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 | 0.51% |
| 4 | Communication Services | 0.5% |
| 5 | Consumer Staples | 0.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
MFRM
2401
DELISTED
MATTRESS FIRM HLDG CORP COM STK (DE)
MFRM
| $22K | ﹤0.01% |
+522
| New | +$29.8K |
|
|
FSL
2402
PUT
DELISTED
FREESCALE SEMICONDUCTOR LTD
FSL
| $22K | ﹤0.01% |
600
-21,000
| -97% | -$786K |
|
2403
Allegiant Air
ALGT
$2.37B
| $21K | ﹤0.01% |
+97
| New | +$20.4K |
|
2404
CALL
Casey's General Stores
CASY
$30.7B
| $21K | ﹤0.01% |
+200
| New | +$20.7K |
|
2405
PUT
Invesco DB Agriculture Fund
DBA
$1.23B
| $21K | ﹤0.01% |
1,000
-12,000
| -92% | -$258K |
|
2406
CALL
Owens Corning
OC
$12.6B
| $21K | ﹤0.01% |
500
-44,900
| -99% | -$1.98M |
|
2407
PUT
Outfront Media
OUT
$5.27B
| $21K | ﹤0.01% |
+1,016
| New | +$23.8K |
|
2408
CALL
Stellantis
STLA
$20.5B
| $21K | ﹤0.01% |
+2,454
| New | +$23.5K |
|
2409
PUT
Tucows
TCX
$143M
| $21K | ﹤0.01% |
+900
| New | +$23.4K |
|
2410
CALL
Teekay
TK
$983M
| $21K | ﹤0.01% |
700
-800
| -53% | -$28.6K |
|
|
2411
Teekay
TK
$983M
| $21K | ﹤0.01% |
+699
| New | +$25K |
|
2412
PUT
Veeco
VECO
$3.07B
| $21K | ﹤0.01% |
1,000
-1,900
| -66% | -$45.9K |
|
|
MW
2413
CALL
DELISTED
THE MENS WAREHOUSE INC
MW
| $21K | ﹤0.01% |
500
-95,600
| -99% | -$5.29M |
|
2414
American Water Works
AWK
$27B
| $20K | ﹤0.01% |
+361
| New | +$18.9K |
|
2415
PUT
Burlington
BURL
$22.6B
| $20K | ﹤0.01% |
400
-2,600
| -87% | -$139K |
|
2416
PUT
Designer Brands
DBI
$321M
| $20K | ﹤0.01% |
800
-41,700
| -98% | -$1.3M |
|
2417
PUT
Enterprise Products Partners
EPD
$81.8B
| $20K | ﹤0.01% |
800
-33,100
| -98% | -$918K |
|
2418
Gaming and Leisure Properties
GLPI
$12.4B
| $20K | ﹤0.01% |
+686
| New | +$22.4K |
|
2419
CALL
Oceaneering
OII
$5.05B
| $20K | ﹤0.01% |
500
| – | – |
|
2420
PUT
PVH
PVH
$3.91B
| $20K | ﹤0.01% |
200
-14,600
| -99% | -$1.66M |
|
2421
PUT
Sinclair Inc
SBGI
$989M
| $20K | ﹤0.01% |
800
-131,400
| -99% | -$3.62M |
|
2422
CALL
VanEck Semiconductor ETF
SMH
$70.6B
| $20K | ﹤0.01% |
800
-40,400
| -98% | -$1.03M |
|
2423
PUT
Teradata
TDC
$2.5B
| $20K | ﹤0.01% |
700
+500
| +250% | +$16K |
|
|
CXO
2424
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $20K | ﹤0.01% |
200
-64,100
| -100% | -$6.72M |
|
|
HDS
2425
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
| $20K | ﹤0.01% |
+700
| New | +$23.5K |
|
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.