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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
WSM icon
1901
Williams-Sonoma
WSM
$28.5B
$145K ﹤0.01%
3,798
-45,202
-92% -$1.84M
OEF icon
1902
CALL
iShares S&P 100 ETF
OEF
$20.6B
$144K ﹤0.01%
1,700
-10,300
-86% -$924K
FLG
1903
PUT
Flagstar Bank National Association
FLG
$5.92B
$144K ﹤0.01%
+2,667
New +$145K
ULTI
1904
CALL
DELISTED
Ultimate Software Group Inc
ULTI
$144K ﹤0.01%
800
-1,100
-58% -$197K
AEO icon
1905
CALL
American Eagle Outfitters
AEO
$2.74B
$143K ﹤0.01%
9,200
+4,000
+77% +$68.4K
NBR icon
1906
PUT
Nabors Industries
NBR
$1.36B
$142K ﹤0.01%
300
+260
+650% +$146K
SE
1907
CALL
DELISTED
Spectra Energy Corp Wi
SE
$142K ﹤0.01%
+5,400
New +$157K
OKE icon
1908
CALL
Oneok
OKE
$58.5B
$141K ﹤0.01%
+4,400
New +$161K
STT icon
1909
PUT
State Street
STT
$52.2B
$141K ﹤0.01%
2,100
+200
+11% +$14.9K
ADVM
1910
CALL
DELISTED
Adverum Biotechnologies
ADVM
$140K ﹤0.01%
+1,700
New +$217K
CYBR
1911
PUT
DELISTED
CyberArk
CYBR
$140K ﹤0.01%
2,800
+2,700
+2,700% +$147K
DDS icon
1912
CALL
Dillards
DDS
$9.58B
$139K ﹤0.01%
1,600
-5,400
-77% -$522K
HL icon
1913
Hecla Mining
HL
$11.9B
$139K ﹤0.01%
70,737
+9,321
+15% +$19.8K
MGA icon
1914
PUT
Magna International
MGA
$18.7B
$139K ﹤0.01%
2,900
-5,100
-64% -$264K
GPN icon
1915
PUT
Global Payments
GPN
$25B
$138K ﹤0.01%
2,400
+2,200
+1,100% +$122K
PLCE icon
1916
PUT
Children's Place
PLCE
$53.1M
$138K ﹤0.01%
+2,400
New +$144K
DHR icon
1917
PUT
Danaher
DHR
$144B
$137K ﹤0.01%
2,381
-1,663,991
-100% -$98.3M
DIN icon
1918
Dine Brands
DIN
$439M
$137K ﹤0.01%
1,500
-1,092
-42% -$107K
DNB
1919
CALL
DELISTED
Dun & Bradstreet
DNB
$137K ﹤0.01%
1,300
+500
+63% +$57.1K
AJG icon
1920
CALL
Arthur J. Gallagher & Co
AJG
$65B
$136K ﹤0.01%
3,300
– –
TLT icon
1921
iShares 20+ Year Treasury Bond ETF
TLT
$40.8B
$136K ﹤0.01%
1,099
-296,780
-100% -$36M
LINE
1922
CALL
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$135K ﹤0.01%
+50,000
New +$222K
VMC icon
1923
CALL
Vulcan Materials
VMC
$36B
$134K ﹤0.01%
1,500
+200
+15% +$18.6K
NLSN
1924
CALL
DELISTED
Nielsen Holdings plc
NLSN
$134K ﹤0.01%
3,000
-3,000
-50% -$139K
TMO icon
1925
PUT
Thermo Fisher Scientific
TMO
$220B
$133K ﹤0.01%
1,100
+300
+38% +$39.1K
75 76
77
78 79

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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.