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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
-11.36%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$44.9B
AUM Growth
-$2.48B
Cap. Flow
+$238M
Cap. Flow %
0.53%
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 Miscellaneous 95.73%
2 Consumer Discretionary 0.8%
3 Financials 0.66%
4 Technology 0.56%
5 Communication Services 0.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IAK icon
3401
iShares US Insurance ETF
IAK
$512M
$0 ﹤0.01%
1
– –
IAT icon
3402
iShares US Regional Banks ETF
IAT
$644M
$0 ﹤0.01%
1
– –
IAU icon
3403
iShares Gold Trust
IAU
$64.6B
$0 ﹤0.01%
1
-5,543
-100% -$120K
IAU icon
3404
PUT
iShares Gold Trust
IAU
$64.6B
– –
-8,000
Closed -$181K
IBB icon
3405
iShares Biotechnology ETF
IBB
$10.2B
$0 ﹤0.01%
3
-198
-99% -$23.7K
IBCP icon
3406
Independent Bank Corp
IBCP
$812M
– –
-162
Closed -$2K
IBCP icon
3407
PUT
Independent Bank Corp
IBCP
$812M
– –
-200
Closed -$3K
IBKR icon
3408
CALL
Interactive Brokers
IBKR
$40.3B
– –
-212,400
Closed -$2.21M
IBKR icon
3409
PUT
Interactive Brokers
IBKR
$40.3B
– –
-12,400
Closed -$128K
IBN icon
3410
CALL
ICICI Bank
IBN
$104B
– –
-3,190
Closed -$29K
IBN icon
3411
PUT
ICICI Bank
IBN
$104B
– –
-660
Closed -$6K
IBND icon
3412
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$454M
$0 ﹤0.01%
1
– –
ICF icon
3413
iShares Select U.S. REIT ETF
ICF
$2B
$0 ﹤0.01%
2
– –
ICLN icon
3414
iShares Global Clean Energy ETF
ICLN
$2.07B
$0 ﹤0.01%
1
– –
ICSH icon
3415
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.65B
$0 ﹤0.01%
1
– –
IDGT icon
3416
iShares US Digital Infrastructure and Real Estate ETF
IDGT
$506M
$0 ﹤0.01%
1
– –
IDLV icon
3417
Invesco S&P International Developed Low Volatility ETF
IDLV
$335M
$0 ﹤0.01%
1
– –
IDOG icon
3418
ALPS International Sector Dividend Dogs ETF
IDOG
$577M
$0 ﹤0.01%
1
– –
IDT icon
3419
IDT Corp
IDT
$1.7B
– –
-8
Closed –
IDU icon
3420
iShares US Utilities ETF
IDU
$1.31B
$0 ﹤0.01%
2
– –
IDV icon
3421
iShares International Select Dividend ETF
IDV
$8.71B
$0 ﹤0.01%
1
– –
IDX icon
3422
VanEck Indonesia Index ETF
IDX
$38.2M
$0 ﹤0.01%
1
– –
IDXX icon
3423
Idexx Laboratories
IDXX
$40.2B
– –
-2,828
Closed -$203K
IEFA icon
3424
iShares Core MSCI EAFE ETF
IEFA
$193B
$0 ﹤0.01%
1
– –
IEI icon
3425
CALL
iShares 3-7 Year Treasury Bond ETF
IEI
$17.4B
– –
-900
Closed -$111K
135 136
137
138 139

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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's Q3 2015 filing shows 567 new, 1,010 increased, 1,102 reduced and 1,345 closed positions. Its largest new stake was United Parcel Service: 222,979 shares worth $22M. The largest sale was Qualcomm, an estimated $82.8M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 95% a quarter earlier, followed by Consumer Discretionary and Financials.

  • 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.