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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
FINL
4751
PUT
DELISTED
Finish Line
FINL
– –
-9,100
Closed -$254K
OA
4752
DELISTED
Orbital ATK, Inc.
OA
– –
-508
Closed -$37K
OA
4753
PUT
DELISTED
Orbital ATK, Inc.
OA
– –
-600
Closed -$44K
BGC
4754
CALL
DELISTED
General Cable Corporation
BGC
– –
-25,000
Closed -$493K
BGC
4755
DELISTED
General Cable Corporation
BGC
– –
-289
Closed -$6K
BGC
4756
PUT
DELISTED
General Cable Corporation
BGC
– –
-2,400
Closed -$47K
FIGY
4757
DELISTED
Barclays ETN+ FI Enhanced Global High Yield ETN
FIGY
$0 ﹤0.01%
1
– –
ADRE
4758
DELISTED
Invesco BLDRS Emerging Markets 50 ADR Index Fund
ADRE
$0 ﹤0.01%
1
– –
EWEM
4759
DELISTED
Invesco MSCI Emerging Markets Equal Country Weight ETF
EWEM
$0 ﹤0.01%
1
– –
EEB
4760
DELISTED
Invesco BRIC ETF
EEB
$0 ﹤0.01%
1
– –
LVL
4761
DELISTED
Invesco S&P Global Dividend Opportunities Index ETF
LVL
$0 ﹤0.01%
1
– –
NFO
4762
DELISTED
Invesco Insider Sentiment ETF
NFO
$0 ﹤0.01%
1
– –
TAO
4763
DELISTED
Invesco China Real Estate ETF
TAO
$0 ﹤0.01%
1
– –
YAO
4764
DELISTED
Invesco China All-Cap ETF
YAO
$0 ﹤0.01%
1
– –
PXR
4765
DELISTED
Invesco Emerging Markets Infrastructure ETF
PXR
$0 ﹤0.01%
1
– –
SEA
4766
DELISTED
Invesco Shipping ETF
SEA
$0 ﹤0.01%
1
– –
DBBR
4767
DELISTED
Xtrackers MSCI Brazil Hedged Equity ETF
DBBR
$0 ﹤0.01%
1
– –
DBMX
4768
DELISTED
Xtrackers MSCI Mexico Hedged Equity ETF
DBMX
$0 ﹤0.01%
1
– –
DSUM
4769
DELISTED
Invesco Chinese Yuan Dim Sum Bond ETF
DSUM
$0 ﹤0.01%
1
– –
DBV
4770
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
$0 ﹤0.01%
1
– –
DGL
4771
DELISTED
Invesco DB Gold Fund
DGL
$0 ﹤0.01%
1
– –
MSCC
4772
CALL
DELISTED
Microsemi Corp
MSCC
– –
-200
Closed -$7K
WIN
4773
DELISTED
Windstream Holdings Inc
WIN
– –
-18
Closed -$1K
AGA
4774
DELISTED
DB Agriculture Double Short ETN due April 1, 2038
AGA
$0 ﹤0.01%
1
– –
JJS
4775
DELISTED
iPath Bloomberg Softs Subindex Total Return ETN due June 24, 2038
JJS
$0 ﹤0.01%
1
– –
189 190
191
192 193

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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.