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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
XLB icon
1926
State Street Materials Select Sector SPDR ETF
XLB
$8.56B
$133K ﹤0.01%
6,640
+6,638
+331,900% +$148K
EAT icon
1927
PUT
Brinker International
EAT
$10.3B
$132K ﹤0.01%
+2,500
New +$139K
CAMP
1928
PUT
DELISTED
CalAmp Corp.
CAMP
$131K ﹤0.01%
357
+305
+587% +$120K
IRBT
1929
DELISTED
iRobot
IRBT
$130K ﹤0.01%
4,452
-1,064
-19% -$32.4K
LYV icon
1930
PUT
Live Nation Entertainment
LYV
$43.4B
$130K ﹤0.01%
+5,400
New +$139K
MGA icon
1931
CALL
Magna International
MGA
$18.7B
$130K ﹤0.01%
2,700
-1,600
-37% -$82.8K
SLG icon
1932
CALL
SL Green Realty
SLG
$4.09B
$130K ﹤0.01%
1,240
-2,995
-71% -$321K
EXXI
1933
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$130K ﹤0.01%
123,843
+33,810
+38% +$56.8K
AX icon
1934
CALL
Axos Financial
AX
$5.72B
$129K ﹤0.01%
4,000
-28,400
-88% -$849K
NTRS icon
1935
PUT
Northern Trust
NTRS
$34.9B
$129K ﹤0.01%
1,900
+1,700
+850% +$125K
SLG icon
1936
PUT
SL Green Realty
SLG
$4.09B
$129K ﹤0.01%
1,240
+723
+140% +$77.6K
BOH icon
1937
CALL
Bank of Hawaii
BOH
$3.16B
$127K ﹤0.01%
2,000
-200
-9% -$13K
FDN icon
1938
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.45B
$127K ﹤0.01%
1,922
+1,921
+192,100% +$133K
TEL icon
1939
TE Connectivity
TEL
$62.1B
$127K ﹤0.01%
2,117
-782
-27% -$47.6K
VOO icon
1940
Vanguard S&P 500 ETF
VOO
$1.04T
$127K ﹤0.01%
722
+721
+72,100% +$134K
EXXI
1941
CALL
DELISTED
ENERGY XXI LTD COM SHS
EXXI
$127K ﹤0.01%
121,200
– –
HOT
1942
CALL
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$127K ﹤0.01%
1,900
-3,200
-63% -$243K
GPN icon
1943
CALL
Global Payments
GPN
$25B
$126K ﹤0.01%
2,200
-2,600
-54% -$144K
UI icon
1944
PUT
Ubiquiti
UI
$35.3B
$126K ﹤0.01%
3,700
-16,600
-82% -$556K
ENIA
1945
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$126K ﹤0.01%
+18,503
New +$141K
BEAV
1946
DELISTED
B/E Aerospace Inc
BEAV
$126K ﹤0.01%
+2,879
New +$144K
DMND
1947
PUT
DELISTED
DIAMOND FOODS, INC.
DMND
$126K ﹤0.01%
4,100
-2,200
-35% -$68.9K
LRCX icon
1948
CALL
Lam Research
LRCX
$423B
$125K ﹤0.01%
19,000
+10,000
+111% +$73.3K
AON icon
1949
CALL
Aon
AON
$75.8B
$124K ﹤0.01%
1,400
-100
-7% -$9.68K
RAI
1950
PUT
DELISTED
Reynolds American Inc
RAI
$124K ﹤0.01%
2,800
-72,000
-96% -$2.99M
76 77
78
79 80

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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.