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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
LGLV icon
3601
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.2B
$0 ﹤0.01%
1
– –
LIT icon
3602
Global X Lithium & Battery Tech ETF
LIT
$1.54B
$0 ﹤0.01%
1
– –
LKQ icon
3603
LKQ Corp
LKQ
$6.13B
– –
-4,424
Closed -$134K
LKQ icon
3604
PUT
LKQ Corp
LKQ
$6.13B
– –
-11,100
Closed -$336K
LLY icon
3605
Eli Lilly
LLY
$1.01T
– –
-20,778
Closed -$1.75M
LOCO icon
3606
CALL
El Pollo Loco
LOCO
$463M
– –
-900
Closed -$18K
LOCO icon
3607
El Pollo Loco
LOCO
$463M
– –
-653
Closed -$14K
LOCO icon
3608
PUT
El Pollo Loco
LOCO
$463M
– –
-1,500
Closed -$30K
LPX icon
3609
CALL
Louisiana-Pacific
LPX
$4.64B
– –
-3,000
Closed -$51K
LPX icon
3610
PUT
Louisiana-Pacific
LPX
$4.64B
– –
-1,000
Closed -$17K
LQD icon
3611
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.1B
$0 ﹤0.01%
1
-86,436
-100% -$9.99M
LQDH icon
3612
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$555M
$0 ﹤0.01%
1
– –
LSCC icon
3613
Lattice Semiconductor
LSCC
$16.3B
– –
-537
Closed -$3K
LSTR icon
3614
CALL
Landstar System
LSTR
$5.93B
– –
-2,900
Closed -$194K
LSTR icon
3615
PUT
Landstar System
LSTR
$5.93B
– –
-400
Closed -$27K
LTC
3616
LTC Properties
LTC
$2.32B
– –
-448
Closed -$19K
LTC
3617
PUT
LTC Properties
LTC
$2.32B
– –
-800
Closed -$33K
LTPZ icon
3618
PIMCO 15+ Year US TIPS Index Exchange-Traded Fund
LTPZ
$883M
$0 ﹤0.01%
1
– –
LYB icon
3619
LyondellBasell Industries
LYB
$21B
– –
-7,598
Closed -$676K
LYV icon
3620
CALL
Live Nation Entertainment
LYV
$39.8B
– –
-1,100
Closed -$30K
MAA icon
3621
Mid-America Apartment Communities
MAA
$14.7B
– –
-16
Closed -$1K
MAC icon
3622
Macerich
MAC
$6.55B
– –
-5,989
Closed -$447K
MBB icon
3623
iShares MBS ETF
MBB
$39.1B
$0 ﹤0.01%
1
– –
MCHI icon
3624
iShares MSCI China ETF
MCHI
$6.1B
$0 ﹤0.01%
1
– –
MDIV icon
3625
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$430M
$0 ﹤0.01%
1
– –
143 144
145
146 147

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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.