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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
CVC
401
CALL
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
$11.3M 0.03%
347,300
+322,300
+1,289% +$8.78M
CTRA
402
CALL
DELISTED
Coterra Energy
CTRA
$11.3M 0.03%
515,000
+492,800
+2,220% +$12.6M
WMT icon
403
CALL
Walmart Inc
WMT
$917B
$11.3M 0.03%
520,800
+401,700
+337% +$9.22M
CMG icon
404
CALL
Chipotle Mexican Grill
CMG
$42.4B
$11.2M 0.02%
775,000
-155,000
-17% -$2.2M
BG icon
405
PUT
Bunge Global
BG
$21.8B
$11.1M 0.02%
150,900
-44,800
-23% -$3.47M
CI icon
406
Cigna
CI
$74.7B
$11M 0.02%
81,675
+41,036
+101% +$5.96M
PRGO icon
407
CALL
Perrigo
PRGO
$1.81B
$11M 0.02%
+70,000
New +$12.8M
M icon
408
CALL
Macy's
M
$6.16B
$11M 0.02%
214,200
+65,100
+44% +$4.08M
LULU icon
409
PUT
lululemon athletica
LULU
$13.6B
$11M 0.02%
216,900
+193,200
+815% +$11.8M
LMT icon
410
PUT
Lockheed Martin
LMT
$140B
$10.9M 0.02%
+52,800
New +$10.7M
GSK icon
411
CALL
GSK
GSK
$99.2B
$10.9M 0.02%
227,280
-15,200
-6% -$791K
VLO icon
412
CALL
Valero Energy
VLO
$98.4B
$10.9M 0.02%
181,700
+116,900
+180% +$7.42M
TWX
413
PUT
DELISTED
Time Warner Inc
TWX
$10.9M 0.02%
158,600
-227,200
-59% -$17.8M
AGN
414
CALL
DELISTED
Allergan plc
AGN
$10.9M 0.02%
40,000
+20,000
+100% +$6.14M
POT
415
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
$10.9M 0.02%
528,700
+340,800
+181% +$8.94M
DD
416
DELISTED
Du Pont De Nemours E I
DD
$10.9M 0.02%
225,422
+172,935
+329% +$9.23M
F icon
417
Ford
F
$57.3B
$10.7M 0.02%
791,622
-78,635
-9% -$1.12M
LUV icon
418
CALL
Southwest Airlines
LUV
$21.7B
$10.7M 0.02%
282,100
+245,200
+664% +$9.05M
PAA icon
419
PUT
Plains All American Pipeline
PAA
$16.9B
$10.7M 0.02%
350,900
+334,600
+2,053% +$12.2M
TBT icon
420
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$310M
$10.6M 0.02%
245,000
-50,000
-17% -$2.29M
CX icon
421
CALL
Cemex
CX
$16B
$10.6M 0.02%
1,641,999
+108,697
+7% +$807K
GLW icon
422
CALL
Corning
GLW
$143B
$10.6M 0.02%
618,400
+58,500
+10% +$1.05M
IYR icon
423
CALL
iShares US Real Estate ETF
IYR
$4.59B
$10.6M 0.02%
149,000
-1,023,200
-87% -$74.5M
SLV icon
424
PUT
iShares Silver Trust
SLV
$31.5B
$10.5M 0.02%
759,100
-458,400
-38% -$6.53M
TRQ
425
PUT
DELISTED
Turquoise Hill Resources Ltd
TRQ
$10.5M 0.02%
412,500
-25,000
-6% -$795K
15 16
17
18 19

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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.