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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
MTOR
2701
CALL
DELISTED
MERITOR, Inc.
MTOR
$3K ﹤0.01%
300
-372,900
-100% -$4.82M
QEP
2702
CALL
DELISTED
QEP RESOURCES, INC.
QEP
$3K ﹤0.01%
+200
New +$2.76K
NE
2703
DELISTED
Noble Corporation
NE
$3K ﹤0.01%
232
-3,118
-93% -$39.2K
DF
2704
DELISTED
Dean Foods Company
DF
$3K ﹤0.01%
172
-22,941
-99% -$392K
YGE
2705
DELISTED
Yingli Green Energy Holding Comp
YGE
$3K ﹤0.01%
844
-90
-10% -$709
XNPT
2706
PUT
DELISTED
XENOPORT, INC.
XNPT
$3K ﹤0.01%
+1,000
New +$6.31K
NLSN
2707
DELISTED
Nielsen Holdings plc
NLSN
$3K ﹤0.01%
73
-2,351
-97% -$109K
GLF
2708
PUT
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
$3K ﹤0.01%
400
-4,600
-92% -$39.2K
RESI
2709
CALL
DELISTED
Front Yard Residential Corporation Common Stock
RESI
$3K ﹤0.01%
200
-700
-78% -$11.2K
AVAV icon
2710
PUT
AeroVironment
AVAV
$9.72B
$2K ﹤0.01%
100
-18,200
-99% -$443K
CMP icon
2711
Compass Minerals
CMP
$1.13B
$2K ﹤0.01%
+27
New +$2.22K
CP icon
2712
Canadian Pacific Kansas City
CP
$80.8B
$2K ﹤0.01%
65
-3,780
-98% -$114K
CSIQ icon
2713
Canadian Solar
CSIQ
$1.09B
$2K ﹤0.01%
150
-2,809
-95% -$62.4K
FCFS icon
2714
FirstCash
FCFS
$9.05B
$2K ﹤0.01%
+50
New +$2.05K
GEF icon
2715
Greif
GEF
$5.01B
$2K ﹤0.01%
+63
New +$2.05K
GPN icon
2716
Global Payments
GPN
$22.8B
$2K ﹤0.01%
+28
New +$1.55K
HBI
2717
DELISTED
Hanesbrands
HBI
$2K ﹤0.01%
84
-3,759
-98% -$116K
O icon
2718
Realty Income
O
$58.5B
$2K ﹤0.01%
51
-1,759
-97% -$79.4K
UPBD icon
2719
Upbound Group
UPBD
$1.12B
$2K ﹤0.01%
66
-1,096
-94% -$29.4K
XPO icon
2720
CALL
XPO
XPO
$23.8B
$2K ﹤0.01%
+289
New +$3.79K
TCS
2721
DELISTED
THE CONTAINER STORE GROUP, INC.
TCS
$2K ﹤0.01%
10
-1,177
-99% -$298K
AVTA
2722
DELISTED
Avantax, Inc. Common Stock
AVTA
$2K ﹤0.01%
117
-6,824
-98% -$97.8K
STON
2723
DELISTED
StoneMor Inc.
STON
$2K ﹤0.01%
67
-45
-40% -$1.27K
STAY
2724
PUT
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$2K ﹤0.01%
+100
New +$1.83K
JMEI
2725
CALL
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
$2K ﹤0.01%
20
– –
107 108
109
110 111

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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.