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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
RWL icon
3926
Invesco S&P 500 Revenue ETF
RWL
$9.86B
$0 ﹤0.01%
1
– –
RWR icon
3927
State Street SPDR Dow Jones REIT ETF
RWR
$1.97B
$0 ﹤0.01%
1
– –
RWT
3928
Redwood Trust
RWT
$594M
– –
-874
Closed -$14K
RWT
3929
PUT
Redwood Trust
RWT
$594M
– –
-1,000
Closed -$16K
RXI icon
3930
iShares Global Consumer Discretionary ETF
RXI
$278M
$0 ﹤0.01%
1
– –
RWX icon
3931
State Street SPDR Dow Jones International Real Estate ETF
RWX
$270M
$0 ﹤0.01%
1
– –
RXL icon
3932
ProShares Ultra Health Care
RXL
$87.2M
$0 ﹤0.01%
8
– –
RYAM icon
3933
CALL
Rayonier Advanced Materials
RYAM
$610M
– –
-400
Closed -$7K
RZG icon
3934
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$141M
$0 ﹤0.01%
3
– –
RZV icon
3935
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$303M
$0 ﹤0.01%
1
– –
SAA icon
3936
ProShares Ulta SmallCap600
SAA
$30.5M
$0 ﹤0.01%
10
– –
SABR icon
3937
Sabre
SABR
$835M
– –
-342
Closed -$8K
SABR icon
3938
PUT
Sabre
SABR
$835M
– –
-600
Closed -$14K
SAM icon
3939
CALL
Boston Beer
SAM
$1.92B
– –
-10,000
Closed -$2.32M
SAM icon
3940
PUT
Boston Beer
SAM
$1.92B
– –
-100
Closed -$23K
SANM icon
3941
Sanmina
SANM
$10.9B
– –
-641
Closed -$12.9K
SBAC icon
3942
SBA Communications
SBAC
$19.5B
– –
-696
Closed -$81.1K
SBB icon
3943
ProShares Short SmallCap600
SBB
$3.35M
$0 ﹤0.01%
1
– –
SBS icon
3944
Sabesp
SBS
$18.7B
– –
-13,789
Closed -$14K
SBS icon
3945
PUT
Sabesp
SBS
$18.7B
– –
-10,313
Closed -$10K
SCHA icon
3946
Schwab U.S Small- Cap ETF
SCHA
$23.1B
$0 ﹤0.01%
4
– –
SCHB icon
3947
Schwab US Broad Market ETF
SCHB
$44.9B
$0 ﹤0.01%
6
– –
SCHC icon
3948
Schwab International Small-Cap Equity ETF
SCHC
$5.66B
$0 ﹤0.01%
1
– –
SCHD icon
3949
Schwab US Dividend Equity ETF
SCHD
$105B
$0 ﹤0.01%
3
– –
SCHE icon
3950
Schwab Emerging Markets Equity ETF
SCHE
$12.9B
$0 ﹤0.01%
1
– –
156 157
158
159 160

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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
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.