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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
XLF icon
326
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59.4B
$14.3M 0.03%
721,079
+477,074
+196% +$10.1M
CI icon
327
PUT
Cigna
CI
$74.7B
$14.3M 0.03%
105,800
+103,800
+5,190% +$15.1M
CHK
328
PUT
DELISTED
Chesapeake Energy Corporation
CHK
$14.2M 0.03%
9,712
+6,221
+178% +$10.6M
WMT icon
329
Walmart Inc
WMT
$917B
$14.2M 0.03%
657,429
-433,854
-40% -$9.95M
DD icon
330
PUT
DuPont de Nemours
DD
$19.8B
$14.1M 0.03%
131,180
-166,165
-56% -$19.3M
MXIM
331
PUT
DELISTED
Maxim Integrated Products
MXIM
$14M 0.03%
419,500
+322,200
+331% +$10.7M
BUD icon
332
AB InBev
BUD
$157B
$14M 0.03%
131,321
-85,164
-39% -$9.89M
ABBV icon
333
PUT
AbbVie
ABBV
$441B
$14M 0.03%
256,500
+111,900
+77% +$7.28M
NUE icon
334
PUT
Nucor
NUE
$61B
$13.8M 0.03%
368,600
+250,600
+212% +$10.7M
RIG icon
335
CALL
Transocean
RIG
$6.43B
$13.8M 0.03%
1,069,400
+794,500
+289% +$11M
Z icon
336
PUT
Zillow
Z
$7.82B
$13.8M 0.03%
+510,400
New +$13.3M
XLP icon
337
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$13.7M 0.03%
291,300
+228,900
+367% +$11.1M
EWJ icon
338
PUT
iShares MSCI Japan ETF
EWJ
$23.2B
$13.7M 0.03%
299,500
+14,625
+5% +$722K
CTSH icon
339
PUT
Cognizant
CTSH
$26.5B
$13.6M 0.03%
217,200
+201,600
+1,292% +$12.7M
AEP icon
340
CALL
American Electric Power
AEP
$68.4B
$13.5M 0.03%
237,100
+2,800
+1% +$155K
LNKD
341
CALL
DELISTED
LinkedIn Corporation
LNKD
$13.5M 0.03%
70,800
+4,500
+7% +$893K
APA icon
342
APA Corp
APA
$14.2B
$13.4M 0.03%
343,290
+248,129
+261% +$11.3M
LULU icon
343
CALL
lululemon athletica
LULU
$13.6B
$13.4M 0.03%
264,600
+69,300
+35% +$4.22M
SCHW
344
PUT
Charles Schwab
SCHW
$192B
$13.4M 0.03%
468,900
-106,000
-18% -$3.4M
RIO icon
345
CALL
Rio Tinto
RIO
$156B
$13.3M 0.03%
393,900
+328,400
+501% +$12.3M
KKR icon
346
CALL
KKR & Co
KKR
$102B
$13.3M 0.03%
791,100
-684,900
-46% -$14.6M
GAP
347
CALL
The Gap Inc
GAP
$7.42B
$13.2M 0.03%
462,200
+263,100
+132% +$9.05M
PRKS icon
348
PUT
United Parks & Resorts
PRKS
$2.04B
$13.1M 0.03%
735,600
+339,400
+86% +$6.12M
AGU
349
PUT
DELISTED
Agrium
AGU
$13M 0.03%
145,600
+99,400
+215% +$10.1M
NFLX icon
350
CALL
Netflix
NFLX
$325B
$13M 0.03%
1,262,000
-5,000
-0.4% -$53.7K
12 13
14
15 16

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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.