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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
EDV icon
3101
Vanguard World Funds Extended Duration ETF
EDV
$3.46B
$0 ﹤0.01%
1
– –
EDZ icon
3102
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$19.9M
– –
0
– –
EEFT icon
3103
PUT
Euronet Worldwide
EEFT
$2.65B
– –
-1,700
Closed -$105K
EELV icon
3104
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$426M
$0 ﹤0.01%
1
– –
EEMA icon
3105
iShares MSCI Emerging Markets Asia ETF
EEMA
$857M
$0 ﹤0.01%
1
– –
EEMV icon
3106
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.54B
$0 ﹤0.01%
1
– –
EEMS icon
3107
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$374M
$0 ﹤0.01%
1
– –
EES icon
3108
WisdomTree US SmallCap Earnings Fund
EES
$727M
$0 ﹤0.01%
3
– –
EET icon
3109
ProShares Ultra MSCI Emerging Markets
EET
$35.6M
$0 ﹤0.01%
1
– –
EEV icon
3110
ProShares Trust UltraShort MSCI Emerging Markets
EEV
$2.91M
– –
0
– –
EFAD icon
3111
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$64.3M
$0 ﹤0.01%
1
– –
EFC
3112
Ellington Financial
EFC
$1.69B
– –
-149
Closed -$3K
EFNL icon
3113
iShares MSCI Finland ETF
EFNL
$247M
$0 ﹤0.01%
1
– –
EFG icon
3114
iShares MSCI EAFE Growth ETF
EFG
$17.2B
$0 ﹤0.01%
1
– –
EFO icon
3115
ProShares Ultra MSCI EAFE
EFO
$29.4M
$0 ﹤0.01%
3
– –
EFU icon
3116
ProShares Trust UltraShort MSCI EAFE
EFU
$1.14M
$0 ﹤0.01%
1
– –
EFV icon
3117
iShares MSCI EAFE Value ETF
EFV
$30B
$0 ﹤0.01%
1
– –
EFX icon
3118
CALL
Equifax
EFX
$21.3B
– –
-16,800
Closed -$1.63M
EFX icon
3119
PUT
Equifax
EFX
$21.3B
– –
-4,000
Closed -$388K
EFZ icon
3120
ProShares Trust Short MSCI EAFE
EFZ
$10M
$0 ﹤0.01%
1
– –
EG icon
3121
CALL
Everest Group
EG
$14.2B
– –
-16,300
Closed -$2.97M
EG icon
3122
PUT
Everest Group
EG
$14.2B
– –
-8,600
Closed -$1.56M
EGHT icon
3123
8x8 Inc
EGHT
$324M
– –
-196
Closed -$2K
EGHT icon
3124
PUT
8x8 Inc
EGHT
$324M
– –
-500
Closed -$4K
EGO icon
3125
Eldorado Gold
EGO
$10.2B
$0 ﹤0.01%
8
-11,062
-100% -$184K
123 124
125
126 127

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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.