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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
WGO icon
1801
CALL
Winnebago Industries
WGO
$921M
$210K ﹤0.01%
11,000
+10,200
+1,275% +$216K
RDS.A
1802
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$210K ﹤0.01%
+4,681
New +$238K
AG icon
1803
First Majestic Silver
AG
$9.26B
$209K ﹤0.01%
+65,412
New +$231K
GRUB
1804
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$209K ﹤0.01%
4,291
-1,068
-20% -$62.2K
LLL
1805
CALL
DELISTED
L3 Technologies, Inc.
LLL
$209K ﹤0.01%
2,000
+1,500
+300% +$169K
FISV
1806
PUT
Fiserv Inc
FISV
$29.5B
$208K ﹤0.01%
+4,800
New +$208K
EWI icon
1807
iShares MSCI Italy ETF
EWI
$1.08B
$207K ﹤0.01%
7,245
-38
-0.5% -$1.14K
HHH icon
1808
CALL
Howard Hughes
HHH
$4.04B
$207K ﹤0.01%
1,888
+1,783
+1,698% +$222K
ROP icon
1809
CALL
Roper Technologies
ROP
$39.3B
$204K ﹤0.01%
1,300
+900
+225% +$149K
MTEM
1810
CALL
DELISTED
Molecular Templates, Inc.
MTEM
$204K ﹤0.01%
+303
New +$216K
TRN icon
1811
CALL
Trinity Industries
TRN
$2.34B
$200K ﹤0.01%
12,223
+10,417
+577% +$198K
XME icon
1812
State Street SPDR S&P Metals & Mining ETF
XME
$4.46B
$200K ﹤0.01%
11,977
+11,976
+1,197,600% +$239K
ITCI
1813
PUT
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$200K ﹤0.01%
+5,000
New +$163K
SYNA icon
1814
Synaptics
SYNA
$4.2B
$199K ﹤0.01%
2,415
-4,601
-66% -$348K
RDWR icon
1815
Radware
RDWR
$1.25B
$198K ﹤0.01%
12,178
+12,134
+27,577% +$231K
OAK
1816
CALL
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
$198K ﹤0.01%
4,000
– –
OUTR
1817
CALL
DELISTED
OUTERWALL INC
OUTR
$198K ﹤0.01%
3,500
+2,500
+250% +$172K
OLED icon
1818
PUT
Universal Display
OLED
$4.18B
$197K ﹤0.01%
5,800
+3,800
+190% +$159K
INFY icon
1819
CALL
Infosys
INFY
$50.3B
$196K ﹤0.01%
20,600
-183,400
-90% -$1.57M
SONY icon
1820
Sony
SONY
$138B
$196K ﹤0.01%
40,005
-65,725
-62% -$350K
DVA icon
1821
DaVita
DVA
$11.4B
$194K ﹤0.01%
2,683
-10,111
-79% -$784K
MIC
1822
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$194K ﹤0.01%
2,600
+300
+13% +$23.9K
AMT icon
1823
PUT
American Tower
AMT
$81.2B
$193K ﹤0.01%
2,200
+300
+16% +$28.2K
AX icon
1824
PUT
Axos Financial
AX
$5.72B
$193K ﹤0.01%
6,000
-11,600
-66% -$347K
LVLT
1825
PUT
DELISTED
Level 3 Communications Inc
LVLT
$193K ﹤0.01%
4,400
-5,600
-56% -$270K
71 72
73
74 75

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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.