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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
RNG icon
3901
RingCentral
RNG
$5.28B
– –
-285
Closed -$5K
ROBO icon
3902
ROBO Global Robotics & Automation Index ETF
ROBO
$2.1B
$0 ﹤0.01%
1
– –
ROM icon
3903
ProShares Ultra Technology
ROM
$1.29B
$0 ﹤0.01%
32
– –
ROP icon
3904
Roper Technologies
ROP
$39.8B
– –
-1,926
Closed -$318K
RPG icon
3905
Invesco S&P 500 Pure Growth ETF
RPG
$2.09B
$0 ﹤0.01%
5
– –
RPM icon
3906
CALL
RPM International
RPM
$15B
– –
-1,000
Closed -$49K
RPM icon
3907
RPM International
RPM
$15B
– –
-674
Closed -$33K
RPM icon
3908
PUT
RPM International
RPM
$15B
– –
-4,000
Closed -$196K
RPV icon
3909
Invesco S&P 500 Pure Value ETF
RPV
$1.68B
$0 ﹤0.01%
1
– –
RRX icon
3910
PUT
Regal Rexnord
RRX
$11.9B
– –
-300
Closed -$22K
RS icon
3911
Reliance Steel & Aluminium
RS
$21.6B
– –
-371
Closed -$21.7K
RSPD icon
3912
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$337M
$0 ﹤0.01%
3
– –
RSPG icon
3913
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$546M
$0 ﹤0.01%
1
– –
RSPF icon
3914
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$310M
$0 ﹤0.01%
1
– –
RSPH icon
3915
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$784M
$0 ﹤0.01%
10
– –
RSPM icon
3916
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$194M
$0 ﹤0.01%
5
– –
RSPN icon
3917
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.14B
$0 ﹤0.01%
5
– –
RSPS icon
3918
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$257M
$0 ﹤0.01%
5
– –
RSPU icon
3919
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$530M
$0 ﹤0.01%
2
– –
RSPT icon
3920
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.87B
$0 ﹤0.01%
10
– –
RTH icon
3921
VanEck Retail ETF
RTH
$263M
$0 ﹤0.01%
1
-211
-100% -$16.1K
RVNU icon
3922
Xtrackers Municipal Infrastructure Revenue Bond Active ETF
RVNU
$144M
$0 ﹤0.01%
1
– –
RWJ icon
3923
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.1B
$0 ﹤0.01%
3
– –
RWK icon
3924
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.34B
$0 ﹤0.01%
1
– –
RWO icon
3925
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.3B
$0 ﹤0.01%
1
– –
155 156
157
158 159

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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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.