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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
QLD icon
3851
ProShares Ultra QQQ
QLD
$14.1B
$0 ﹤0.01%
32
– –
QLTA icon
3852
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.23B
$0 ﹤0.01%
1
– –
QLYS icon
3853
CALL
Qualys
QLYS
$6.35B
– –
-100
Closed -$4K
QLYS icon
3854
Qualys
QLYS
$6.35B
– –
-264
Closed -$11K
QQEW icon
3855
First Trust Nasdaq-100 Select Equal Weight ETF
QQEW
$1.82B
$0 ﹤0.01%
1
– –
QQQ icon
3856
Invesco QQQ Trust
QQQ
$484B
$0 ﹤0.01%
1
-7,655
-100% -$823K
QQQE icon
3857
Direxion NASDAQ-100 Equal Weighted Index ETF
QQQE
$1.38B
$0 ﹤0.01%
2
– –
QQXT icon
3858
First Trust NASDAQ 100 ex-Technology Sector Index Fund
QQXT
$159M
$0 ﹤0.01%
1
– –
QRVO icon
3859
Qorvo
QRVO
$8.74B
– –
-104
Closed -$6.28K
QSR icon
3860
CALL
Restaurant Brands International
QSR
$25.8B
– –
-5,742
Closed -$219K
QTEC icon
3861
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.83B
$0 ﹤0.01%
1
– –
QUAD icon
3862
Quad
QUAD
$525M
$0 ﹤0.01%
1
-548
-100% -$8.31K
QUAD icon
3863
PUT
Quad
QUAD
$525M
– –
-700
Closed -$13K
QUAL icon
3864
iShares MSCI USA Quality Factor ETF
QUAL
$47.9B
$0 ﹤0.01%
1
– –
QWLD
3865
State Street SPDR MSCI World StrategicFactors ETF
QWLD
$179M
$0 ﹤0.01%
1
– –
QYLD icon
3866
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.26B
$0 ﹤0.01%
1
– –
R icon
3867
PUT
Ryder
R
$10.1B
– –
-1,000
Closed -$88K
RAMP icon
3868
LiveRamp
RAMP
$2.3B
– –
-405
Closed -$7K
RBBN icon
3869
Ribbon Communications
RBBN
$383M
– –
-27,174
Closed -$183K
RBLD icon
3870
First Trust Alerian US NextGen Infrastructure ETF
RBLD
$57.6M
$0 ﹤0.01%
1
– –
RDIV icon
3871
Invesco S&P Ultra Dividend Revenue ETF
RDIV
$1.38B
$0 ﹤0.01%
1
– –
RDN icon
3872
Radian Group
RDN
$4.93B
– –
-351
Closed -$6.26K
RDOG icon
3873
ALPS REIT Dividend Dogs ETF
RDOG
$11.3M
$0 ﹤0.01%
1
– –
RDUS
3874
CALL
DELISTED
Radius Recycling
RDUS
– –
-200
Closed -$3K
RDVY icon
3875
First Trust Rising Dividend Achievers ETF
RDVY
$25.6B
$0 ﹤0.01%
1
– –
153 154
155
156 157

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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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Nomura Holdings
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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.