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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
ITOT icon
3501
iShares Core S&P Total US Stock Market ETF
ITOT
$97.8B
$0 ﹤0.01%
2
– –
IUSB icon
3502
iShares Core Universal USD Bond ETF
IUSB
$43.3B
$0 ﹤0.01%
2
– –
IUSV icon
3503
iShares Core S&P US Value ETF
IUSV
$27.7B
$0 ﹤0.01%
3
– –
IUSG icon
3504
iShares Core S&P US Growth ETF
IUSG
$33.9B
$0 ﹤0.01%
2
– –
IVE icon
3505
iShares S&P 500 Value ETF
IVE
$49.8B
$0 ﹤0.01%
1
– –
IVOG icon
3506
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.71B
$0 ﹤0.01%
2
– –
IVOO icon
3507
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.92B
$0 ﹤0.01%
2
– –
IVOV icon
3508
Vanguard S&P Mid-Cap 400 Value ETF
IVOV
$1.37B
$0 ﹤0.01%
2
– –
IVR icon
3509
Invesco Mortgage Capital
IVR
$805M
– –
-245
Closed -$35K
IVR icon
3510
PUT
Invesco Mortgage Capital
IVR
$805M
– –
-500
Closed -$72K
IVV icon
3511
iShares Core S&P 500 ETF
IVV
$904B
$0 ﹤0.01%
1
– –
IVW icon
3512
iShares S&P 500 Growth ETF
IVW
$77.6B
$0 ﹤0.01%
4
-352
-99% -$10K
IWB icon
3513
iShares Russell 1000 ETF
IWB
$50.2B
$0 ﹤0.01%
1
– –
IWC icon
3514
iShares Micro-Cap ETF
IWC
$1.5B
$0 ﹤0.01%
1
– –
IWF icon
3515
iShares Russell 1000 Growth ETF
IWF
$128B
$0 ﹤0.01%
4
-232
-98% -$5.71K
IWL icon
3516
iShares Russell Top 200 ETF
IWL
$2.28B
$0 ﹤0.01%
1
– –
IWN icon
3517
iShares Russell 2000 Value ETF
IWN
$14.6B
$0 ﹤0.01%
1
– –
IWO icon
3518
PUT
iShares Russell 2000 Growth ETF
IWO
$15B
– –
-7,400
Closed -$1.14M
IWP icon
3519
iShares Russell Mid-Cap Growth ETF
IWP
$20.7B
$0 ﹤0.01%
2
– –
IWR icon
3520
iShares Russell Mid-Cap ETF
IWR
$57.5B
$0 ﹤0.01%
4
– –
IWS icon
3521
iShares Russell Mid-Cap Value ETF
IWS
$15.9B
$0 ﹤0.01%
1
– –
IWV icon
3522
iShares Russell 3000 ETF
IWV
$20.4B
$0 ﹤0.01%
1
– –
IWX icon
3523
iShares Russell Top 200 Value ETF
IWX
$4.03B
$0 ﹤0.01%
1
– –
IWY icon
3524
iShares Russell Top 200 Growth ETF
IWY
$16.6B
$0 ﹤0.01%
1
– –
IXC icon
3525
iShares Global Energy ETF
IXC
$2.62B
$0 ﹤0.01%
1
– –
139 140
141
142 143

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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.