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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
PTEN icon
3826
Patterson-UTI
PTEN
$3.76B
– –
-19,090
Closed -$303K
PTEN icon
3827
PUT
Patterson-UTI
PTEN
$3.76B
– –
-55,400
Closed -$1.04M
PTF icon
3828
Invesco Dorsey Wright Technology Momentum ETF
PTF
$656M
$0 ﹤0.01%
3
– –
PTH icon
3829
Invesco Dorsey Wright Healthcare Momentum ETF
PTH
$239M
$0 ﹤0.01%
3
– –
PUI icon
3830
Invesco Dorsey Wright Utilities Momentum ETF
PUI
$54.4M
$0 ﹤0.01%
1
– –
PVI icon
3831
Invesco Floating Rate Municipal Income ETF
PVI
$32.3M
$0 ﹤0.01%
1
– –
PWB icon
3832
Invesco Large Cap Growth ETF
PWB
$2.39B
$0 ﹤0.01%
1
– –
PWR icon
3833
Quanta Services
PWR
$101B
– –
-8,274
Closed -$211K
PWV icon
3834
Invesco Large Cap Value ETF
PWV
$1.72B
$0 ﹤0.01%
1
– –
PXE icon
3835
Invesco Energy Exploration & Production ETF
PXE
$79.8M
$0 ﹤0.01%
1
– –
PXF icon
3836
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.96B
$0 ﹤0.01%
1
– –
PXH icon
3837
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.96B
$0 ﹤0.01%
1
– –
PXJ icon
3838
Invesco Oil & Gas Services ETF
PXJ
$62.2M
– –
0
– –
PXI icon
3839
Invesco Dorsey Wright Energy Momentum ETF
PXI
$50.5M
$0 ﹤0.01%
1
– –
PYZ icon
3840
Invesco Dorsey Wright Basic Materials Momentum ETF
PYZ
$77.8M
$0 ﹤0.01%
1
– –
PZA icon
3841
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.26B
$0 ﹤0.01%
1
– –
QABA icon
3842
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$93.2M
$0 ﹤0.01%
1
– –
QAI icon
3843
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1.02B
$0 ﹤0.01%
1
– –
QAT icon
3844
iShares MSCI Qatar ETF
QAT
$64M
$0 ﹤0.01%
1
– –
QCLN icon
3845
First Trust NASDAQ Clean Edge Green Energy Index Fund
QCLN
$634M
$0 ﹤0.01%
1
– –
QDEF icon
3846
FlexShares Quality Dividend Defensive Index Fund
QDEF
$562M
$0 ﹤0.01%
1
– –
QDF icon
3847
FlexShares Quality Dividend Index Fund
QDF
$2.28B
$0 ﹤0.01%
1
– –
QEFA icon
3848
State Street SPDR MSCI EAFE StrategicFactors ETF
QEFA
$1.08B
$0 ﹤0.01%
1
– –
QEMM icon
3849
State Street SPDR MSCI Emerging Markets StrategicFactors ETF
QEMM
$56.2M
$0 ﹤0.01%
1
– –
QID icon
3850
ProShares UltraShort QQQ
QID
$247M
– –
0
– –
152 153
154
155 156

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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.