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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
FSTA icon
3276
Fidelity MSCI Consumer Staples Index ETF
FSTA
$1.42B
$0 ﹤0.01%
1
– –
FTA icon
3277
First Trust Large Cap Value AlphaDEX Fund
FTA
$1.42B
$0 ﹤0.01%
1
– –
FSZ icon
3278
First Trust Switzerland AlphaDEX Fund
FSZ
$37.3M
$0 ﹤0.01%
1
– –
FTC icon
3279
First Trust Large Cap Growth AlphaDEX Fund
FTC
$1.38B
$0 ﹤0.01%
1
– –
FTCS icon
3280
First Trust Capital Strength ETF
FTCS
$7.99B
$0 ﹤0.01%
1
– –
FTDS icon
3281
First Trust Dividend Strength ETF
FTDS
$39.2M
$0 ﹤0.01%
1
– –
FTEC icon
3282
Fidelity MSCI Information Technology Index ETF
FTEC
$21.2B
$0 ﹤0.01%
1
– –
FTHI icon
3283
First Trust Exchange-Traded Fund VI First Trust BuyWrite Income ETF
FTHI
$2.45B
$0 ﹤0.01%
1
– –
FTI icon
3284
TechnipFMC
FTI
$29B
– –
-364
Closed -$9.15K
FTK icon
3285
Flotek Industries
FTK
$1.36B
– –
-272
Closed -$20K
FTK icon
3286
PUT
Flotek Industries
FTK
$1.36B
– –
-250
Closed -$19K
FTLS icon
3287
First Trust Long/Short Equity ETF
FTLS
$2.49B
$0 ﹤0.01%
1
– –
FTNT icon
3288
Fortinet
FTNT
$121B
– –
-800
Closed -$7.08K
FTNT icon
3289
PUT
Fortinet
FTNT
$121B
– –
-98,000
Closed -$810K
FTQI icon
3290
First Trust Exchange-Traded Fund VI First Trust Hedged BuyWrite Income ETF
FTQI
$939M
$0 ﹤0.01%
1
– –
FTSL icon
3291
First Trust Senior Loan Fund ETF
FTSL
$2.33B
$0 ﹤0.01%
1
– –
FUN icon
3292
Cedar Fair
FUN
$1.63B
– –
-1,003
Closed -$55K
FUN icon
3293
PUT
Cedar Fair
FUN
$1.63B
– –
-1,800
Closed -$98K
FUTY icon
3294
Fidelity MSCI Utilities Index ETF
FUTY
$2.27B
$0 ﹤0.01%
1
– –
FV icon
3295
First Trust Dorsey Wright Focus 5 ETF
FV
$3.78B
$0 ﹤0.01%
1
– –
FVD icon
3296
First Trust Value Line Dividend Fund
FVD
$8.35B
$0 ﹤0.01%
1
– –
FXB icon
3297
Invesco CurrencyShares British Pound Sterling Trust
FXB
$64.9M
$0 ﹤0.01%
1
– –
FXC icon
3298
Invesco CurrencyShares Canadian Dollar Trust
FXC
$73.6M
$0 ﹤0.01%
1
– –
FXE icon
3299
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
– –
-204,600
Closed -$22.4M
FXD icon
3300
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$274M
$0 ﹤0.01%
1
– –
130 131
132
133 134

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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.