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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-11.36%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$44.9B
AUM Growth
-$2.48B
Cap. Flow
+$238M
Cap. Flow %
0.53%
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 Miscellaneous 95.73%
2 Consumer Discretionary 0.8%
3 Financials 0.66%
4 Technology 0.56%
5 Communication Services 0.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MSFT icon
26
CALL
Microsoft
MSFT
$3.65T
$206M 0.46%
4,662,700
+383,300
+9% +$17.2M
T icon
27
CALL
AT&T
T
$172B
$197M 0.44%
8,024,499
+3,262,844
+69% +$83.2M
META icon
28
PUT
Meta Platforms (Facebook)
META
$1.67T
$197M 0.44%
2,189,500
-91,600
-4% -$8.41M
QQQ icon
29
CALL
Invesco QQQ Trust
QQQ
$489B
$195M 0.44%
1,920,100
-1,407,300
-42% -$151M
VXX
30
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$180M 0.4%
439,000
+371,425
+550% +$124M
GLD icon
31
PUT
SPDR Gold Trust
GLD
$149B
$169M 0.38%
1,582,800
+470,700
+42% +$50.7M
TLT icon
32
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$46.9B
$160M 0.36%
1,296,600
-1,051,100
-45% -$128M
USO icon
33
PUT
United States Oil Fund
USO
$1.7B
$160M 0.36%
1,359,913
+503,300
+59% +$61.8M
QCOM icon
34
PUT
Qualcomm
QCOM
$188B
$160M 0.36%
2,971,700
-1,355,500
-31% -$80.5M
FXI icon
35
CALL
iShares China Large-Cap ETF
FXI
$4.12B
$157M 0.35%
4,416,100
-1,919,700
-30% -$74.6M
T icon
36
PUT
AT&T
T
$172B
$155M 0.35%
6,300,784
+1,793,944
+40% +$45.7M
XLE icon
37
PUT
State Street Energy Select Sector SPDR ETF
XLE
$43B
$154M 0.34%
5,040,600
+418,400
+9% +$14.1M
EFA icon
38
iShares MSCI EAFE ETF
EFA
$78.8B
$150M 0.33%
2,620,108
+2,600,514
+13,272% +$161M
DXJ icon
39
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
$147M 0.33%
3,028,900
+1,929,700
+176% +$104M
XOP icon
40
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.21B
$146M 0.33%
1,114,600
+664,525
+148% +$101M
PG icon
41
PUT
Procter & Gamble
PG
$331B
$143M 0.32%
1,993,000
+614,900
+45% +$46.1M
USO icon
42
CALL
United States Oil Fund
USO
$1.7B
$142M 0.32%
1,205,800
+726,150
+151% +$89.2M
AMZN icon
43
CALL
Amazon
AMZN
$2.72T
$139M 0.31%
5,446,000
+1,726,000
+46% +$43.6M
AXP icon
44
PUT
American Express
AXP
$217B
$128M 0.28%
1,725,500
+408,300
+31% +$31.4M
KMI icon
45
CALL
Kinder Morgan
KMI
$69.9B
$127M 0.28%
4,590,700
+120,300
+3% +$3.98M
UPS icon
46
PUT
United Parcel Service
UPS
$84.4B
$126M 0.28%
1,274,200
+80,300
+7% +$7.93M
VZ icon
47
PUT
Verizon
VZ
$207B
$124M 0.28%
2,860,700
-2,145,500
-43% -$99M
WFC icon
48
PUT
Wells Fargo
WFC
$271B
$123M 0.27%
2,404,300
-1,032,300
-30% -$56.8M
DXJ icon
49
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
$123M 0.27%
2,535,000
-1,739,200
-41% -$94.1M
GE icon
50
CALL
GE Aerospace
GE
$338B
$120M 0.27%
991,834
+815,222
+462% +$99.9M
1
2
3 4 5

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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's Q3 2015 filing shows 567 new, 1,010 increased, 1,102 reduced and 1,345 closed positions. Its largest new stake was United Parcel Service: 222,979 shares worth $22M. The largest sale was Qualcomm, an estimated $82.8M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 95% a quarter earlier, followed by Consumer Discretionary and Financials.

  • 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.