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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
MDY icon
3626
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26B
$0 ﹤0.01%
1
– –
MDYG icon
3627
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.81B
$0 ﹤0.01%
3
– –
MDYV icon
3628
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.77B
$0 ﹤0.01%
2
– –
MEI icon
3629
CALL
Methode Electronics
MEI
$497M
– –
-31,300
Closed -$859K
MEI icon
3630
PUT
Methode Electronics
MEI
$497M
– –
-200
Closed -$6K
MEOH icon
3631
CALL
Methanex
MEOH
$4.83B
– –
-3,800
Closed -$211K
MEOH icon
3632
Methanex
MEOH
$4.83B
– –
-253
Closed -$14K
MEOH icon
3633
PUT
Methanex
MEOH
$4.83B
– –
-9,400
Closed -$523K
MERC icon
3634
Mercer International
MERC
$24.9M
– –
-1,459
Closed -$20K
MFC icon
3635
CALL
Manulife Financial
MFC
$72.1B
– –
-2,400
Closed -$44K
MFC icon
3636
Manulife Financial
MFC
$72.1B
– –
-10,363
Closed -$193K
MFC icon
3637
PUT
Manulife Financial
MFC
$72.1B
– –
-8,000
Closed -$149K
MGC icon
3638
Vanguard Morningstar Mega Cap ETF
MGC
$10.3B
$0 ﹤0.01%
1
– –
MGK icon
3639
Vanguard Morningstar Mega Cap Growth ETF
MGK
$33.3B
$0 ﹤0.01%
5
– –
MGV icon
3640
Vanguard Morningstar Mega Cap Value ETF
MGV
$13.6B
$0 ﹤0.01%
1
– –
MIDU icon
3641
Direxion Daily Mid Cap Bull 3X ETF
MIDU
$64.8M
$0 ﹤0.01%
4
– –
MINT icon
3642
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17.5B
$0 ﹤0.01%
1
– –
MITK icon
3643
Mitek Systems
MITK
$775M
– –
-2,331
Closed -$9K
MITK icon
3644
PUT
Mitek Systems
MITK
$775M
– –
-3,000
Closed -$11K
MKC icon
3645
CALL
McCormick & Company Non-Voting
MKC
$13.8B
– –
-13,800
Closed -$559K
MKC icon
3646
PUT
McCormick & Company Non-Voting
MKC
$13.8B
– –
-4,200
Closed -$170K
MLM icon
3647
Martin Marietta Materials
MLM
$35.2B
– –
-868
Closed -$141K
MLN icon
3648
VanEck Long Muni ETF
MLN
$660M
$0 ﹤0.01%
1
– –
MLPA icon
3649
Global X MLP ETF
MLPA
$2.4B
– –
0
– –
MLPX icon
3650
Global X MLP & Energy Infrastructure ETF
MLPX
$3.66B
– –
0
– –
144 145
146
147 148

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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.