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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
K
701
DELISTED
Kellanova
K
$4.71M 0.01%
+75,460
New +$4.71M
JOY
702
PUT
DELISTED
Joy Global Inc
JOY
$4.71M 0.01%
+315,400
New +$7.65M
ZBH icon
703
PUT
Zimmer Biomet
ZBH
$18B
$4.7M 0.01%
+51,500
New +$5.16M
MSI icon
704
Motorola Solutions
MSI
$76.1B
$4.67M 0.01%
68,266
+43,347
+174% +$2.73M
CB icon
705
Chubb
CB
$130B
$4.66M 0.01%
+45,069
New +$4.71M
ETFC
706
DELISTED
E*Trade Financial Corporation
ETFC
$4.66M 0.01%
176,789
+168,131
+1,942% +$4.66M
CRM icon
707
Salesforce
CRM
$201B
$4.62M 0.01%
66,500
-75,132
-53% -$5.33M
LAMR icon
708
CALL
Lamar Advertising Co
LAMR
$15.1B
$4.59M 0.01%
88,000
+86,000
+4,300% +$4.81M
TT icon
709
PUT
Trane Technologies
TT
$97.7B
$4.58M 0.01%
90,200
+90,100
+90,100% +$5.39M
LUMN icon
710
CALL
Lumen
LUMN
$7.02B
$4.57M 0.01%
181,700
-300
-0.2% -$8.3K
SBUX icon
711
PUT
Starbucks
SBUX
$114B
$4.56M 0.01%
80,300
-55,100
-41% -$3.09M
PXD
712
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$4.56M 0.01%
37,500
-221,700
-86% -$27.6M
SLV icon
713
iShares Silver Trust
SLV
$32.7B
$4.55M 0.01%
328,108
+324,323
+8,569% +$4.62M
ADT
714
DELISTED
ADT Corp
ADT
$4.53M 0.01%
151,609
-93,828
-38% -$3.04M
MT icon
715
PUT
ArcelorMittal
MT
$58B
$4.52M 0.01%
383,673
+197,369
+106% +$3.66M
PBF icon
716
PUT
PBF Energy
PBF
$9.07B
$4.52M 0.01%
160,000
-200
-0.1% -$6.06K
PPL
717
PUT
PPL Corp
PPL
$26B
$4.52M 0.01%
137,300
+72,600
+112% +$2.27M
CPB icon
718
Campbell Soup
CPB
$6.52B
$4.51M 0.01%
89,026
+64,863
+268% +$3.19M
EXPE icon
719
Expedia Group
EXPE
$32.7B
$4.51M 0.01%
38,297
+35,317
+1,185% +$4.07M
UNG icon
720
PUT
United States Natural Gas Fund
UNG
$546M
$4.5M 0.01%
24,256
+17,525
+260% +$3.65M
ROST icon
721
CALL
Ross Stores
ROST
$72B
$4.5M 0.01%
92,800
+90,400
+3,767% +$4.62M
HUM icon
722
PUT
Humana
HUM
$48B
$4.47M 0.01%
25,000
-25,300
-50% -$4.68M
JCI icon
723
PUT
Johnson Controls International
JCI
$87.8B
$4.46M 0.01%
102,949
+102,663
+35,896% +$4.73M
FXY icon
724
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$454M
$4.45M 0.01%
55,000
– –
BALL icon
725
Ball Corp
BALL
$16B
$4.41M 0.01%
141,904
+131,222
+1,228% +$4.45M
27 28
29
30 31

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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.