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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
PBE icon
3751
Invesco Biotechnology & Genome ETF
PBE
$353M
$0 ﹤0.01%
1
– –
PBJ icon
3752
Invesco Food & Beverage ETF
PBJ
$107M
$0 ﹤0.01%
1
– –
PBP icon
3753
Invesco S&P 500 BuyWrite ETF
PBP
$362M
$0 ﹤0.01%
1
– –
PBPB
3754
DELISTED
Potbelly
PBPB
– –
-1,721
Closed -$20.6K
PBW icon
3755
Invesco WilderHill Clean Energy ETF
PBW
$461M
– –
0
– –
PCEF icon
3756
Invesco CEF Income Composite ETF
PCEF
$813M
$0 ﹤0.01%
1
– –
PCY icon
3757
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.4B
$0 ﹤0.01%
1
– –
PDN icon
3758
Invesco FTSE RAFI Developed Markets ex-US Small-Mid ETF
PDN
$366M
$0 ﹤0.01%
1
– –
PDP icon
3759
Invesco Dorsey Wright Momentum ETF
PDP
$1.5B
$0 ﹤0.01%
1
– –
PEG icon
3760
CALL
Public Service Enterprise Group
PEG
$37.7B
– –
-7,400
Closed -$291K
PEJ icon
3761
Invesco Leisure and Entertainment ETF
PEJ
$308M
$0 ﹤0.01%
1
– –
PENN icon
3762
CALL
PENN Entertainment
PENN
$2.71B
– –
-1,600
Closed -$29K
PENN icon
3763
PUT
PENN Entertainment
PENN
$2.71B
– –
-400
Closed -$8K
PETS icon
3764
PUT
PetMed Express
PETS
$42.3M
– –
-600
Closed -$10K
PEX icon
3765
ProShares Global Listed Private Equity ETF
PEX
$11.6M
$0 ﹤0.01%
1
– –
PEY icon
3766
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.17B
$0 ﹤0.01%
1
– –
PEZ icon
3767
Invesco Dorsey Wright Consumer Cyclicals Momentum ETF
PEZ
$22.9M
$0 ﹤0.01%
1
– –
PFF icon
3768
iShares Preferred and Income Securities ETF
PFF
$13.2B
$0 ﹤0.01%
1
-46,460
-100% -$1.82M
PFF icon
3769
PUT
iShares Preferred and Income Securities ETF
PFF
$13.2B
– –
-75,100
Closed -$2.94M
PFG icon
3770
Principal Financial Group
PFG
$24.3B
– –
-338
Closed -$17.5K
PFI icon
3771
Invesco Dorsey Wright Financial Momentum ETF
PFI
$59M
$0 ﹤0.01%
1
– –
PFM icon
3772
Invesco Dividend Achievers ETF
PFM
$808M
$0 ﹤0.01%
1
– –
PGF icon
3773
Invesco Financial Preferred ETF
PGF
$672M
$0 ﹤0.01%
1
– –
PGJ icon
3774
Invesco Golden Dragon China ETF
PGJ
$98.7M
$0 ﹤0.01%
1
– –
PGX icon
3775
Invesco Preferred ETF
PGX
$3.78B
$0 ﹤0.01%
1
– –
149 150
151
152 153

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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.