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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
DDM icon
3026
ProShares Ultra Dow30
DDM
$547M
$0 ﹤0.01%
12
– –
DECK icon
3027
CALL
Deckers Outdoor
DECK
$13.3B
– –
-273,000
Closed -$3.27M
DEEP icon
3028
Acquirers Small and Micro Deep Value ETF
DEEP
$28.3M
$0 ﹤0.01%
1
– –
DEM icon
3029
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.97B
$0 ﹤0.01%
1
– –
DES icon
3030
WisdomTree US SmallCap Dividend Fund
DES
$2.21B
$0 ﹤0.01%
3
– –
DEW icon
3031
WisdomTree Global High Dividend Fund
DEW
$155M
$0 ﹤0.01%
1
– –
DFE icon
3032
WisdomTree Europe SmallCap Dividend Fund
DFE
$168M
$0 ﹤0.01%
1
– –
DFJ icon
3033
WisdomTree Japan SmallCap Dividend Fund
DFJ
$396M
$0 ﹤0.01%
1
– –
DGP icon
3034
DB Gold Double Long ETN due February 15, 2038
DGP
$253M
$0 ﹤0.01%
1
– –
DGRE icon
3035
WisdomTree Trust WisdomTree Emerging Markets Quality Dividend Growth Fund
DGRE
$145M
$0 ﹤0.01%
1
– –
DGRO icon
3036
iShares Core Dividend Growth ETF
DGRO
$43.7B
$0 ﹤0.01%
1
– –
DGRS icon
3037
WisdomTree Trust WisdomTree US SmallCap Quality Dividend Growth Fund
DGRS
$412M
$0 ﹤0.01%
1
– –
DGRW icon
3038
WisdomTree Trust WisdomTree US Quality Dividend Growth Fund
DGRW
$17.3B
$0 ﹤0.01%
1
– –
DGS icon
3039
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.77B
$0 ﹤0.01%
1
– –
DGT icon
3040
State Street SPDR Global Dow ETF
DGT
$628M
$0 ﹤0.01%
1
– –
DGZ icon
3041
DB Gold Short ETN due Feb 15 2038
DGZ
$1.71M
$0 ﹤0.01%
1
– –
DGX icon
3042
PUT
Quest Diagnostics
DGX
$26.2B
– –
-1,300
Closed -$94K
DHC
3043
CALL
Diversified Healthcare Trust
DHC
$2.04B
– –
-7,063
Closed -$123K
DHC
3044
Diversified Healthcare Trust
DHC
$2.04B
– –
-52
Closed -$1K
DHC
3045
PUT
Diversified Healthcare Trust
DHC
$2.04B
– –
-1,009
Closed -$18K
DHS icon
3046
WisdomTree US High Dividend Fund
DHS
$1.57B
$0 ﹤0.01%
1
– –
DIG icon
3047
ProShares Ultra Energy
DIG
$81.1M
$0 ﹤0.01%
1
– –
DIM icon
3048
WisdomTree International MidCap Dividend Fund
DIM
$168M
$0 ﹤0.01%
1
– –
DIN icon
3049
PUT
Dine Brands
DIN
$453M
– –
-2,000
Closed -$198K
DINO icon
3050
HF Sinclair
DINO
$15.2B
– –
-19,809
Closed -$943K
120 121
122
123 124

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Nomura Asset Management
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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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Nomura Holdings
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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.