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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
DVAX
1701
DELISTED
Dynavax Technologies
DVAX
$294K ﹤0.01%
+12,000
New +$340K
DIA icon
1702
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.3B
$292K ﹤0.01%
1,800
-34,200
-95% -$5.84M
IRBT
1703
PUT
DELISTED
iRobot
IRBT
$292K ﹤0.01%
10,000
-7,400
-43% -$225K
DHT icon
1704
DHT Holdings
DHT
$3.09B
$291K ﹤0.01%
39,152
-24,717
-39% -$190K
GDXJ icon
1705
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.33B
$288K ﹤0.01%
14,700
– –
MTW icon
1706
Manitowoc
MTW
$753M
$286K ﹤0.01%
+21,041
New +$325K
FTI icon
1707
PUT
TechnipFMC
FTI
$30.1B
$285K ﹤0.01%
12,365
+10,618
+608% +$267K
MAS icon
1708
PUT
Masco
MAS
$14.7B
$284K ﹤0.01%
11,300
+9,479
+521% +$243K
CBRL icon
1709
Cracker Barrel
CBRL
$1.31B
$283K ﹤0.01%
1,921
-1,932
-50% -$289K
PAYX icon
1710
Paychex
PAYX
$44.6B
$283K ﹤0.01%
5,935
-23,419
-80% -$1.09M
THC icon
1711
CALL
Tenet Healthcare
THC
$21.5B
$282K ﹤0.01%
7,600
-67,200
-90% -$3.47M
VTR icon
1712
PUT
Ventas
VTR
$46.3B
$281K ﹤0.01%
+5,000
New +$328K
EMN icon
1713
PUT
Eastman Chemical
EMN
$8.43B
$279K ﹤0.01%
4,300
-5,100
-54% -$377K
FXY icon
1714
Invesco CurrencyShares Japanese Yen Trust
FXY
$426M
$278K ﹤0.01%
3,434
+3,433
+343,300% +$273K
URA icon
1715
CALL
Global X Uranium ETF
URA
$6.31B
$278K ﹤0.01%
20,000
– –
FIG
1716
CALL
DELISTED
Fortress Investment Group Llc
FIG
$278K ﹤0.01%
+50,000
New +$316K
BNY
1717
Bank of New York Mellon
BNY
$110B
$276K ﹤0.01%
+7,059
New +$293K
KMI.WS
1718
DELISTED
Kinder Morgan Inc
KMI.WS
$276K ﹤0.01%
300,095
– –
FL
1719
DELISTED
Foot Locker
FL
$274K ﹤0.01%
3,801
-7,785
-67% -$554K
MLM icon
1720
PUT
Martin Marietta Materials
MLM
$32.7B
$274K ﹤0.01%
1,800
+1,700
+1,700% +$275K
SPXS icon
1721
CALL
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$327M
$274K ﹤0.01%
+25
New +$242K
DATA
1722
PUT
DELISTED
Tableau Software, Inc.
DATA
$272K ﹤0.01%
3,400
-2,100
-38% -$218K
IWD icon
1723
iShares Russell 1000 Value ETF
IWD
$84.3B
$271K ﹤0.01%
2,903
+2,902
+290,200% +$288K
SNAK
1724
DELISTED
Inventure Foods, Inc.
SNAK
$271K ﹤0.01%
+30,523
New +$283K
AEO icon
1725
PUT
American Eagle Outfitters
AEO
$2.73B
$270K ﹤0.01%
17,200
+12,000
+231% +$205K
67 68
69
70 71

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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.