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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
FDS icon
3226
Factset
FDS
$10.1B
– –
-651
Closed -$107K
FDT icon
3227
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.3B
$0 ﹤0.01%
1
– –
FDTS icon
3228
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
FDTS
$13.7M
$0 ﹤0.01%
1
– –
FE icon
3229
FirstEnergy
FE
$27.1B
– –
-3,389
Closed -$111K
FEM icon
3230
First Trust Emerging Markets AlphaDEX Fund
FEM
$785M
$0 ﹤0.01%
1
– –
FEMS icon
3231
First Trust Emerging Markets Small Cap AlphaDEX Fund
FEMS
$252M
$0 ﹤0.01%
1
– –
FEP icon
3232
First Trust Europe AlphaDEX Fund
FEP
$531M
$0 ﹤0.01%
1
– –
FENY icon
3233
Fidelity MSCI Energy Index ETF
FENY
$2.03B
$0 ﹤0.01%
1
– –
FEX icon
3234
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.61B
$0 ﹤0.01%
1
– –
FFIV icon
3235
F5
FFIV
$23.2B
– –
-775
Closed -$94.9K
FGD icon
3236
First Trust Dow Jones Global Select Dividend Index Fund
FGD
$1.59B
$0 ﹤0.01%
1
– –
FGM icon
3237
First Trust Germany AlphaDEX Fund
FGM
$98.1M
$0 ﹤0.01%
1
– –
FHLC icon
3238
Fidelity MSCI Health Care Index ETF
FHLC
$3.42B
$0 ﹤0.01%
1
– –
FHI icon
3239
CALL
Federated Hermes
FHI
$4.71B
– –
-1,000
Closed -$33K
FHN icon
3240
CALL
First Horizon
FHN
$12B
– –
-500
Closed -$8K
FHN icon
3241
First Horizon
FHN
$12B
– –
-11,991
Closed -$188K
FHN icon
3242
PUT
First Horizon
FHN
$12B
– –
-2,500
Closed -$40K
FICO icon
3243
Fair Isaac
FICO
$22.7B
– –
-100
Closed -$8.81K
FICO icon
3244
PUT
Fair Isaac
FICO
$22.7B
– –
-700
Closed -$64K
FIDU icon
3245
Fidelity MSCI Industrials Index ETF
FIDU
$2.37B
$0 ﹤0.01%
1
– –
POWR
3246
iShares U.S. Power Infrastructure ETF
POWR
$457M
$0 ﹤0.01%
1
– –
FIW icon
3247
First Trust Water ETF
FIW
$1.94B
$0 ﹤0.01%
1
– –
FJP icon
3248
First Trust Japan AlphaDEX Fund
FJP
$259M
$0 ﹤0.01%
1
– –
FKU icon
3249
First Trust United Kingdom AlphaDEX Fund
FKU
$39.6M
$0 ﹤0.01%
1
– –
FLEX icon
3250
CALL
Flex
FLEX
$44.2B
– –
-664
Closed -$5K
128 129
130
131 132

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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
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.