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 | |
|---|---|---|---|---|---|---|
1201
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $1.31M | ﹤0.01% |
15,734
+1,748
| +12% | +$151K |
|
|
BHI
1202
DELISTED
Baker Hughes
BHI
| $1.29M | ﹤0.01% |
24,815
-21,413
| -46% | -$1.2M |
|
1203
PUT
iShares MSCI Mexico ETF
EWW
$1.87B
| $1.29M | ﹤0.01% |
25,000
| – | – |
|
|
SPN
1204
CALL
DELISTED
Superior Energy Services, Inc.
SPN
| $1.29M | ﹤0.01% |
10,200
-10,200
| -50% | -$1.67M |
|
1205
CALL
Fossil Group
FOSL
$330M
| $1.28M | ﹤0.01% |
23,000
-173,100
| -88% | -$11M |
|
1206
PUT
Lumen
LUMN
$6.6B
| $1.28M | ﹤0.01% |
50,900
+38,100
| +298% | +$1.05M |
|
1207
Akamai
AKAM
$18B
| $1.28M | ﹤0.01% |
18,512
-17,966
| -49% | -$1.3M |
|
1208
CALL
Delek US
DK
$4.18B
| $1.27M | ﹤0.01% |
45,900
-600
| -1% | -$20.2K |
|
1209
State Street SPDR S&P Retail ETF
XRT
$643M
| $1.26M | ﹤0.01% |
28,304
-96,174
| -77% | -$4.59M |
|
|
CLR
1210
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.25M | ﹤0.01% |
43,300
+32,700
| +308% | +$1.06M |
|
1211
Autodesk
ADSK
$54.5B
| $1.25M | ﹤0.01% |
28,340
-718,427
| -96% | -$36.1M |
|
1212
CALL
Crown Castle
CCI
$31.5B
| $1.25M | ﹤0.01% |
15,800
-96,600
| -86% | -$7.85M |
|
1213
CALL
Goodyear
GT
$1.78B
| $1.24M | ﹤0.01% |
42,300
+15,200
| +56% | +$456K |
|
1214
PUT
Wynn Resorts
WYNN
$10.5B
| $1.24M | ﹤0.01% |
23,300
-52,100
| -69% | -$4.52M |
|
1215
PUT
Carnival Corporation Ltd
CCL
$38.9B
| $1.23M | ﹤0.01% |
24,800
-28,800
| -54% | -$1.47M |
|
|
DVAX
1216
PUT
DELISTED
Dynavax Technologies
DVAX
| $1.23M | ﹤0.01% |
+50,000
| New | +$1.42M |
|
1217
Vertex Pharmaceuticals
VRTX
$133B
| $1.22M | ﹤0.01% |
+11,735
| New | +$1.51M |
|
|
1218
CALL
Wynn Resorts
WYNN
$10.5B
| $1.22M | ﹤0.01% |
22,900
-65,900
| -74% | -$5.72M |
|
1219
Illinois Tool Works
ITW
$83.3B
| $1.22M | ﹤0.01% |
+14,780
| New | +$1.29M |
|
|
JNPR
1220
DELISTED
Juniper Networks
JNPR
| $1.21M | ﹤0.01% |
47,184
-159,291
| -77% | -$4.21M |
|
1221
Polaris
PII
$3.9B
| $1.21M | ﹤0.01% |
10,074
-4,123
| -29% | -$560K |
|
1222
PUT
Mastercard
MA
$497B
| $1.21M | ﹤0.01% |
13,400
| – | – |
|
1223
Expeditors International
EXPD
$24B
| $1.2M | ﹤0.01% |
25,571
-6,287
| -20% | -$297K |
|
1224
CALL
Archer Daniels Midland
ADM
$38.6B
| $1.19M | ﹤0.01% |
28,800
-47,100
| -62% | -$2.15M |
|
|
SIX
1225
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $1.19M | ﹤0.01% |
26,000
+17,900
| +221% | +$817K |
|
Similar funds
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.