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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $38.6B
1-Year Est. Return 45.89%
This Fund
S&P 500
This Quarter Est. Return
-11.36%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 0.51%
4 Communication Services 0.5%
5 Consumer Staples 0.39%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IBM icon
51
PUT
IBM
IBM
$211B
$119M 0.27%
862,218
-169,033
-16% -$25M
QCOM icon
52
CALL
Qualcomm
QCOM
$155B
$118M 0.26%
2,190,300
+84,700
+4% +$5.03M
BABA icon
53
CALL
Alibaba
BABA
$293B
$117M 0.26%
1,978,000
+380,800
+24% +$27.7M
AAL icon
54
PUT
American Airlines Group
AAL
$10.1B
$116M 0.26%
2,996,000
+1,395,200
+87% +$57.3M
KO icon
55
PUT
Coca-Cola
KO
$377B
$116M 0.26%
2,895,300
+1,918,000
+196% +$76.8M
XLE icon
56
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$116M 0.26%
3,786,800
+2,387,800
+171% +$80.5M
BKNG icon
57
PUT
Booking.com
BKNG
$149B
$114M 0.25%
2,300,000
+250,000
+12% +$12.4M
PEP icon
58
PUT
PepsiCo
PEP
$190B
$113M 0.25%
1,195,400
+383,100
+47% +$36.4M
GE icon
59
PUT
GE Aerospace
GE
$374B
$111M 0.25%
919,908
+440,778
+92% +$54M
DAL icon
60
PUT
Delta Air Lines
DAL
$57.5B
$109M 0.24%
2,418,800
-23,000
-0.9% -$1.03M
C icon
61
PUT
Citigroup
C
$222B
$108M 0.24%
2,174,400
-400,100
-16% -$21.9M
WFC icon
62
CALL
Wells Fargo
WFC
$261B
$107M 0.24%
2,083,900
+1,138,100
+120% +$62.6M
INTC icon
63
PUT
Intel
INTC
$455B
$104M 0.23%
3,446,500
+1,052,400
+44% +$30.4M
BABA icon
64
PUT
Alibaba
BABA
$293B
$99.7M 0.22%
1,691,200
-939,900
-36% -$68.3M
VXX
65
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$99.1M 0.22%
241,694
+132,194
+121% +$44M
EFA icon
66
CALL
iShares MSCI EAFE ETF
EFA
$78B
$97.1M 0.22%
1,693,800
-415,500
-20% -$25.7M
DIS icon
67
PUT
Walt Disney
DIS
$167B
$95.4M 0.21%
933,500
-685,700
-42% -$74.7M
CSCO icon
68
CALL
Cisco
CSCO
$457B
$94.6M 0.21%
3,604,700
+618,100
+21% +$16.7M
YHOO
69
CALL
DELISTED
Yahoo Inc
YHOO
$92.3M 0.21%
3,192,900
+785,700
+33% +$27.3M
XOP icon
70
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$91.1M 0.2%
693,450
+248,775
+56% +$38M
INTC icon
71
CALL
Intel
INTC
$455B
$90.5M 0.2%
3,001,100
+1,640,300
+121% +$47.4M
DIS icon
72
CALL
Walt Disney
DIS
$167B
$89.3M 0.2%
873,500
+94,700
+12% +$10.3M
KO icon
73
CALL
Coca-Cola
KO
$377B
$88.5M 0.2%
2,207,000
+1,760,300
+394% +$70.5M
SYY icon
74
PUT
Sysco
SYY
$40.8B
$88M 0.2%
2,258,600
+2,258,400
+1,129,200% +$86.2M
FXI icon
75
iShares China Large-Cap ETF
FXI
$4.37B
$86.3M 0.19%
2,433,997
+2,432,479
+160,242% +$94.6M
1 2
3
4 5

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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.