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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
EOG icon
376
PUT
EOG Resources
EOG
$74.8B
$12M 0.03%
165,300
-84,600
-34% -$6.57M
BX icon
377
CALL
Blackstone
BX
$108B
$12M 0.03%
386,201
+155,499
+67% +$5.62M
GT icon
378
PUT
Goodyear
GT
$1.76B
$12M 0.03%
408,400
-135,100
-25% -$4.06M
XLK icon
379
State Street Technology Select Sector SPDR ETF
XLK
$124B
$11.9M 0.03%
600,642
-288,408
-32% -$5.94M
BRK.B icon
380
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
$11.9M 0.03%
+90,900
New +$12.5M
BP icon
381
PUT
BP
BP
$110B
$11.8M 0.03%
460,899
-67,507
-13% -$1.98M
KRE icon
382
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.68B
$11.8M 0.03%
287,300
-1,600
-0.6% -$67.9K
LNG icon
383
PUT
Cheniere Energy
LNG
$56.1B
$11.8M 0.03%
244,800
-120,700
-33% -$7.45M
GOLD
384
PUT
DELISTED
Randgold Resources Ltd
GOLD
$11.7M 0.03%
199,513
+87,879
+79% +$5.3M
QCOM icon
385
Qualcomm
QCOM
$174B
$11.7M 0.03%
217,862
-1,393,658
-86% -$82.8M
FNV icon
386
CALL
Franco-Nevada
FNV
$45.2B
$11.7M 0.03%
265,600
+263,700
+13,879% +$11.4M
MRK icon
387
PUT
Merck
MRK
$335B
$11.7M 0.03%
247,642
-436,388
-64% -$23.2M
REGN icon
388
PUT
Regeneron Pharmaceuticals
REGN
$82.7B
$11.6M 0.03%
25,000
– –
BRCM
389
PUT
DELISTED
BROADCOM CORP CL-A
BRCM
$11.6M 0.03%
226,000
-990,700
-81% -$51M
EWW icon
390
CALL
iShares MSCI Mexico ETF
EWW
$1.86B
$11.6M 0.03%
225,000
– –
HEDJ icon
391
CALL
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.88B
$11.6M 0.03%
423,200
+405,200
+2,251% +$12.2M
BHP icon
392
PUT
BHP
BHP
$220B
$11.6M 0.03%
409,950
+136,202
+50% +$4.42M
ESRX
393
CALL
DELISTED
Express Scripts Holding Company
ESRX
$11.6M 0.03%
142,800
+8,200
+6% +$714K
TRQ
394
CALL
DELISTED
Turquoise Hill Resources Ltd
TRQ
$11.5M 0.03%
452,500
-25,000
-5% -$795K
HOG icon
395
CALL
Harley-Davidson
HOG
$2.89B
$11.5M 0.03%
209,200
+143,000
+216% +$8.07M
MET icon
396
MetLife
MET
$62.1B
$11.5M 0.03%
272,967
+87,047
+47% +$4.07M
B
397
Barrick Mining
B
$68.5B
$11.4M 0.03%
1,798,847
+447,549
+33% +$3.37M
SO icon
398
PUT
Southern Company
SO
$107B
$11.4M 0.03%
255,700
+208,200
+438% +$9.13M
CVS icon
399
CALL
CVS Health
CVS
$124B
$11.4M 0.03%
117,800
+55,700
+90% +$5.86M
UAA icon
400
PUT
Under Armour
UAA
$2.3B
$11.3M 0.03%
234,000
-230,200
-50% -$10.9M
14 15
16
17 18

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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.