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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
F icon
126
CALL
Ford
F
$58.5B
$49.4M 0.11%
3,637,300
+1,956,200
+116% +$28M
SWK icon
127
CALL
Stanley Black & Decker
SWK
$14.3B
$48.8M 0.11%
503,100
+473,800
+1,617% +$48.8M
HPQ icon
128
PUT
HP
HPQ
$24.9B
$48.4M 0.11%
4,163,762
+1,650,179
+66% +$21.4M
VLO icon
129
PUT
Valero Energy
VLO
$90.1B
$48.1M 0.11%
800,800
+147,300
+23% +$9.35M
CMG icon
130
Chipotle Mexican Grill
CMG
$47.2B
$47.9M 0.11%
3,323,550
+3,167,900
+2,035% +$45M
MCD icon
131
CALL
McDonald's
MCD
$192B
$46.8M 0.1%
475,200
+312,800
+193% +$30.5M
CEF icon
132
Sprott Physical Gold and Silver Trust
CEF
$7.4B
$46.4M 0.1%
4,385,701
– –
PNC icon
133
PUT
PNC Financial Services
PNC
$99.7B
$46.4M 0.1%
520,000
-60,300
-10% -$5.67M
SBUX icon
134
CALL
Starbucks
SBUX
$120B
$46.4M 0.1%
815,500
-206,800
-20% -$11.6M
AIG icon
135
CALL
American International
AIG
$41.7B
$46.3M 0.1%
814,400
+491,800
+152% +$30.1M
F icon
136
PUT
Ford
F
$58.5B
$45.7M 0.1%
3,366,900
+101,500
+3% +$1.45M
ORCL icon
137
PUT
Oracle
ORCL
$374B
$45.3M 0.1%
1,253,900
+349,100
+39% +$13.4M
AA icon
138
PUT
Alcoa
AA
$11.9B
$45.3M 0.1%
1,950,270
+243,320
+14% +$5.7M
CCEP icon
139
CALL
Coca-Cola Europacific Partners
CCEP
$48.3B
$44.9M 0.1%
929,400
+887,200
+2,102% +$43.2M
WBA
140
PUT
DELISTED
Walgreens Boots Alliance
WBA
$44.8M 0.1%
539,000
+534,300
+11,368% +$48.3M
DE icon
141
PUT
Deere & Co
DE
$160B
$44.4M 0.1%
600,100
+482,300
+409% +$42.4M
EWY icon
142
iShares MSCI South Korea ETF
EWY
$21.9B
$44.3M 0.1%
907,586
+907,585
+90,758,500% +$45.2M
GOOG icon
143
CALL
Alphabet (Google) Class C
GOOG
$4.36T
$44.2M 0.1%
1,422,000
-584,000
-29% -$17.9M
SYY icon
144
CALL
Sysco
SYY
$40.8B
$44M 0.1%
+1,129,900
New +$43.1M
OXY icon
145
CALL
Occidental Petroleum
OXY
$56.8B
$42.8M 0.1%
647,801
-539,517
-45% -$37.7M
WFM
146
PUT
DELISTED
Whole Foods Market Inc
WFM
$42.1M 0.09%
1,330,000
+1,109,300
+503% +$39.2M
HAL icon
147
CALL
Halliburton
HAL
$26.9B
$42M 0.09%
1,187,100
+780,800
+192% +$30.7M
PYPL icon
148
PUT
PayPal
PYPL
$48.9B
$40.5M 0.09%
+1,303,400
New +$46.7M
AXP icon
149
CALL
American Express
AXP
$227B
$40.3M 0.09%
543,600
+464,400
+586% +$35.7M
XLI icon
150
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$39.8M 0.09%
798,500
+780,500
+4,336% +$41.1M
4 5
6
7 8

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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.