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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
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
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 0.56%
4 Communication Services 0.52%
5 Consumer Staples 0.39%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HPQ icon
226
CALL
HP
HPQ
$27.5B
$24.8M 0.06%
2,128,894
+356,504
+20% +$4.63M
EWA icon
227
CALL
iShares MSCI Australia ETF
EWA
$1.45B
$24.7M 0.05%
+1,376,200
New +$26.9M
COP icon
228
PUT
ConocoPhillips
COP
$152B
$24.5M 0.05%
511,100
-116,200
-19% -$5.91M
AA icon
229
Alcoa
AA
$13.2B
$24.4M 0.05%
1,051,956
+137,964
+15% +$3.23M
V icon
230
CALL
Visa
V
$680B
$24.2M 0.05%
347,700
+255,100
+275% +$18.2M
CVX icon
231
CALL
Chevron
CVX
$392B
$23.7M 0.05%
300,700
+244,200
+432% +$20.6M
NUE icon
232
CALL
Nucor
NUE
$61B
$23.7M 0.05%
631,300
+240,700
+62% +$10.3M
RTX icon
233
CALL
RTX Corp
RTX
$301B
$23.5M 0.05%
419,496
+295,713
+239% +$18.2M
TSN icon
234
CALL
Tyson Foods
TSN
$20.5B
$23.5M 0.05%
545,100
-513,500
-49% -$21.9M
EBAY icon
235
CALL
eBay
EBAY
$45.9B
$23.4M 0.05%
959,600
-1,860,237
-66% -$50M
CVX icon
236
PUT
Chevron
CVX
$392B
$23.2M 0.05%
294,400
+50,300
+21% +$4.23M
SLB icon
237
PUT
SLB Ltd
SLB
$79.8B
$23.1M 0.05%
335,600
-446,500
-57% -$35.3M
INFY icon
238
PUT
Infosys
INFY
$49B
$23.1M 0.05%
2,420,000
-1,358,800
-36% -$11.6M
BRK.B icon
239
Berkshire Hathaway Class B
BRK.B
$1.08T
$22.9M 0.05%
175,315
+168,095
+2,328% +$23M
EMC
240
CALL
DELISTED
EMC CORPORATION
EMC
$22.8M 0.05%
942,800
+644,700
+216% +$16.3M
MON
241
PUT
DELISTED
Monsanto Co
MON
$22.8M 0.05%
266,900
+258,100
+2,933% +$25.5M
PG icon
242
Procter & Gamble
PG
$336B
$22.7M 0.05%
315,643
+27,414
+10% +$2.06M
FCX icon
243
CALL
Freeport-McMoran
FCX
$93.1B
$22.7M 0.05%
2,340,100
+228,900
+11% +$2.75M
TM icon
244
PUT
Toyota
TM
$226B
$22.6M 0.05%
192,600
+162,600
+542% +$20.4M
NKE icon
245
PUT
Nike
NKE
$60.4B
$22.2M 0.05%
361,600
-116,600
-24% -$6.6M
MU icon
246
PUT
Micron Technology
MU
$1.1T
$22.2M 0.05%
1,484,200
-385,300
-21% -$6.63M
FCX icon
247
PUT
Freeport-McMoran
FCX
$93.1B
$22.1M 0.05%
2,281,700
+699,100
+44% +$8.39M
UPS icon
248
United Parcel Service
UPS
$88.9B
$22M 0.05%
+222,979
New +$22M
DG icon
249
PUT
Dollar General
DG
$27.2B
$21.9M 0.05%
303,000
+269,800
+813% +$20.6M
CAT icon
250
Caterpillar
CAT
$394B
$21.9M 0.05%
334,960
+16,873
+5% +$1.29M
8 9
10
11 12

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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.