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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
XLNX
251
CALL
DELISTED
Xilinx Inc
XLNX
$21.9M 0.05%
515,500
-201,700
-28% -$8.49M
GDX icon
252
VanEck Gold Miners ETF
GDX
$27.5B
$21.8M 0.05%
1,588,360
+1,099,552
+225% +$15.9M
K
253
PUT
DELISTED
Kellanova
K
$21.8M 0.05%
349,214
+334,197
+2,225% +$20.8M
ETFC
254
PUT
DELISTED
E*Trade Financial Corporation
ETFC
$21.8M 0.05%
827,500
-358,300
-30% -$9.93M
CELG
255
PUT
DELISTED
Celgene Corp
CELG
$21.6M 0.05%
200,000
+115,000
+135% +$14.3M
PFE icon
256
CALL
Pfizer
PFE
$153B
$21.3M 0.05%
716,298
-1,554,756
-68% -$49.9M
EBAY icon
257
eBay
EBAY
$45.9B
$21.1M 0.05%
864,241
-1,587,299
-65% -$42.7M
TCOM icon
258
PUT
Trip.com Group
TCOM
$28.3B
$21.1M 0.05%
666,800
-52,800
-7% -$1.83M
MO icon
259
CALL
Altria Group
MO
$110B
$20.8M 0.05%
382,900
+367,000
+2,308% +$19.7M
XLU icon
260
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$20.6M 0.05%
950,000
+472,600
+99% +$10.2M
V icon
261
PUT
Visa
V
$680B
$20.5M 0.05%
294,200
+241,200
+455% +$17.2M
EWG icon
262
iShares MSCI Germany ETF
EWG
$1.68B
$20.5M 0.05%
827,996
+827,995
+82,799,500% +$22.5M
BIIB icon
263
PUT
Biogen
BIIB
$31B
$20.4M 0.05%
+70,000
New +$23.1M
ASHR icon
264
CALL
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.58B
$20.2M 0.05%
624,700
-57,900
-8% -$2.14M
BA icon
265
PUT
Boeing
BA
$183B
$20.1M 0.04%
153,700
-235,900
-61% -$32.7M
MS icon
266
Morgan Stanley
MS
$342B
$20.1M 0.04%
638,355
+392,597
+160% +$14.3M
DIS icon
267
Walt Disney
DIS
$184B
$19.8M 0.04%
193,991
+182,203
+1,546% +$19.8M
GILD icon
268
Gilead Sciences
GILD
$172B
$19.8M 0.04%
201,879
+17,492
+9% +$1.94M
APA icon
269
PUT
APA Corp
APA
$14.2B
$19.8M 0.04%
505,000
+337,100
+201% +$15.3M
CVS icon
270
CVS Health
CVS
$124B
$19.8M 0.04%
204,987
+204,726
+78,439% +$21.5M
LRCX icon
271
PUT
Lam Research
LRCX
$416B
$19.8M 0.04%
3,025,000
+22,000
+0.7% +$161K
MNDT
272
DELISTED
Mandiant, Inc. Common Stock
MNDT
$19.4M 0.04%
610,500
+468,149
+329% +$19.5M
CMI icon
273
PUT
Cummins
CMI
$86.9B
$19.3M 0.04%
177,300
+123,800
+231% +$15.3M
COP icon
274
CALL
ConocoPhillips
COP
$152B
$19.2M 0.04%
401,000
+66,700
+20% +$3.39M
PFE icon
275
PUT
Pfizer
PFE
$153B
$19.1M 0.04%
642,097
-871,342
-58% -$27.9M
9 10
11
12 13

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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.