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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
JJM
4776
DELISTED
iPath Bloomberg Industrial Metals Subindex Total Return ETN due October 22, 2037
JJM
$0 ﹤0.01%
1
– –
JJU
4777
DELISTED
iPath Bloomberg Aluminum Subindex Total Return ETN due June 24, 2038
JJU
$0 ﹤0.01%
1
– –
JJP
4778
DELISTED
iPath Bloomberg Precious Metals Subindex Total Return ETN due June 24, 2038
JJP
$0 ﹤0.01%
1
– –
COW
4779
DELISTED
iPath Bloomberg Livestock Subindex Total Return ETN due October 22, 2037
COW
$0 ﹤0.01%
1
– –
JJG
4780
DELISTED
iPath Bloomberg Grains Subindex Total Return ETN due October 22, 2037
JJG
$0 ﹤0.01%
1
-62
-98% -$2.11K
JJC
4781
DELISTED
iPath Bloomberg Copper Subindex Total Return ETN due October 22, 2037
JJC
$0 ﹤0.01%
1
-101
-99% -$2.84K
GRN
4782
DELISTED
iPath Global Carbon ETN
GRN
$0 ﹤0.01%
1
– –
JO
4783
DELISTED
iPath Bloomberg Coffee Subindex Total Return ETN due June 24, 2038
JO
$0 ﹤0.01%
1
-116
-99% -$2.38K
AYT
4784
DELISTED
iPath GEMS Asia 8 ETN
AYT
$0 ﹤0.01%
1
– –
SGG
4785
DELISTED
iPath Bloomberg Sugar Subindex Total Return ETN due June 24, 2038
SGG
$0 ﹤0.01%
1
– –
CTNN
4786
DELISTED
iPath Pure Beta Cotton ETN
CTNN
$0 ﹤0.01%
1
– –
NINI
4787
DELISTED
iPath Pure Beta Nickel ETN
NINI
$0 ﹤0.01%
1
– –
DYN
4788
CALL
DELISTED
Dynegy, Inc.
DYN
– –
-445,000
Closed -$13M
DYN
4789
PUT
DELISTED
Dynegy, Inc.
DYN
– –
-17,000
Closed -$497K
IBLN
4790
DELISTED
Direxion iBillionaire Index ETF
IBLN
$0 ﹤0.01%
1
– –
SPXH
4791
DELISTED
Janus Velocity Volatility Hedged Large Cap ETF
SPXH
$0 ﹤0.01%
1
– –
TRSK
4792
DELISTED
Janus Velocity Tail Risk Hedged Large Cap ETF
TRSK
$0 ﹤0.01%
1
– –
BBG
4793
DELISTED
Bill Barrett Corp
BBG
– –
-10,755
Closed -$92K
DXJC
4794
DELISTED
WisdomTree Japan Hedged Capital Goods Fund
DXJC
$0 ﹤0.01%
1
– –
DXJH
4795
DELISTED
WisdomTree Japan Hedged Health Care Fund
DXJH
$0 ﹤0.01%
1
– –
CNDA
4796
DELISTED
IQ Canada Small Cap ETF
CNDA
$0 ﹤0.01%
1
– –
IOIL
4797
DELISTED
IQ Global Oil Small Cap ETF
IOIL
$0 ﹤0.01%
1
– –
DXPS
4798
DELISTED
WisdomTree United Kingdom Hedged Equity Fund
DXPS
$0 ﹤0.01%
1
– –
CASC
4799
CALL
DELISTED
Cascadian Therapeutics, Inc.
CASC
– –
-7,500
Closed -$168K
JUNO
4800
DELISTED
Juno Therapeutics, Inc.
JUNO
– –
-12,200
Closed -$535K
190 191
192
193 194

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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.