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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
ASNA
1451
DELISTED
Ascena Retail Group, Inc.
ASNA
$628K ﹤0.01%
2,258
+2,250
+28,125% +$587K
DPZ icon
1452
PUT
Domino's
DPZ
$11.7B
$627K ﹤0.01%
5,800
-3,600
-38% -$400K
YELL
1453
DELISTED
Yellow Corporation Common Stock
YELL
$626K ﹤0.01%
47,203
-67,779
-59% -$1.06M
WLL
1454
CALL
DELISTED
Whiting Petroleum Corporation
WLL
$625K ﹤0.01%
136
-87
-39% -$538K
NGVC icon
1455
CALL
Vitamin Cottage Natural Grocers
NGVC
$632M
$624K ﹤0.01%
+27,500
New +$660K
SWKS icon
1456
Skyworks Solutions
SWKS
$10.5B
$624K ﹤0.01%
7,407
+2,492
+51% +$228K
SPLK
1457
DELISTED
Splunk Inc
SPLK
$621K ﹤0.01%
11,217
+7,144
+175% +$467K
MTBL
1458
PUT
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
$620K ﹤0.01%
133,333
– –
CP icon
1459
PUT
Canadian Pacific Kansas City
CP
$81.5B
$617K ﹤0.01%
+21,500
New +$648K
IVV icon
1460
PUT
iShares Core S&P 500 ETF
IVV
$910B
$617K ﹤0.01%
+3,200
New +$653K
HCBK
1461
CALL
DELISTED
HUDSON CITY BANCORP INC
HCBK
$614K ﹤0.01%
60,300
– –
KHC icon
1462
Kraft Heinz
KHC
$29.1B
$612K ﹤0.01%
+8,673
New +$655K
MIC
1463
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$612K ﹤0.01%
8,200
+3,500
+74% +$279K
IAG icon
1464
PUT
IAMGOLD
IAG
$10.3B
$611K ﹤0.01%
375,000
– –
AMBA icon
1465
PUT
Ambarella
AMBA
$3.66B
$600K ﹤0.01%
10,300
-69,300
-87% -$6.54M
OLN icon
1466
Olin
OLN
$2.13B
$594K ﹤0.01%
35,342
+35,228
+30,902% +$745K
APU
1467
CALL
DELISTED
AmeriGas Partners, L.P.
APU
$594K ﹤0.01%
+14,300
New +$638K
BXP icon
1468
PUT
Boston Properties
BXP
$10.8B
$592K ﹤0.01%
5,000
+4,300
+614% +$514K
DATA
1469
CALL
DELISTED
Tableau Software, Inc.
DATA
$592K ﹤0.01%
7,400
-1,100
-13% -$114K
VTRS icon
1470
Viatris
VTRS
$18.5B
$588K ﹤0.01%
14,617
-36,483
-71% -$2.03M
BRFS
1471
DELISTED
BRF SA
BRFS
$582K ﹤0.01%
+32,714
New +$643K
ECL icon
1472
CALL
Ecolab
ECL
$78.1B
$582K ﹤0.01%
+5,300
New +$593K
EXPE icon
1473
CALL
Expedia Group
EXPE
$39.1B
$582K ﹤0.01%
4,900
-170,300
-97% -$19.6M
BNO icon
1474
CALL
United States Brent Oil Fund
BNO
$771M
$581K ﹤0.01%
34,900
– –
FNF icon
1475
PUT
Fidelity National Financial
FNF
$12.8B
$581K ﹤0.01%
23,623
-5,185
-18% -$136K
57 58
59
60 61

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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.