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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
EWV icon
3201
ProShares Trust UltraShort MSCI Japan
EWV
$5.14M
– –
0
– –
EWX icon
3202
State Street SPDR S&P Emerging Markets Small Cap ETF
EWX
$694M
$0 ﹤0.01%
1
– –
EWW icon
3203
iShares MSCI Mexico ETF
EWW
$1.91B
$0 ﹤0.01%
1
– –
EWZS icon
3204
iShares MSCI Brazil Small-Cap ETF
EWZS
$218M
$0 ﹤0.01%
1
– –
EXI icon
3205
iShares Global Industrials ETF
EXI
$1.47B
$0 ﹤0.01%
1
– –
EXPD icon
3206
CALL
Expeditors International
EXPD
$23.3B
– –
-2,100
Closed -$97K
EZA icon
3207
iShares MSCI South Africa ETF
EZA
$579M
$0 ﹤0.01%
1
-6,734
-100% -$397K
EZJ icon
3208
ProShares Ultra MSCI Japan
EZJ
$13.6M
$0 ﹤0.01%
3
– –
EZM icon
3209
WisdomTree US MidCap Fund
EZM
$952M
$0 ﹤0.01%
3
– –
EZU icon
3210
iShare MSCI Eurozone ETF
EZU
$9.88B
$0 ﹤0.01%
1
– –
FAB icon
3211
First Trust Multi Cap Value AlphaDEX Fund
FAB
$176M
$0 ﹤0.01%
1
– –
FAD icon
3212
First Trust Multi Cap Growth AlphaDEX Fund
FAD
$591M
$0 ﹤0.01%
1
– –
FANG icon
3213
CALL
Diamondback Energy
FANG
$55.7B
– –
-100
Closed -$8K
FAN icon
3214
First Trust Global Wind Energy ETF
FAN
$277M
$0 ﹤0.01%
1
– –
FAS icon
3215
Direxion Daily Financial Bull 3x ETF
FAS
$2.45B
$0 ﹤0.01%
4
– –
FAZ
3216
Direxion Daily Financial Bear 3x ETF
FAZ
$86M
– –
0
– –
FBT icon
3217
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.81B
$0 ﹤0.01%
1
– –
FBZ
3218
DELISTED
First Trust Brazil AlphaDEX Fund
FBZ
$0 ﹤0.01%
1
– –
FCEL icon
3219
FuelCell Energy
FCEL
$1.59B
– –
-5
Closed -$20K
FCG icon
3220
First Trust Natural Gas ETF
FCG
$645M
– –
0
– –
FCOM icon
3221
Fidelity MSCI Communication Services Index ETF
FCOM
$1.79B
$0 ﹤0.01%
1
– –
FDD icon
3222
First Trust STOXX European Select Dividend Income Fund
FDD
$906M
$0 ﹤0.01%
1
– –
FDIS icon
3223
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.73B
$0 ﹤0.01%
1
– –
FDL icon
3224
First Trust Morningstar Dividend Leaders Index Fund
FDL
$7.85B
$0 ﹤0.01%
1
– –
FDM icon
3225
First Trust Dow Jones Select MicroCap Index Fund
FDM
$269M
$0 ﹤0.01%
1
– –
127 128
129
130 131

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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.