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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
TTSH
1726
CALL
DELISTED
Tile Shop Holdings
TTSH
$270K ﹤0.01%
+22,500
New +$298K
RDUS
1727
DELISTED
Radius Recycling
RDUS
$269K ﹤0.01%
19,834
+19,663
+11,499% +$321K
ARRY
1728
DELISTED
Array Biopharma Inc
ARRY
$269K ﹤0.01%
59,056
+9,056
+18% +$53.7K
XLK icon
1729
CALL
State Street Technology Select Sector SPDR ETF
XLK
$125B
$268K ﹤0.01%
+13,600
New +$280K
EXPR
1730
PUT
DELISTED
Express, Inc.
EXPR
$268K ﹤0.01%
750
+500
+200% +$188K
TSN icon
1731
Tyson Foods
TSN
$19.8B
$267K ﹤0.01%
6,186
+5,472
+766% +$233K
AAC
1732
CALL
DELISTED
AAC Holdings
AAC
$267K ﹤0.01%
+12,000
New +$350K
AAP icon
1733
CALL
Advance Auto Parts
AAP
$3.46B
$266K ﹤0.01%
1,400
-17,200
-92% -$2.98M
VFC icon
1734
VF Corp
VFC
$5.79B
$264K ﹤0.01%
4,117
-21,278
-84% -$1.46M
TTM
1735
CALL
DELISTED
Tata Motors Limited
TTM
$264K ﹤0.01%
11,700
-60,500
-84% -$1.66M
UHS icon
1736
Universal Health Services
UHS
$10.1B
$260K ﹤0.01%
2,087
-8,304
-80% -$1.16M
XLY icon
1737
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.5B
$260K ﹤0.01%
7,000
-112,400
-94% -$4.32M
SINA
1738
CALL
DELISTED
Sina Corp
SINA
$260K ﹤0.01%
6,500
-24,600
-79% -$992K
RPRX
1739
PUT
DELISTED
Repros Therapeutics Inc.
RPRX
$260K ﹤0.01%
35,000
– –
SWC
1740
CALL
DELISTED
Stillwater Mining Co
SWC
$258K ﹤0.01%
+25,000
New +$239K
NOW icon
1741
CALL
ServiceNow
NOW
$132B
$257K ﹤0.01%
18,500
+14,500
+363% +$217K
FRO icon
1742
CALL
Frontline
FRO
$9.02B
$256K ﹤0.01%
+19,000
New +$255K
CHKP icon
1743
PUT
Check Point Software Technologies
CHKP
$13.7B
$255K ﹤0.01%
3,200
+2,900
+967% +$232K
TEX icon
1744
Terex
TEX
$7.57B
$255K ﹤0.01%
14,215
-107,949
-88% -$2.35M
MHK icon
1745
PUT
Mohawk Industries
MHK
$9.42B
$254K ﹤0.01%
1,400
+700
+100% +$139K
AFSI
1746
CALL
DELISTED
AmTrust Financial Services, Inc.
AFSI
$252K ﹤0.01%
8,000
-12,000
-60% -$380K
KBH icon
1747
CALL
KB Home
KBH
$3.45B
$250K ﹤0.01%
18,400
-233,100
-93% -$3.56M
HAR
1748
PUT
DELISTED
Harman International Industries
HAR
$250K ﹤0.01%
2,600
+1,400
+117% +$147K
BBWI icon
1749
Bath & Body Works
BBWI
$3.76B
$248K ﹤0.01%
3,407
-12,174
-78% -$841K
LMT icon
1750
Lockheed Martin
LMT
$138B
$248K ﹤0.01%
1,198
-8,349
-87% -$1.7M
68 69
70
71 72

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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.