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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
FLEX icon
3251
Flex
FLEX
$45B
– –
-9,537
Closed -$81K
FLEX icon
3252
PUT
Flex
FLEX
$45B
– –
-1,858
Closed -$16K
FLN icon
3253
First Trust Latin America AlphaDEX Fund
FLN
$36.9M
$0 ﹤0.01%
1
– –
FLO icon
3254
Flowers Foods
FLO
$1.51B
– –
-1,580
Closed -$33K
FLO icon
3255
PUT
Flowers Foods
FLO
$1.51B
– –
-1,000
Closed -$21K
FLOT icon
3256
iShares Floating Rate Bond ETF
FLOT
$10.5B
$0 ﹤0.01%
1
– –
FLRN icon
3257
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$2.97B
$0 ﹤0.01%
1
– –
FLS icon
3258
Flowserve
FLS
$10.1B
– –
-4,305
Closed -$197K
FLTR icon
3259
VanEck IG Floating Rate ETF
FLTR
$3.03B
$0 ﹤0.01%
1
– –
FMAT icon
3260
Fidelity MSCI Materials Index ETF
FMAT
$618M
$0 ﹤0.01%
1
– –
FNCL icon
3261
Fidelity MSCI Financials Index ETF
FNCL
$2.4B
$0 ﹤0.01%
1
– –
FNDA icon
3262
Schwab Fundamental US Small Company Index ETF
FNDA
$9.31B
$0 ﹤0.01%
2
– –
FNDB icon
3263
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.47B
$0 ﹤0.01%
3
– –
FNDC icon
3264
Schwab Fundamental International Small Company Index ETF
FNDC
$3.14B
$0 ﹤0.01%
1
– –
FNDE icon
3265
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$10.1B
$0 ﹤0.01%
1
– –
FNDX icon
3266
Schwab Fundamental US Large Company Index ETF
FNDX
$27.4B
$0 ﹤0.01%
3
– –
FNDF icon
3267
Schwab Fundamental International Large Company Index ETF
FNDF
$25.5B
$0 ﹤0.01%
1
– –
FNK icon
3268
First Trust Mid Cap Value AlphaDEX Fund
FNK
$231M
$0 ﹤0.01%
1
– –
FNX icon
3269
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.4B
$0 ﹤0.01%
1
– –
FNY icon
3270
First Trust Mid Cap Growth AlphaDEX Fund
FNY
$602M
$0 ﹤0.01%
1
– –
FPA icon
3271
First Trust Asia Pacific ex-Japan AlphaDEX Fund
FPA
$107M
$0 ﹤0.01%
1
– –
FPX icon
3272
First Trust US Equity Opportunities ETF
FPX
$1.48B
$0 ﹤0.01%
1
– –
FR icon
3273
CALL
First Industrial Realty Trust
FR
$8.35B
– –
-1,000
Closed -$19K
FR icon
3274
First Industrial Realty Trust
FR
$8.35B
– –
-237
Closed -$4K
FRI icon
3275
First Trust S&P REIT Index Fund
FRI
$201M
$0 ﹤0.01%
1
– –
129 130
131
132 133

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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.