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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
EWZ icon
1951
iShares MSCI Brazil ETF
EWZ
$8.56B
$122K ﹤0.01%
5,559
-4,934
-47% -$132K
XEC
1952
CALL
DELISTED
CIMAREX ENERGY CO
XEC
$122K ﹤0.01%
1,200
-12,100
-91% -$1.29M
ALNY icon
1953
Alnylam Pharmaceuticals
ALNY
$30.4B
$121K ﹤0.01%
1,500
– –
DDS icon
1954
Dillards
DDS
$9.56B
$120K ﹤0.01%
1,373
-6,477
-83% -$626K
CPE
1955
DELISTED
Callon Petroleum Company
CPE
$120K ﹤0.01%
+1,647
New +$128K
SINA
1956
DELISTED
Sina Corp
SINA
$120K ﹤0.01%
+2,986
New +$120K
SANM icon
1957
PUT
Sanmina
SANM
$11.3B
$119K ﹤0.01%
5,600
+3,600
+180% +$72.6K
VTI icon
1958
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$697B
$118K ﹤0.01%
+1,200
New +$126K
RGR icon
1959
PUT
Sturm, Ruger & Co
RGR
$603M
$117K ﹤0.01%
2,000
-222,300
-99% -$13.3M
XOOM
1960
CALL
DELISTED
XOOM CORP COM
XOOM
$117K ﹤0.01%
+4,700
New +$117K
CF icon
1961
CALL
CF Industries
CF
$17.6B
$116K ﹤0.01%
2,600
-206,700
-99% -$12M
ODFL icon
1962
CALL
Old Dominion Freight Line
ODFL
$45.1B
$116K ﹤0.01%
5,700
– –
AAN.A
1963
PUT
DELISTED
The Aaron's Company Inc Class A
AAN.A
$116K ﹤0.01%
+3,200
New +$116K
FL
1964
CALL
DELISTED
Foot Locker
FL
$115K ﹤0.01%
1,600
-37,600
-96% -$2.68M
FIS icon
1965
PUT
Fidelity National Information Services
FIS
$22.5B
$114K ﹤0.01%
1,700
-1,300
-43% -$86.6K
GEN icon
1966
PUT
Gen Digital
GEN
$17.5B
$113K ﹤0.01%
5,800
-32,200
-85% -$693K
CPAY icon
1967
Corpay
CPAY
$27.8B
$113K ﹤0.01%
819
-373
-31% -$57.2K
MIC
1968
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
$113K ﹤0.01%
+1,520
New +$121K
FOE
1969
DELISTED
Ferro Corporation
FOE
$113K ﹤0.01%
+10,307
New +$140K
HOT
1970
PUT
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$113K ﹤0.01%
1,700
-100,500
-98% -$7.64M
CAR icon
1971
PUT
Avis
CAR
$4.96B
$112K ﹤0.01%
2,600
-72,400
-97% -$3.14M
RF icon
1972
CALL
Regions Financial
RF
$27B
$112K ﹤0.01%
12,400
+11,400
+1,140% +$113K
SGI
1973
Somnigroup International
SGI
$14B
$112K ﹤0.01%
+6,296
New +$116K
NUGT icon
1974
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.16B
$111K ﹤0.01%
+961
New +$153K
CPAY icon
1975
CALL
Corpay
CPAY
$27.8B
$111K ﹤0.01%
800
+600
+300% +$92K
77 78
79
80 81

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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.