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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
IOVA icon
1851
CALL
Iovance Biotherapeutics
IOVA
$2.95B
$173K ﹤0.01%
+30,000
New +$234K
RF icon
1852
PUT
Regions Financial
RF
$27B
$172K ﹤0.01%
19,100
+16,000
+516% +$158K
BOH icon
1853
PUT
Bank of Hawaii
BOH
$3.15B
$171K ﹤0.01%
2,700
– –
JOY
1854
DELISTED
Joy Global Inc
JOY
$171K ﹤0.01%
+11,470
New +$278K
TLN
1855
CALL
DELISTED
Talen Energy Corporation
TLN
$171K ﹤0.01%
16,900
– –
DAR icon
1856
CALL
Darling Ingredients
DAR
$10.4B
$169K ﹤0.01%
+15,000
New +$192K
HIG icon
1857
PUT
Hartford Financial Services
HIG
$37.8B
$169K ﹤0.01%
3,700
-14,600
-80% -$674K
HOG icon
1858
Harley-Davidson
HOG
$2.9B
$169K ﹤0.01%
+3,073
New +$173K
NLSN
1859
PUT
DELISTED
Nielsen Holdings plc
NLSN
$169K ﹤0.01%
3,800
-1,600
-30% -$73.9K
BCE icon
1860
PUT
BCE
BCE
$21.7B
$168K ﹤0.01%
4,100
+3,400
+486% +$140K
TEL icon
1861
PUT
TE Connectivity
TEL
$62.2B
$168K ﹤0.01%
+2,800
New +$170K
LLL
1862
DELISTED
L3 Technologies, Inc.
LLL
$168K ﹤0.01%
+1,604
New +$181K
OLED icon
1863
CALL
Universal Display
OLED
$4.18B
$167K ﹤0.01%
+4,900
New +$205K
GPC icon
1864
CALL
Genuine Parts
GPC
$18.7B
$166K ﹤0.01%
2,000
-13,900
-87% -$1.2M
TZA icon
1865
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$199M
$166K ﹤0.01%
8
-23
-74% -$403K
CPAY icon
1866
PUT
Corpay
CPAY
$27.9B
$166K ﹤0.01%
1,200
+800
+200% +$123K
SPLV icon
1867
Invesco S&P 500 Low Volatility ETF
SPLV
$7.22B
$165K ﹤0.01%
4,584
+4,583
+458,300% +$170K
GMCR
1868
PUT
DELISTED
KEURIG GREEN MTN INC
GMCR
$164K ﹤0.01%
3,200
-928,900
-100% -$57.2M
NWBO
1869
DELISTED
Northwest Biotherapeutics, Inc. Common stock
NWBO
$162K ﹤0.01%
+25,960
New +$243K
BNS icon
1870
CALL
Scotiabank
BNS
$111B
$159K ﹤0.01%
3,726
-2,759
-43% -$124K
CF icon
1871
PUT
CF Industries
CF
$17.7B
$159K ﹤0.01%
3,600
-106,200
-97% -$6.18M
EQNR icon
1872
CALL
Equinor
EQNR
$96.3B
$159K ﹤0.01%
10,900
+9,700
+808% +$153K
CB
1873
CALL
DELISTED
CHUBB CORPORATION
CB
$159K ﹤0.01%
1,300
-36,400
-97% -$4.45M
FE icon
1874
PUT
FirstEnergy
FE
$27.1B
$157K ﹤0.01%
5,000
-16,500
-77% -$540K
SGI
1875
CALL
Somnigroup International
SGI
$14B
$157K ﹤0.01%
+8,800
New +$162K
73 74
75
76 77

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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.