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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
ANET icon
1276
CALL
Arista Networks
ANET
$243B
$1.03M ﹤0.01%
268,800
+148,800
+124% +$709K
EWP icon
1277
iShares MSCI Spain ETF
EWP
$2.24B
$1.02M ﹤0.01%
34,542
+34,541
+3,454,100% +$1.13M
TD icon
1278
PUT
Toronto Dominion Bank
TD
$195B
$1.02M ﹤0.01%
25,900
+14,700
+131% +$585K
DVA icon
1279
CALL
DaVita
DVA
$11.7B
$1.02M ﹤0.01%
14,100
-32,000
-69% -$2.48M
GNC
1280
DELISTED
GNC Holdings, Inc.
GNC
$1.02M ﹤0.01%
25,212
-3,136
-11% -$143K
TOL icon
1281
PUT
Toll Brothers
TOL
$12.4B
$1.02M ﹤0.01%
29,700
-61,500
-67% -$2.33M
TGT icon
1282
Target
TGT
$71.6B
$1.01M ﹤0.01%
12,895
-100,377
-89% -$8.01M
INFI
1283
CALL
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$1.01M ﹤0.01%
+120,000
New +$1.11M
DAR icon
1284
Darling Ingredients
DAR
$10.7B
$1.01M ﹤0.01%
89,675
+89,554
+74,012% +$1.14M
ADM icon
1285
PUT
Archer Daniels Midland
ADM
$41.7B
$1.01M ﹤0.01%
24,300
-18,900
-44% -$863K
OTEX icon
1286
CALL
Open Text
OTEX
$5.47B
$1.01M ﹤0.01%
45,000
-14,200
-24% -$307K
CPN
1287
DELISTED
Calpine Corporation
CPN
$1M ﹤0.01%
68,682
+67,952
+9,308% +$1.12M
MOMO
1288
CALL
Hello Group
MOMO
$685M
$1M ﹤0.01%
80,000
– –
DCP
1289
DELISTED
DCP Midstream, LP
DCP
$996K ﹤0.01%
+41,189
New +$1.19M
CYBR
1290
DELISTED
CyberArk
CYBR
$995K ﹤0.01%
19,839
+967
+5% +$52.8K
LKM
1291
CALL
DELISTED
Link Motion Inc.
LKM
$993K ﹤0.01%
300,000
– –
HZNP
1292
CALL
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$991K ﹤0.01%
+50,000
New +$1.58M
HZNP
1293
PUT
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$991K ﹤0.01%
+50,000
New +$1.58M
SWFT
1294
CALL
DELISTED
Swift Transportation Company
SWFT
$989K ﹤0.01%
65,800
+64,800
+6,480% +$1.36M
GPRO icon
1295
GoPro
GPRO
$293M
$985K ﹤0.01%
31,565
-2,467
-7% -$121K
CACC icon
1296
PUT
Credit Acceptance
CACC
$6.2B
$984K ﹤0.01%
+5,000
New +$1.09M
FCX icon
1297
Freeport-McMoran
FCX
$109B
$983K ﹤0.01%
101,409
-385,038
-79% -$4.62M
ALDR
1298
PUT
DELISTED
Alder Biopharmaceuticals
ALDR
$983K ﹤0.01%
+30,000
New +$1.28M
VNQ icon
1299
PUT
Vanguard Real Estate ETF
VNQ
$37.5B
$982K ﹤0.01%
13,000
-40,900
-76% -$3.14M
GEN icon
1300
CALL
Gen Digital
GEN
$17.8B
$978K ﹤0.01%
50,200
-7,900
-14% -$170K
50 51
52
53 54

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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.