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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
-11.36%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$44.9B
AUM Growth
-$2.48B
Cap. Flow
+$2.52B
Cap. Flow %
5.6%
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 Consumer Discretionary 0.8%
2 Financials 0.66%
3 Technology 0.51%
4 Communication Services 0.5%
5 Consumer Staples 0.39%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LNW
2551
PUT
DELISTED
Light & Wonder
LNW
$11K ﹤0.01%
1,100
-1,400
-56% -$18.3K
UDN icon
2552
CALL
Invesco DB US Dollar Index Bearish Fund
UDN
$109M
$11K ﹤0.01%
+500
New +$11K
WKC icon
2553
PUT
World Kinect Corp
WKC
$1.91B
$11K ﹤0.01%
300
+100
+50% +$4.16K
WRLD icon
2554
World Acceptance Corp
WRLD
$874M
$11K ﹤0.01%
406
-576
-59% -$24.5K
XRX icon
2555
CALL
Xerox
XRX
$422M
$11K ﹤0.01%
417
+265
+174% +$7.35K
AVTA
2556
PUT
DELISTED
Avantax, Inc. Common Stock
AVTA
$11K ﹤0.01%
800
-4,200
-84% -$60.2K
CYOU
2557
PUT
DELISTED
Changyou.com Limited American Depositary Share
CYOU
$11K ﹤0.01%
600
-300
-33% -$6.32K
KCG
2558
PUT
DELISTED
KCG Holdings, Inc.
KCG
$11K ﹤0.01%
+1,000
New +$11.1K
PLKI
2559
CALL
DELISTED
Popeyes Louisiana Kitchen, Inc.
PLKI
$11K ﹤0.01%
200
-200
-50% -$11.5K
AXLL
2560
PUT
DELISTED
AXIALL CORP COM STK (DE)
AXLL
$11K ﹤0.01%
700
-74,900
-99% -$2.01M
KING
2561
PUT
DELISTED
KING DIGITAL ENTMT PLC ORD SHS (IRL)
KING
$11K ﹤0.01%
800
-200
-20% -$2.88K
DST
2562
CALL
DELISTED
DST Systems Inc.
DST
$11K ﹤0.01%
+200
New +$11.1K
DST
2563
PUT
DELISTED
DST Systems Inc.
DST
$11K ﹤0.01%
+200
New +$11.1K
CNK icon
2564
CALL
Cinemark Holdings
CNK
$4.26B
$10K ﹤0.01%
+300
New +$11.2K
ERIC icon
2565
PUT
Ericsson
ERIC
$32.9B
$10K ﹤0.01%
1,000
-10,000
-91% -$101K
GTLS
2566
CALL
DELISTED
Chart Industries
GTLS
$10K ﹤0.01%
+500
New +$13.2K
KN icon
2567
Knowles
KN
$3.3B
$10K ﹤0.01%
526
+446
+558% +$7.63K
RBBN icon
2568
CALL
Ribbon Communications
RBBN
$358M
$10K ﹤0.01%
1,700
-5,200
-75% -$35K
VIPS icon
2569
CALL
Vipshop
VIPS
$7.26B
$10K ﹤0.01%
600
-4,400
-88% -$84.5K
VRA icon
2570
Vera Bradley
VRA
$95.3M
$10K ﹤0.01%
+799
New +$9.27K
WEC icon
2571
CALL
WEC Energy
WEC
$34.8B
$10K ﹤0.01%
200
-3,600
-95% -$175K
OAK
2572
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
$10K ﹤0.01%
210
-579
-73% -$30.7K
ELLI
2573
DELISTED
Ellie Mae Inc
ELLI
$10K ﹤0.01%
149
-1,552
-91% -$115K
BEL
2574
CALL
DELISTED
Belmond Ltd.
BEL
$10K ﹤0.01%
+1,000
New +$11.5K
BRCD
2575
PUT
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$10K ﹤0.01%
1,000
-1,500
-60% -$15.7K
101 102
103
104 105

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HF
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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 deployed $2.52B of net new capital in Q3 2015, opening 567 new positions and adding to 1,010 existing holdings. Its largest new stake was United Parcel Service: 222,979 shares worth $22M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 0.8% of assets, up from 0.7% a quarter earlier, followed by Financials and Technology.

On the sell side, the largest reduction was Qualcomm, an estimated $82.8M trimmed.

  • 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.