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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
DYY
5226
DELISTED
DB Commodity Double Long ETN due April 1, 2038
DYY
$0 ﹤0.01%
1
– –
DOD
5227
DELISTED
ELEMENTS "Dogs of the Dow" Total Return Index Note
DOD
$0 ﹤0.01%
1
– –
AGF
5228
DELISTED
DB Agriculture Long ETN due April 1, 2038
AGF
$0 ﹤0.01%
1
– –
FIEG
5229
DELISTED
FI Enhanced Global High Yield Exchange Traded Notes
FIEG
$0 ﹤0.01%
1
– –
BOM
5230
DELISTED
DB Base Metals Double Short Exchange Traded Notes due June 1, 2038
BOM
$0 ﹤0.01%
1
– –
FWDD
5231
DELISTED
Madrona Domestic ETF
FWDD
$0 ﹤0.01%
1
– –
FWDI
5232
DELISTED
Madrona International ETF
FWDI
$0 ﹤0.01%
1
– –
DXJF
5233
DELISTED
WisdomTree Japan Hedged Financials Fund
DXJF
$0 ﹤0.01%
1
– –
PSAU
5234
DELISTED
Invesco Global Gold and Precious Metals ETF
PSAU
$0 ﹤0.01%
1
– –
PAGG
5235
DELISTED
Invesco Global Agriculture ETF
PAGG
$0 ﹤0.01%
1
– –
DDP
5236
DELISTED
DB Commodity Short ETN due April 1, 2038
DDP
$0 ﹤0.01%
1
– –
LPNT
5237
CALL
DELISTED
LifePoint Health, Inc.
LPNT
– –
-600
Closed -$52K
LPNT
5238
DELISTED
LifePoint Health, Inc.
LPNT
– –
-849
Closed -$74K
GLF
5239
CALL
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
– –
-900
Closed -$10K
JMBA
5240
DELISTED
Jamba, Inc.
JMBA
$0 ﹤0.01%
19
-215
-92% -$3.16K
FIEU
5241
DELISTED
FI Enhanced Europe 50 ETN
FIEU
$0 ﹤0.01%
1
– –
QINC
5242
DELISTED
First Trust RBA Quality Income ETF
QINC
$0 ﹤0.01%
1
– –
IBMG
5243
DELISTED
iShares iBonds Sep 2018 Term Muni Bond ETF
IBMG
$0 ﹤0.01%
1
– –
YDIV
5244
DELISTED
First Trust International Multi-Asset Diversified Income Index Fund
YDIV
$0 ﹤0.01%
1
– –
CYS
5245
CALL
DELISTED
CYS Investments Inc.
CYS
– –
-1,200
Closed -$9K
CYS
5246
DELISTED
CYS Investments Inc.
CYS
– –
-76
Closed -$1K
UBC
5247
DELISTED
E-TRACS UBS Bloomberg CMCI Livestock ETN
UBC
$0 ﹤0.01%
1
– –
SPLX
5248
DELISTED
ETRACS Monthly Reset 2xLeveraged S&P 500 total Return ETN
SPLX
$0 ﹤0.01%
1
– –
FEEU
5249
DELISTED
Barclays ETN+ FI Enhanced Europe 50 ETN
FEEU
$0 ﹤0.01%
1
– –
FTW
5250
DELISTED
First Trust Taiwan AlphaDEX Fund
FTW
$0 ﹤0.01%
1
– –
208 209
210
211 212

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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.