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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
LITE icon
1501
PUT
Lumentum
LITE
$88.7B
$542K ﹤0.01%
+32,000
New +$606K
OEF icon
1502
PUT
iShares S&P 100 ETF
OEF
$20.3B
$542K ﹤0.01%
6,400
-4,600
-42% -$413K
SHLD
1503
DELISTED
Sears Holding Corporation
SHLD
$541K ﹤0.01%
23,936
+6,551
+38% +$158K
RENT
1504
PUT
DELISTED
RENTRAK CORP
RENT
$541K ﹤0.01%
10,000
– –
WTI icon
1505
CALL
W&T Offshore
WTI
$613M
$540K ﹤0.01%
180,000
+130,000
+260% +$483K
IVE icon
1506
CALL
iShares S&P 500 Value ETF
IVE
$49.5B
$538K ﹤0.01%
+6,400
New +$572K
WEC icon
1507
PUT
WEC Energy
WEC
$34.6B
$538K ﹤0.01%
10,300
+3,500
+51% +$170K
RCL icon
1508
PUT
Royal Caribbean
RCL
$69.5B
$536K ﹤0.01%
6,000
+4,200
+233% +$369K
BID
1509
PUT
DELISTED
Sotheby's
BID
$535K ﹤0.01%
16,700
+16,400
+5,467% +$628K
HSY icon
1510
Hershey
HSY
$34.6B
$534K ﹤0.01%
5,816
-9,389
-62% -$855K
SBAC icon
1511
CALL
SBA Communications
SBAC
$19.8B
$534K ﹤0.01%
5,100
+4,200
+467% +$489K
AVP
1512
PUT
DELISTED
Avon Products, Inc.
AVP
$534K ﹤0.01%
164,400
-434,400
-73% -$2.2M
KMX icon
1513
CALL
CarMax
KMX
$8.56B
$533K ﹤0.01%
9,000
-19,200
-68% -$1.2M
ONIT
1514
Onity Group
ONIT
$287M
$529K ﹤0.01%
+5,255
New +$665K
SPLS
1515
CALL
DELISTED
Staples Inc
SPLS
$529K ﹤0.01%
45,200
-10,100
-18% -$142K
LNC icon
1516
CALL
Lincoln National
LNC
$8.34B
$527K ﹤0.01%
11,100
-23,500
-68% -$1.26M
SCCO icon
1517
CALL
Southern Copper
SCCO
$177B
$527K ﹤0.01%
21,506
+6,332
+42% +$159K
WB icon
1518
CALL
Weibo
WB
$1.63B
$526K ﹤0.01%
+45,000
New +$590K
ADM icon
1519
Archer Daniels Midland
ADM
$41.7B
$525K ﹤0.01%
12,662
+11,711
+1,231% +$535K
NTRS icon
1520
CALL
Northern Trust
NTRS
$33.8B
$525K ﹤0.01%
7,700
+1,900
+33% +$140K
AMTD
1521
DELISTED
TD Ameritrade Holding Corp
AMTD
$524K ﹤0.01%
+16,472
New +$577K
LGF
1522
DELISTED
Lions Gate Entertainment
LGF
$522K ﹤0.01%
14,197
+1,905
+15% +$72K
CRUS icon
1523
PUT
Cirrus Logic
CRUS
$5.55B
$520K ﹤0.01%
16,500
-4,500
-21% -$138K
IAG icon
1524
IAMGOLD
IAG
$11.7B
$515K ﹤0.01%
316,141
+89,423
+39% +$145K
AIRM
1525
PUT
DELISTED
Air Methods Corp
AIRM
$511K ﹤0.01%
+15,000
New +$579K
59 60
61
62 63

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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.