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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
CSC
2201
DELISTED
Computer Sciences
CSC
$46K ﹤0.01%
1,763
+123
+8% +$3.32K
BPOP icon
2202
PUT
Popular Inc
BPOP
$11.2B
$45K ﹤0.01%
+1,500
New +$44.9K
DIN icon
2203
CALL
Dine Brands
DIN
$454M
$45K ﹤0.01%
500
-5,600
-92% -$547K
MELI icon
2204
CALL
Mercado Libre
MELI
$98.4B
$45K ﹤0.01%
500
+100
+25% +$11.8K
CBAY
2205
DELISTED
Cymabay Therapeutics
CBAY
$45K ﹤0.01%
23,400
– –
BCS icon
2206
CALL
Barclays
BCS
$93.7B
$44K ﹤0.01%
3,214
-1,072
-25% -$16.5K
BOH icon
2207
Bank of Hawaii
BOH
$3.13B
$44K ﹤0.01%
686
+60
+10% +$3.89K
FNV icon
2208
Franco-Nevada
FNV
$46.4B
$44K ﹤0.01%
999
-7,113
-88% -$306K
FXA icon
2209
Invesco CurrencyShares Australian Dollar Trust
FXA
$97.8M
$44K ﹤0.01%
621
+620
+62,000% +$45K
VEEV icon
2210
CALL
Veeva Systems
VEEV
$38.4B
$44K ﹤0.01%
1,900
-3,500
-65% -$91.2K
ARMH
2211
DELISTED
ARM HOLDINGS PLC ADS
ARMH
$44K ﹤0.01%
+1,023
New +$45.6K
BAP icon
2212
PUT
Credicorp
BAP
$30B
$43K ﹤0.01%
+400
New +$48.3K
IJR icon
2213
CALL
iShares Core S&P Small-Cap ETF
IJR
$112B
$43K ﹤0.01%
+800
New +$45.4K
SDY icon
2214
CALL
State Street SPDR S&P Dividend ETF
SDY
$22.1B
$43K ﹤0.01%
+600
New +$45.2K
TNL icon
2215
CALL
Travel + Leisure Co
TNL
$4.52B
$43K ﹤0.01%
1,329
-36,105
-96% -$1.3M
INXN
2216
CALL
DELISTED
Interxion Holding N.V.
INXN
$43K ﹤0.01%
1,600
+1,300
+433% +$36K
CSC
2217
PUT
DELISTED
Computer Sciences
CSC
$43K ﹤0.01%
1,661
-152,821
-99% -$4.12M
ISSI
2218
CALL
DELISTED
INTEGRATED SILICON SOLUTN INC
ISSI
$43K ﹤0.01%
2,000
-1,900
-49% -$41.6K
RHT
2219
PUT
DELISTED
Red Hat Inc
RHT
$43K ﹤0.01%
600
-7,800
-93% -$587K
ING icon
2220
CALL
ING
ING
$101B
$42K ﹤0.01%
+3,000
New +$47.3K
IYT icon
2221
CALL
iShares US Transportation ETF
IYT
$2.27B
$42K ﹤0.01%
1,200
-10,400
-90% -$378K
PEG icon
2222
Public Service Enterprise Group
PEG
$37.5B
$42K ﹤0.01%
987
-611
-38% -$24.9K
SMG icon
2223
ScottsMiracle-Gro
SMG
$3.61B
$42K ﹤0.01%
695
-16,668
-96% -$1.03M
FIG
2224
DELISTED
Fortress Investment Group Llc
FIG
$42K ﹤0.01%
+7,574
New +$47.8K
WTW icon
2225
PUT
Willis Towers Watson
WTW
$31.8B
$41K ﹤0.01%
378
+189
+100% +$22.4K
87 88
89
90 91

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.