-136,000
| -50% | -$1.83M |
|
1080
PUT
NVIDIA
NVDA
$5.47T
| $1.74M | ﹤0.01% |
2,824,000
+1,224,000
| +77% | +$662K |
|
1081
O'Reilly Automotive
ORLY
$74B
| $1.74M | ﹤0.01% |
104,400
+48,375
| +86% | +$781K |
|
1082
CALL
Dick's Sporting Goods
DKS
$18.1B
| $1.74M | ﹤0.01% |
35,000
-600
| -2% | -$30.3K |
|
|
NBIS
1083
CALL
Nebius Group N.V.
NBIS
$73.3B
| $1.73M | ﹤0.01% |
161,500
+80,800
| +100% | +$1.05M |
|
1084
CALL
Take-Two Interactive
TTWO
$46.5B
| $1.72M | ﹤0.01% |
60,000
-68,000
| -53% | -$2.02M |
|
1085
CALL
ProShares UltraShort Bloomberg Crude Oil
SCO
$602M
| $1.72M | ﹤0.01% |
500
| – | – |
|
|
1086
PUT
ProShares UltraShort Bloomberg Crude Oil
SCO
$602M
| $1.72M | ﹤0.01% |
500
| – | – |
|
|
AUY
1087
DELISTED
Yamana Gold, Inc.
AUY
| $1.72M | ﹤0.01% |
1,012,794
+105,693
| +12% | +$216K |
|
1088
CALL
Eaton
ETN
$175B
| $1.71M | ﹤0.01% |
+33,300
| New | +$1.97M |
|
1089
CALL
PPG Industries
PPG
$25.4B
| $1.71M | ﹤0.01% |
19,500
+18,900
| +3,150% | +$1.92M |
|
1090
PUT
Prudential Financial
PRU
$43.1B
| $1.71M | ﹤0.01% |
22,400
+17,300
| +339% | +$1.45M |
|
1091
PUT
Vornado Realty Trust
VNO
$7.32B
| $1.7M | ﹤0.01% |
23,256
+16,824
| +262% | +$1.27M |
|
1092
CALL
Bank of Montreal
BMO
$129B
| $1.69M | ﹤0.01% |
31,000
+22,700
| +273% | +$1.25M |
|
|
EA
1093
DELISTED
Electronic Arts
EA
| $1.69M | ﹤0.01% |
24,927
+15,675
| +169% | +$1.1M |
|
1094
PUT
Charter Communications
CHTR
$18.7B
| $1.69M | ﹤0.01% |
9,600
-700
| -7% | -$128K |
|
|
NRF
1095
DELISTED
NorthStar Realty Finance Corp.
NRF
| $1.68M | ﹤0.01% |
68,105
-31,530
| -32% | -$938K |
|
|
RAD
1096
DELISTED
Rite Aid Corporation
RAD
| $1.68M | ﹤0.01% |
13,847
+13,737
| +12,488% | +$2.29M |
|
1097
PUT
Banco Bilbao Vizcaya Argentaria
BBVA
$159B
| $1.67M | ﹤0.01% |
208,132
+205,292
| +7,229% | +$1.86M |
|
1098
CALL
TripAdvisor
TRIP
$1.27B
| $1.67M | ﹤0.01% |
26,500
-74,700
| -74% | -$5.65M |
|
1099
PUT
Molson Coors Class B
TAP
$7.91B
| $1.66M | ﹤0.01% |
20,000
-8,100
| -29% | -$586K |
|
1100
PUT
AngloGold Ashanti
AU
$48.6B
| $1.65M | ﹤0.01% |
202,000
-4,000
| -2% | -$29.6K |
|
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.