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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
MBT
5176
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-38,921
Closed -$381K
MBT
5177
PUT
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-100,000
Closed -$978K
MCF
5178
CALL
DELISTED
Contango Oil & Gas Co.
MCF
– –
-4,000
Closed -$49K
MCF
5179
PUT
DELISTED
Contango Oil & Gas Co.
MCF
– –
-8,000
Closed -$98K
UFS
5180
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-85
Closed -$4K
UFS
5181
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-300
Closed -$12K
XVZ
5182
DELISTED
iPath S&P 500 Dynamic VIX ETN
XVZ
$0 ﹤0.01%
1
– –
DFVL
5183
DELISTED
iPath US Treasury 5-year Bull ETN
DFVL
$0 ﹤0.01%
1
– –
SYV
5184
DELISTED
SPDR MFS Systematic Value Equity ETF of SSgA Active Trust
SYV
$0 ﹤0.01%
1
– –
SYE
5185
DELISTED
SPDR MFS Systematic Core Equity ETF of SSgA Active Trust
SYE
$0 ﹤0.01%
1
– –
CHL
5186
DELISTED
China Mobile Limited
CHL
– –
-22,450
Closed -$1.39M
USV
5187
DELISTED
E-TRACS UBS Bloomberg CMCI Silver ETN
USV
$0 ﹤0.01%
1
– –
DJCI
5188
DELISTED
ETRACS Linked to the Bloomberg Commodity Index Total Return due October 31, 2039
DJCI
$0 ﹤0.01%
1
– –
UN
5189
DELISTED
Unilever NV New York Registry Shares
UN
– –
-707
Closed -$30K
UN
5190
PUT
DELISTED
Unilever NV New York Registry Shares
UN
– –
-1,300
Closed -$54K
BDCS
5191
DELISTED
UBS AG Exchange Traded Access Securities (E-TRACS)Linked to the Wells Fargo Business Development Com
BDCS
$0 ﹤0.01%
1
– –
MLPG
5192
DELISTED
UBS AG Exchange Traded Access Securities (E-TRACS) Linked to the Alerian Natural Gas MLP Index due J
MLPG
$0 ﹤0.01%
1
– –
AMU
5193
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$0 ﹤0.01%
1
– –
SDYL
5194
DELISTED
ETRACS Monthly Pay 2xLeveraged S&P Dividend ETN
SDYL
$0 ﹤0.01%
1
– –
MLPC
5195
DELISTED
C-Tracks ETNs based on Performance of the Miller/Howard MLP Fundamental Index
MLPC
$0 ﹤0.01%
1
– –
FAUS
5196
DELISTED
First Trust Australia AlphaDEX Fund
FAUS
$0 ﹤0.01%
1
– –
FCAN
5197
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
$0 ﹤0.01%
1
– –
DZK
5198
DELISTED
Direxion Daily Developed Markets Bull 3x Shares
DZK
$0 ﹤0.01%
1
– –
JPNL
5199
DELISTED
Direxion Daily Japan Bull 3x Shares
JPNL
$0 ﹤0.01%
1
– –
IBMI
5200
DELISTED
iShares iBonds Sep 2020 Term Muni Bond ETF
IBMI
$0 ﹤0.01%
1
– –
206 207
208
209 210

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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.