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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
QDEM
5076
DELISTED
MARKET VECTORS ETF TR MSCI EMERGING MKTS QUALITY DIVID ETF
QDEM
– –
-1
Closed –
QXUS
5077
DELISTED
MARKET VECTORS ETF TR MSCI INTL QUALITY ETF (DE)
QXUS
– –
-1
Closed –
QEM
5078
DELISTED
MARKET VECTORS ETF TR MSCI EMERGING MKTS QUALITY ETF (DE)
QEM
– –
-1
Closed –
OWW
5079
CALL
DELISTED
ORBITZ WORLDWIDE, INC
OWW
– –
-167,900
Closed -$1.92M
UTLT
5080
DELISTED
DEUTSCHE X-TRACKER REGULATED UTILITIES ETF
UTLT
– –
-1
Closed –
HSP
5081
CALL
DELISTED
HOSPIRA INC
HSP
– –
-168,400
Closed -$14.9M
IBMD
5082
DELISTED
ISHARES IBONDS SEP 2015 AMT-FREE MUNI BOND ETF
IBMD
– –
-1
Closed –
PLL
5083
DELISTED
PALL CORP
PLL
– –
-318
Closed -$40K
EWAS
5084
DELISTED
ISHARES MSCI AUSTRALIA SMALL CAP INDEX FUND
EWAS
– –
-1
Closed –
EWCS
5085
DELISTED
ISHARES MSCI CANADA SMALL CAP INDEX FUND
EWCS
– –
-1
Closed –
RCPT
5086
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
– –
-3,300
Closed -$627K
RCPT
5087
PUT
DELISTED
RECEPTOS INC COM STK (DE)
RCPT
– –
-10,000
Closed -$1.9M
EMDI
5088
DELISTED
ISHARES MSCI EMERGING MKTS CONSUMER DISCRETIONARY ETF
EMDI
– –
-1
Closed –
ENGN
5089
DELISTED
ISHARES TR INDLS BD ETF
ENGN
– –
-1
Closed –
AXJS
5090
DELISTED
ISHARES MSCI ALL COUNTRY ASIA EX JAPAN SM CAP ETF
AXJS
– –
-1
Closed –
EEME
5091
DELISTED
ISHARES MSCI EMERGING MARKETS EMEA ETF
EEME
– –
-1
Closed –
EMEY
5092
DELISTED
ISHARES MSCI EMERGING MKTS ENERGY CAPPED ETF
EMEY
– –
-1
Closed –
EWHS
5093
DELISTED
ISHARES MSCI HONG KONG SMALL CAP ETF
EWHS
– –
-1
Closed –
EVAL
5094
DELISTED
ISHARES MSCI EMERGING MARKETS VALUE ETF
EVAL
– –
-1
Closed –
ESR
5095
DELISTED
ISHARES MSCI EMERGING MARKETS EASTERN EUROPE ETF
ESR
– –
-1
Closed –
EWSS
5096
DELISTED
ISHARES MSCI SINGAPORE SMALL CAP ETF
EWSS
– –
-1
Closed –
FCHI
5097
DELISTED
ISHARES FTSE CHINA ETF
FCHI
– –
-1
Closed –
AAIT
5098
DELISTED
ISHARES MSCI ALL COUNTRY ASIA INFO TECHNOLOGY ETF
AAIT
– –
-1
Closed –
EGRW
5099
DELISTED
ISHARES MSCI EMERGING MARKETS GROWTH ETF
EGRW
– –
-1
Closed –
MONY
5100
DELISTED
ISHARES TR FINLS BD ETF
MONY
– –
-1
Closed –
202 203
204
205 206

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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.