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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
QLIK
1826
DELISTED
QLIK TECHNOLOGIES INC COM STK (DE)
QLIK
$193K ﹤0.01%
5,283
-348,665
-99% -$13.5M
BRKR icon
1827
Bruker
BRKR
$8.83B
$192K ﹤0.01%
11,672
+5,472
+88% +$106K
RPTP
1828
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
$192K ﹤0.01%
31,775
+10,000
+46% +$123K
DVY icon
1829
iShares Select Dividend ETF
DVY
$24B
$188K ﹤0.01%
2,590
+1,724
+199% +$129K
TNET icon
1830
TriNet
TNET
$3.22B
$188K ﹤0.01%
+11,178
New +$229K
SNX icon
1831
PUT
TD Synnex
SNX
$20.4B
$187K ﹤0.01%
4,400
-6,600
-60% -$257K
URI icon
1832
CALL
United Rentals
URI
$69.7B
$186K ﹤0.01%
3,100
-104,400
-97% -$7.25M
LYB icon
1833
CALL
LyondellBasell Industries
LYB
$20.2B
$184K ﹤0.01%
2,200
-7,900
-78% -$703K
MSI icon
1834
PUT
Motorola Solutions
MSI
$77B
$184K ﹤0.01%
+2,700
New +$170K
PGR icon
1835
CALL
Progressive
PGR
$121B
$184K ﹤0.01%
+6,000
New +$181K
AMBA icon
1836
CALL
Ambarella
AMBA
$3.6B
$183K ﹤0.01%
3,100
-54,600
-95% -$5.16M
CIEN icon
1837
PUT
Ciena
CIEN
$62.7B
$182K ﹤0.01%
8,700
-20,200
-70% -$469K
YPF icon
1838
YPF Sociedad Anonima American Depositary Shares (Each representing ten (10) Class D shares of Capital Stock)
YPF
$19.4B
$180K ﹤0.01%
11,797
-34,632
-75% -$775K
MRO
1839
CALL
DELISTED
Marathon Oil Corporation
MRO
$180K ﹤0.01%
11,800
-100,500
-89% -$1.91M
FNF icon
1840
Fidelity National Financial
FNF
$13.1B
$179K ﹤0.01%
7,250
-12,148
-63% -$318K
NFX
1841
PUT
DELISTED
Newfield Exploration
NFX
$179K ﹤0.01%
5,500
+3,900
+244% +$131K
PLCE icon
1842
CALL
Children's Place
PLCE
$53.4M
$178K ﹤0.01%
3,100
+1,700
+121% +$102K
CI icon
1843
CALL
Cigna
CI
$73.5B
$176K ﹤0.01%
1,300
-81,200
-98% -$11.8M
SE
1844
PUT
DELISTED
Spectra Energy Corp Wi
SE
$176K ﹤0.01%
6,700
+2,700
+68% +$78.6K
OFG icon
1845
PUT
OFG Bancorp
OFG
$2.26B
$175K ﹤0.01%
20,000
– –
VOO icon
1846
CALL
Vanguard S&P 500 ETF
VOO
$1.04T
$175K ﹤0.01%
+1,000
New +$186K
DRII
1847
DELISTED
DIAMOND RESORTS INTL, INC
DRII
$175K ﹤0.01%
+7,500
New +$207K
ACM icon
1848
Aecom
ACM
$8.19B
$174K ﹤0.01%
+6,319
New +$183K
HAWK
1849
PUT
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
$174K ﹤0.01%
4,096
+4,000
+4,167% +$170K
CAG icon
1850
PUT
Conagra Brands
CAG
$7.39B
$173K ﹤0.01%
5,526
-9,252
-63% -$311K
72 73
74
75 76

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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.