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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
SCHF icon
3951
Schwab International Equity ETF
SCHF
$68.7B
$0 ﹤0.01%
2
– –
SCHG icon
3952
Schwab US Large-Cap Growth ETF
SCHG
$62.8B
$0 ﹤0.01%
8
– –
SCHH icon
3953
Schwab US REIT ETF
SCHH
$11.4B
$0 ﹤0.01%
2
– –
SCHL icon
3954
CALL
Scholastic
SCHL
$792M
– –
-17,100
Closed -$755K
SCHM icon
3955
Schwab US Mid-Cap ETF
SCHM
$15.1B
$0 ﹤0.01%
3
– –
SCHO icon
3956
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$0 ﹤0.01%
2
– –
SCHP icon
3957
Schwab US TIPS ETF
SCHP
$16.3B
$0 ﹤0.01%
2
– –
SCHR
3958
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$0 ﹤0.01%
2
– –
SCHV
3959
Schwab US Large-Cap Value ETF
SCHV
$16.1B
$0 ﹤0.01%
3
– –
SCHX icon
3960
Schwab US Large- Cap ETF
SCHX
$74.5B
$0 ﹤0.01%
6
– –
SCHZ icon
3961
Schwab US Aggregate Bond ETF
SCHZ
$10.5B
$0 ﹤0.01%
2
– –
SCJ icon
3962
iShares MSCI Japan Small-Cap ETF
SCJ
$263M
$0 ﹤0.01%
1
– –
SCS
3963
DELISTED
Steelcase
SCS
– –
-292
Closed -$5.24K
SCZ icon
3964
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.7B
$0 ﹤0.01%
1
– –
SDD icon
3965
ProShares UltraShort SmallCap600
SDD
$1.31M
– –
0
– –
SDIV icon
3966
Global X SuperDividend ETF
SDIV
$1.21B
– –
0
– –
SDOG icon
3967
ALPS Sector Dividend Dogs ETF
SDOG
$1.43B
$0 ﹤0.01%
1
– –
SDOW icon
3968
ProShares UltraPro Short Dow 30
SDOW
$137M
– –
0
– –
SDY icon
3969
State Street SPDR S&P Dividend ETF
SDY
$23.9B
$0 ﹤0.01%
1
– –
SEF icon
3970
ProShares Short Financials
SEF
$13M
– –
0
– –
SEIC icon
3971
SEI Investments
SEIC
$12.6B
– –
-51
Closed -$3K
SEIC icon
3972
PUT
SEI Investments
SEIC
$12.6B
– –
-900
Closed -$44K
SEM
3973
DELISTED
Select Medical
SEM
– –
-843
Closed -$7K
SF
3974
Stifel
SF
$12.6B
$0 ﹤0.01%
+11
New +$249
SFM icon
3975
CALL
Sprouts Farmers Market
SFM
$8.01B
– –
-85,900
Closed -$2.32M
157 158
159
160 161

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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.