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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
SGDM icon
3976
Sprott Gold Miners ETF
SGDM
$662M
$0 ﹤0.01%
1
– –
SGMO
3977
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
– –
-10,922
Closed -$121K
SH icon
3978
ProShares Short S&P500
SH
$897M
– –
0
– –
SHM icon
3979
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.47B
$0 ﹤0.01%
1
– –
SHOO icon
3980
Steven Madden
SHOO
$3.55B
– –
-78
Closed -$2K
SHOO icon
3981
PUT
Steven Madden
SHOO
$3.55B
– –
-300
Closed -$9K
SHV icon
3982
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
$0 ﹤0.01%
1
– –
SHW icon
3983
Sherwin-Williams
SHW
$89.8B
– –
-15,213
Closed -$1.33M
SHW icon
3984
PUT
Sherwin-Williams
SHW
$89.8B
– –
-21,900
Closed -$2.01M
SHYD icon
3985
VanEck Short High Yield Muni ETF
SHYD
$453M
$0 ﹤0.01%
1
– –
SHY icon
3986
iShares 1-3 Year Treasury Bond ETF
SHY
$25.1B
$0 ﹤0.01%
1
– –
SIJ icon
3987
ProShares UltraShort Industrials
SIJ
$5.56M
– –
0
– –
SIL icon
3988
Global X Silver Miners ETF NEW
SIL
$4.75B
– –
0
– –
SILJ icon
3989
Amplify Junior Silver Miners ETF
SILJ
$3.85B
$0 ﹤0.01%
1
– –
SIMO icon
3990
Silicon Motion
SIMO
$8.68B
– –
-264
Closed -$9K
SIVR icon
3991
abrdn Physical Silver Shares ETF
SIVR
$4.42B
$0 ﹤0.01%
1
– –
SIZE icon
3992
iShares MSCI USA Size Factor ETF
SIZE
$442M
$0 ﹤0.01%
1
– –
SJB icon
3993
ProShares Short High Yield
SJB
$47.7M
$0 ﹤0.01%
1
– –
SJNK icon
3994
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.76B
$0 ﹤0.01%
1
– –
SKX
3995
PUT
DELISTED
Skechers
SKX
– –
-600
Closed -$22K
SKYY icon
3996
First Trust Cloud Computing ETF
SKYY
$3.12B
$0 ﹤0.01%
1
– –
SLAB icon
3997
PUT
Silicon Laboratories
SLAB
$7.23B
– –
-2,300
Closed -$124K
SLG icon
3998
SL Green Realty
SLG
$3.99B
– –
-73
Closed -$7.83K
SLVO icon
3999
Credit Suisse X-Links Silver Shares Covered Call ETNs due April 21 2033
SLVO
$12.2M
– –
0
– –
SLVP icon
4000
iShares MSCI Global Silver and Metals Miners ETF
SLVP
$944M
$0 ﹤0.01%
1
– –
158 159
160
161 162

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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.