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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
VMC icon
2151
PUT
Vulcan Materials
VMC
$37.3B
$54K ﹤0.01%
600
-700
-54% -$65.2K
DBD
2152
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
$54K ﹤0.01%
1,800
+200
+13% +$6.5K
NBL
2153
PUT
DELISTED
Noble Energy, Inc.
NBL
$54K ﹤0.01%
1,800
+800
+80% +$27.5K
TWC
2154
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$54K ﹤0.01%
303
-8,538
-97% -$1.59M
TWC
2155
PUT
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$54K ﹤0.01%
300
-50,700
-99% -$9.47M
INTU icon
2156
CALL
Intuit
INTU
$92B
$53K ﹤0.01%
+600
New +$58.2K
MCHP icon
2157
Microchip Technology
MCHP
$44B
$53K ﹤0.01%
2,482
+2,324
+1,471% +$50.1K
TXT icon
2158
CALL
Textron
TXT
$15.2B
$53K ﹤0.01%
1,400
-1,700
-55% -$70.4K
XLF icon
2159
State Street Financial Select Sector SPDR ETF
XLF
$59B
$53K ﹤0.01%
2,645
-722,978
-100% -$15.3M
IDTI
2160
PUT
DELISTED
Integrated Device Technology I
IDTI
$53K ﹤0.01%
2,600
-400
-13% -$7.83K
ARO
2161
DELISTED
Aeropostale Inc
ARO
$53K ﹤0.01%
84,826
-150,391
-64% -$190K
AWAY
2162
CALL
DELISTED
HOMEAWAY INC COM
AWAY
$53K ﹤0.01%
2,000
-2,800
-58% -$82.4K
AXON
2163
PUT
Axon Enterprise
AXON
$51.7B
$52K ﹤0.01%
2,400
-11,600
-83% -$306K
EEFT icon
2164
CALL
Euronet Worldwide
EEFT
$2.64B
$52K ﹤0.01%
700
-200
-22% -$13.4K
EPR icon
2165
PUT
EPR Properties
EPR
$4.58B
$52K ﹤0.01%
1,000
-2,800
-74% -$152K
FANG icon
2166
PUT
Diamondback Energy
FANG
$56.5B
$52K ﹤0.01%
+800
New +$54.3K
MENT
2167
CALL
DELISTED
Mentor Graphics Corp
MENT
$52K ﹤0.01%
+2,100
New +$53.6K
MHFI
2168
CALL
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$52K ﹤0.01%
+600
New +$59K
CC icon
2169
Chemours
CC
$2.23B
$51K ﹤0.01%
+7,856
New +$82.2K
CFR icon
2170
PUT
Cullen/Frost Bankers
CFR
$10.3B
$51K ﹤0.01%
800
+600
+300% +$40.9K
CIEN icon
2171
Ciena
CIEN
$54.9B
$51K ﹤0.01%
2,442
-45,644
-95% -$1.06M
OUTR
2172
PUT
DELISTED
OUTERWALL INC
OUTR
$51K ﹤0.01%
+900
New +$61.8K
LILA icon
2173
Liberty Latin America Class A
LILA
$1.68B
$50K ﹤0.01%
+2,338
New +$59.5K
MAN icon
2174
PUT
ManpowerGroup
MAN
$2.62B
$50K ﹤0.01%
600
+100
+20% +$8.91K
MAT icon
2175
PUT
Mattel
MAT
$4.29B
$50K ﹤0.01%
2,400
-45,500
-95% -$1.06M
85 86
87
88 89

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Credit Agricole
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Carson Wealth (CWM LLC)
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HF
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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.