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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
SOXL icon
4026
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$23.8B
$0 ﹤0.01%
60
– –
SOXX icon
4027
PUT
iShares Semiconductor ETF
SOXX
$48.7B
– –
-2,400
Closed -$74K
SPAB icon
4028
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
$0 ﹤0.01%
2
– –
SPBO icon
4029
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.1B
$0 ﹤0.01%
1
– –
SPB icon
4030
Spectrum Brands
SPB
$2.07B
– –
-381
Closed -$39K
SPB icon
4031
PUT
Spectrum Brands
SPB
$2.07B
– –
-400
Closed -$41K
SPDW icon
4032
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.6B
$0 ﹤0.01%
1
– –
SPEM icon
4033
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.7B
$0 ﹤0.01%
2
– –
SPEU icon
4034
State Street SPDR Portfolio Europe ETF
SPEU
$745M
$0 ﹤0.01%
1
– –
SPFF icon
4035
Global X SuperIncome Preferred ETF
SPFF
$142M
$0 ﹤0.01%
1
– –
SPG icon
4036
Simon Property Group
SPG
$72.3B
– –
-2,634
Closed -$483K
SPGM icon
4037
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.78B
$0 ﹤0.01%
2
– –
SPGP icon
4038
Invesco S&P 500 GARP ETF
SPGP
$2.3B
$0 ﹤0.01%
1
– –
SPH icon
4039
CALL
Suburban Propane Partners
SPH
$1.18B
– –
-400
Closed -$16K
SPHB icon
4040
Invesco S&P 500 High Beta ETF
SPHB
$1.02B
$0 ﹤0.01%
1
– –
SPHD icon
4041
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.38B
$0 ﹤0.01%
1
– –
SPHY icon
4042
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.6B
$0 ﹤0.01%
1
– –
SPIP icon
4043
State Street SPDR Portfolio TIPS ETF
SPIP
$1B
$0 ﹤0.01%
2
– –
SPIB icon
4044
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$0 ﹤0.01%
1
– –
SPLB icon
4045
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.17B
$0 ﹤0.01%
2
– –
SPYM
4046
State Street SPDR Portfolio S&P 500 ETF
SPYM
$168B
$0 ﹤0.01%
4
– –
SPMB icon
4047
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$7B
$0 ﹤0.01%
1
– –
SPMD icon
4048
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.9B
$0 ﹤0.01%
3
– –
SPR
4049
CALL
DELISTED
Spirit AeroSystems
SPR
– –
-27,700
Closed -$1.53M
SPR
4050
PUT
DELISTED
Spirit AeroSystems
SPR
– –
-2,000
Closed -$110K
160 161
162
163 164

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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.