We are live on ! Find out more
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
IAK icon
3401
iShares US Insurance ETF
IAK
$548M
$0 ﹤0.01%
1
– –
IAT icon
3402
iShares US Regional Banks ETF
IAT
$678M
$0 ﹤0.01%
1
– –
IAU icon
3403
iShares Gold Trust
IAU
$64.4B
$0 ﹤0.01%
1
-5,543
-100% -$120K
IAU icon
3404
PUT
iShares Gold Trust
IAU
$64.4B
– –
-8,000
Closed -$181K
IBB icon
3405
iShares Biotechnology ETF
IBB
$9.71B
$0 ﹤0.01%
3
-198
-99% -$23.7K
IBCP icon
3406
Independent Bank Corp
IBCP
$844M
– –
-162
Closed -$2K
IBCP icon
3407
PUT
Independent Bank Corp
IBCP
$844M
– –
-200
Closed -$3K
IBKR icon
3408
CALL
Interactive Brokers
IBKR
$39.8B
– –
-212,400
Closed -$2.21M
IBKR icon
3409
PUT
Interactive Brokers
IBKR
$39.8B
– –
-12,400
Closed -$128K
IBN icon
3410
CALL
ICICI Bank
IBN
$108B
– –
-3,190
Closed -$29K
IBN icon
3411
PUT
ICICI Bank
IBN
$108B
– –
-660
Closed -$6K
IBND icon
3412
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$463M
$0 ﹤0.01%
1
– –
ICF icon
3413
iShares Select U.S. REIT ETF
ICF
$2.11B
$0 ﹤0.01%
2
– –
ICLN icon
3414
iShares Global Clean Energy ETF
ICLN
$2.1B
$0 ﹤0.01%
1
– –
ICSH icon
3415
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.4B
$0 ﹤0.01%
1
– –
IDGT icon
3416
iShares US Digital Infrastructure and Real Estate ETF
IDGT
$516M
$0 ﹤0.01%
1
– –
IDLV icon
3417
Invesco S&P International Developed Low Volatility ETF
IDLV
$348M
$0 ﹤0.01%
1
– –
IDOG icon
3418
ALPS International Sector Dividend Dogs ETF
IDOG
$566M
$0 ﹤0.01%
1
– –
IDT icon
3419
IDT Corp
IDT
$1.62B
– –
-8
Closed –
IDU icon
3420
iShares US Utilities ETF
IDU
$1.36B
$0 ﹤0.01%
2
– –
IDV icon
3421
iShares International Select Dividend ETF
IDV
$8.57B
$0 ﹤0.01%
1
– –
IDX icon
3422
VanEck Indonesia Index ETF
IDX
$37.3M
$0 ﹤0.01%
1
– –
IDXX icon
3423
Idexx Laboratories
IDXX
$46.2B
– –
-2,828
Closed -$203K
IEFA icon
3424
iShares Core MSCI EAFE ETF
IEFA
$196B
$0 ﹤0.01%
1
– –
IEI icon
3425
CALL
iShares 3-7 Year Treasury Bond ETF
IEI
$17.7B
– –
-900
Closed -$111K
135 136
137
138 139

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
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.