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Parallax Volatility Advisers

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
Cap. Flow
+$238M
Cap. Flow %
0.53%
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
IWM icon
iShares Russell 2000 ETF
IWM
+$380M
2
EFA icon
iShares MSCI EAFE ETF
EFA
+$161M
3
FXI icon
iShares China Large-Cap ETF
FXI
+$94.6M
4
EWY icon
iShares MSCI South Korea ETF
EWY
+$45.2M
5
CMG icon
Chipotle Mexican Grill
CMG
+$45M

Top Sells

Rank Stock Value
1
QCOM icon
Qualcomm
QCOM
+$82.8M
2
DHR icon
Danaher
DHR
+$66.3M
3
BAC icon
Bank of America
BAC
+$53.7M
4
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$45.8M
5
XLY icon
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
HIG icon
3376
Hartford Financial Services
HIG
$37.4B
– –
-8,099
Closed -$374K
HISF icon
3377
First Trust Exchange-Traded Fund IV First Trust High Income Strategic Focus ETF
HISF
$100M
$0 ﹤0.01%
1
– –
HLIT icon
3378
CALL
Harmonic Inc
HLIT
$1.29B
– –
-3,000
Closed -$20K
HMC icon
3379
Honda
HMC
$40.9B
– –
-3,976
Closed -$129K
HMC icon
3380
PUT
Honda
HMC
$40.9B
– –
-3,300
Closed -$107K
HON icon
3381
Honeywell
HON
$64.1B
– –
-34,594
Closed -$3.15M
HOUS
3382
DELISTED
Anywhere Real Estate
HOUS
– –
-11,651
Closed -$508K
HOUS
3383
PUT
DELISTED
Anywhere Real Estate
HOUS
– –
-10,300
Closed -$481K
HP icon
3384
Helmerich & Payne
HP
$4.49B
– –
-643
Closed -$36.4K
HP icon
3385
PUT
Helmerich & Payne
HP
$4.49B
– –
-16,400
Closed -$1.16M
HST icon
3386
CALL
Host Hotels & Resorts
HST
$15.1B
– –
-35,900
Closed -$712K
HST icon
3387
PUT
Host Hotels & Resorts
HST
$15.1B
– –
-21,500
Closed -$427K
HUBG icon
3388
PUT
HUB Group
HUBG
$2.18B
– –
-4,000
Closed -$81K
HUM icon
3389
Humana
HUM
$48.8B
– –
-9,615
Closed -$1.78M
HURN icon
3390
CALL
Huron Consulting
HURN
$2.4B
– –
-6,000
Closed -$421K
HWC icon
3391
Hancock Whitney
HWC
$5.95B
– –
-636
Closed -$20K
HYD icon
3392
VanEck High Yield Muni ETF
HYD
$4.22B
$0 ﹤0.01%
1
– –
HYEM icon
3393
VanEck Emerging Markets High Yield Bond ETF
HYEM
$517M
$0 ﹤0.01%
1
– –
HYGH icon
3394
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$635M
$0 ﹤0.01%
1
– –
HYHG icon
3395
ProShares High Yield-Interest Rate Hedged ETF
HYHG
$263M
$0 ﹤0.01%
1
– –
HYLS icon
3396
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.62B
$0 ﹤0.01%
1
– –
HYMB icon
3397
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.38B
$0 ﹤0.01%
2
– –
HYS icon
3398
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.78B
$0 ﹤0.01%
1
– –
EUHY
3399
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$253M
$0 ﹤0.01%
1
– –
IAI icon
3400
iShares US Broker-Dealers & Securities Exchanges ETF
IAI
$1.38B
$0 ﹤0.01%
1
– –
134 135
136
137 138

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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.