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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
RDEN
4951
DELISTED
ELIZABETH ARDEN INC
RDEN
– –
-15,853
Closed -$226K
IBME
4952
DELISTED
ISHARES IBONDS SEP 2016 TERM MUNI BOND ETF
IBME
$0 ﹤0.01%
2
– –
AXLL
4953
CALL
DELISTED
AXIALL CORP COM STK (DE)
AXLL
– –
-125,300
Closed -$4.52M
IGS
4954
DELISTED
PROSHARES TR SHORT INVT GRADE CORPORATE
IGS
$0 ﹤0.01%
1
– –
IJNK
4955
DELISTED
SPDR BARCLAYS INTERNATIONAL HIGH YIELD BOND ETF
IJNK
$0 ﹤0.01%
1
– –
EMCD
4956
DELISTED
SPDR SER TR SPDR BOFA M.L. EMERGING MKTS CORP BD ETF
EMCD
$0 ﹤0.01%
1
– –
CXA
4957
DELISTED
SPDR NUVEEN BARCLAYS CALIF MUN BD ETF
CXA
$0 ﹤0.01%
1
– –
BIK
4958
DELISTED
SPDR S&P BRIC 40 ETF
BIK
$0 ﹤0.01%
1
– –
JSC
4959
DELISTED
SPDR SER TR SPDR RUSSELL/NOMURA SM CAP JAPAN ETF
JSC
$0 ﹤0.01%
1
– –
JPP
4960
DELISTED
SPDR RUSSELL/NOMURA PRIME JAPAN ETF
JPP
$0 ﹤0.01%
1
– –
BABS
4961
DELISTED
SPDR NUVEEN BARCLAYS BUILD AMERICA BOND ETF
BABS
$0 ﹤0.01%
1
– –
EMFT
4962
DELISTED
SPDR MSCI EM 50 ETF
EMFT
$0 ﹤0.01%
1
– –
IEIS
4963
DELISTED
ISHARES ENHANCED INTERNATIONAL SMALL-CAP ETF
IEIS
$0 ﹤0.01%
1
– –
IELG
4964
DELISTED
ISHARES ENHANCED U.S. LARGE CAP ETF
IELG
$0 ﹤0.01%
1
– –
GTIP
4965
DELISTED
ISHARES TR GLOBAL INFLATION LKD BD ETF
GTIP
$0 ﹤0.01%
1
– –
IEIL
4966
DELISTED
ISHARES ENHANCED INTERNATIONAL LARGE-CAP ETF
IEIL
$0 ﹤0.01%
1
– –
IESM
4967
DELISTED
ISHARES ENHANCED U.S. SMALL CAP ETF
IESM
$0 ﹤0.01%
1
– –
ITIP
4968
DELISTED
ISHARES TR INTL INFLATION LKD BD ETF
ITIP
$0 ﹤0.01%
1
– –
QLTC
4969
DELISTED
ISHARES B CA RATED CORPORATE BOND FUND
QLTC
$0 ﹤0.01%
1
– –
QLTB
4970
DELISTED
ISHARES BAA BA RATED CORP BOND FUND
QLTB
$0 ﹤0.01%
1
– –
DWA
4971
DELISTED
DREAMWORKS ANIMATION SKG INC CL-A
DWA
– –
-2,230
Closed -$59K
MKTO
4972
PUT
DELISTED
MARKETO INC COM STK (DE)
MKTO
– –
-800
Closed -$22K
QLGC
4973
CALL
DELISTED
QLOGIC CORP
QLGC
– –
-1,200
Closed -$17K
FMLP
4974
DELISTED
UBS AG LONDON BRH ETRACS WELLS FARGO MLP EX-ENERGY ETN
FMLP
$0 ﹤0.01%
1
– –
MLPW
4975
DELISTED
UBS AG JERSEY BRANCH E TRACS LKD WELLS FARGO (CHE)
MLPW
$0 ﹤0.01%
1
– –
197 198
199
200 201

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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.