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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
HAS icon
2076
CALL
Hasbro
HAS
$12.5B
$72K ﹤0.01%
1,000
-30,600
-97% -$2.36M
MAT icon
2077
CALL
Mattel
MAT
$3.93B
$72K ﹤0.01%
3,400
-235,500
-99% -$5.51M
SPXL icon
2078
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.95B
$72K ﹤0.01%
4,188
+1,760
+72% +$36.6K
CHUY
2079
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
$72K ﹤0.01%
2,539
+1,320
+108% +$39.2K
CTB
2080
CALL
DELISTED
Cooper Tire & Rubber Co.
CTB
$72K ﹤0.01%
+1,800
New +$65.5K
ULTI
2081
PUT
DELISTED
Ultimate Software Group Inc
ULTI
$72K ﹤0.01%
400
-1,900
-83% -$339K
HAWK
2082
CALL
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$72K ﹤0.01%
+1,700
New +$72.3K
APTV icon
2083
Aptiv
APTV
$9.24B
$71K ﹤0.01%
938
-3,888
-81% -$299K
AYI icon
2084
PUT
Acuity Brands
AYI
$9.6B
$71K ﹤0.01%
+400
New +$77.7K
NVAX icon
2085
CALL
Novavax
NVAX
$1.62B
$71K ﹤0.01%
+500
New +$112K
NVAX icon
2086
PUT
Novavax
NVAX
$1.62B
$71K ﹤0.01%
+500
New +$112K
SALE
2087
DELISTED
RetailMeNot, Inc. Series 1
SALE
$71K ﹤0.01%
8,601
-141
-2% -$1.64K
FXF icon
2088
PUT
Invesco CurrencyShares Swiss Franc Trust
FXF
$386M
$70K ﹤0.01%
+700
New +$70.4K
HRL icon
2089
CALL
Hormel Foods
HRL
$11.5B
$70K ﹤0.01%
+2,200
New +$65.9K
SPXL icon
2090
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.95B
$70K ﹤0.01%
+4,000
New +$83.2K
VOO icon
2091
PUT
Vanguard S&P 500 ETF
VOO
$1.04T
$70K ﹤0.01%
+400
New +$74.4K
WTW icon
2092
CALL
Willis Towers Watson
WTW
$29.1B
$70K ﹤0.01%
642
-2,567
-80% -$304K
SE
2093
DELISTED
Spectra Energy Corp Wi
SE
$70K ﹤0.01%
+2,680
New +$78K
DMND
2094
DELISTED
DIAMOND FOODS, INC.
DMND
$70K ﹤0.01%
+2,258
New +$70.8K
DDS icon
2095
PUT
Dillards
DDS
$9.74B
$69K ﹤0.01%
800
-2,500
-76% -$242K
FIVE icon
2096
Five Below
FIVE
$13.6B
$69K ﹤0.01%
2,060
-11,812
-85% -$429K
JACK icon
2097
CALL
Jack in the Box
JACK
$283M
$69K ﹤0.01%
900
-8,900
-91% -$759K
NEM icon
2098
Newmont
NEM
$136B
$69K ﹤0.01%
4,289
-519,611
-99% -$9.3M
CMCSK
2099
DELISTED
COMCAST CORP SPL A (NEW)
CMCSK
$69K ﹤0.01%
+1,208
New +$69K
CPA icon
2100
CALL
Copa Holdings
CPA
$5.3B
$68K ﹤0.01%
1,600
+1,500
+1,500% +$94.6K
82 83
84
85 86

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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.