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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 | |
|---|---|---|---|---|---|---|
|
PCOM
1876
CALL
DELISTED
Points.com Inc. Common Shares
PCOM
| $156K | ﹤0.01% |
+14,400
| New | +$150K |
|
1877
Barnes & Noble Education
BNED
$424M
| $155K | ﹤0.01% |
+122
| New | +$158K |
|
|
FISV
1878
Fiserv Inc
FISV
$29.5B
| $154K | ﹤0.01% |
3,566
-8,176
| -70% | -$354K |
|
1879
PUT
KB Home
KBH
$3.45B
| $154K | ﹤0.01% |
11,300
-18,300
| -62% | -$279K |
|
1880
Mohawk Industries
MHK
$9.42B
| $154K | ﹤0.01% |
847
+222
| +36% | +$44K |
|
1881
CALL
T. Rowe Price
TROW
$23.7B
| $154K | ﹤0.01% |
2,200
-18,100
| -89% | -$1.34M |
|
|
MBLY
1882
DELISTED
Mobileye N.V.
MBLY
| $154K | ﹤0.01% |
+3,396
| New | +$187K |
|
1883
PUT
ServiceNow
NOW
$132B
| $153K | ﹤0.01% |
11,000
+10,000
| +1,000% | +$149K |
|
1884
Newell Brands
NWL
$2.63B
| $153K | ﹤0.01% |
3,841
+25
| +0.7% | +$1.05K |
|
1885
PUT
PG&E
PCG
$38.5B
| $153K | ﹤0.01% |
2,900
-72,800
| -96% | -$3.72M |
|
1886
Workday
WDAY
$51B
| $153K | ﹤0.01% |
2,223
-40,971
| -95% | -$3.17M |
|
1887
PUT
Iron Mountain
IRM
$37.7B
| $152K | ﹤0.01% |
4,900
-24,900
| -84% | -$743K |
|
1888
PUT
Jabil
JBL
$38.8B
| $152K | ﹤0.01% |
6,800
-5,000
| -42% | -$99.3K |
|
|
FL
1889
PUT
DELISTED
Foot Locker
FL
| $151K | ﹤0.01% |
2,100
-21,400
| -91% | -$1.52M |
|
1890
PUT
Comstock Resources
CRK
$3.99B
| $150K | ﹤0.01% |
+15,740
| New | +$175K |
|
1891
CALL
Meritage Homes
MTH
$4.8B
| $150K | ﹤0.01% |
8,200
-2,800
| -25% | -$60.2K |
|
1892
OFG Bancorp
OFG
$2.26B
| $150K | ﹤0.01% |
17,194
+5,194
| +43% | +$44.7K |
|
1893
Deutsche Bank
DB
$72.1B
| $148K | ﹤0.01% |
6,161
+3,204
| +108% | +$88.5K |
|
1894
CALL
Prologis
PLD
$134B
| $148K | ﹤0.01% |
3,800
| – | – |
|
|
WP
1895
CALL
DELISTED
Worldpay, Inc.
WP
| $148K | ﹤0.01% |
+3,300
| New | +$142K |
|
1896
PUT
Annaly Capital Management
NLY
$17.6B
| $147K | ﹤0.01% |
3,725
+2,925
| +366% | +$117K |
|
1897
Lincoln National
LNC
$8.67B
| $146K | ﹤0.01% |
3,074
-2,540
| -45% | -$136K |
|
1898
Signet Jewelers
SIG
$3.6B
| $146K | ﹤0.01% |
+1,075
| New | +$138K |
|
|
LINE
1899
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
| $146K | ﹤0.01% |
+54,202
| New | +$241K |
|
1900
CALL
ProShares Short 20+ Year Treasury ETF
TBF
$106M
| $145K | ﹤0.01% |
+5,900
| New | +$148K |
|
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.