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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
MBI icon
926
PUT
MBIA
MBI
$233M
$2.43M 0.01%
+400,000
New +$2.57M
GNC
927
PUT
DELISTED
GNC Holdings, Inc.
GNC
$2.43M 0.01%
60,100
+3,500
+6% +$160K
SDRL
928
CALL
DELISTED
Seadrill Limited Common Stock
SDRL
$2.42M 0.01%
1,531
-406
-21% -$866K
EXC icon
929
Exelon
EXC
$45B
$2.42M 0.01%
+114,082
New +$2.56M
AVB
930
CALL
DELISTED
AvalonBay Communities
AVB
$2.41M 0.01%
13,800
+13,700
+13,700% +$2.32M
EIX icon
931
PUT
Edison International
EIX
$22.1B
$2.4M 0.01%
38,100
+29,200
+328% +$1.73M
BC icon
932
CALL
Brunswick
BC
$4.6B
$2.4M 0.01%
+50,000
New +$2.54M
LQD icon
933
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.2B
$2.39M 0.01%
20,600
-410,700
-95% -$47.5M
JPM icon
934
JPMorgan Chase
JPM
$943B
$2.39M 0.01%
+39,140
New +$2.56M
TNA icon
935
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.2B
$2.38M 0.01%
80,550
+63,054
+360% +$2.43M
ZG icon
936
Zillow
ZG
$7.38B
$2.37M 0.01%
+82,490
New +$2.21M
PBR icon
937
Petrobras
PBR
$135B
$2.37M 0.01%
544,280
+491,280
+927% +$3M
CYB
938
CALL
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
$2.37M 0.01%
+95,000
New +$2.38M
MBLY
939
CALL
DELISTED
Mobileye N.V.
MBLY
$2.36M 0.01%
51,900
-40,600
-44% -$2.23M
VTLE
940
PUT
DELISTED
Vital Energy
VTLE
$2.35M 0.01%
12,475
+12,445
+41,483% +$2.46M
VMW
941
DELISTED
VMware, Inc
VMW
$2.35M 0.01%
29,812
-108,132
-78% -$8.99M
CAG icon
942
CALL
Conagra Brands
CAG
$7.25B
$2.34M 0.01%
74,273
+23,001
+45% +$772K
SDS icon
943
PUT
ProShares UltraShort S&P500
SDS
$390M
$2.33M 0.01%
+1,000
New +$2.15M
SRE icon
944
CALL
Sempra
SRE
$55.6B
$2.32M 0.01%
48,000
-85,200
-64% -$4.19M
UAA icon
945
CALL
Under Armour
UAA
$2.1B
$2.31M 0.01%
47,800
-20,400
-30% -$970K
AKRX
946
PUT
DELISTED
Akorn Inc
AKRX
$2.29M 0.01%
80,400
– –
HES
947
DELISTED
Hess
HES
$2.29M 0.01%
+45,665
New +$2.61M
KSS icon
948
CALL
Kohl's
KSS
$1.99B
$2.27M 0.01%
49,100
+1,700
+4% +$95.6K
BNY
949
PUT
Bank of New York Mellon
BNY
$110B
$2.27M 0.01%
58,100
+41,800
+256% +$1.74M
GM icon
950
General Motors
GM
$73.5B
$2.27M 0.01%
75,528
-243,133
-76% -$7.45M
36 37
38
39 40

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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.