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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
DST
5251
DELISTED
DST Systems Inc.
DST
– –
-666
Closed -$37K
INP
5252
DELISTED
iPath ETNs Linked to the MSCI India Total Return Index
INP
$0 ﹤0.01%
1
– –
XXV
5253
DELISTED
IPATH INVERSE S&P 500 VIX SHORT-TERM FUTURES ETN
XXV
$0 ﹤0.01%
1
– –
LSTK
5254
DELISTED
iPath Pure Beta Livestock ETN
LSTK
$0 ﹤0.01%
1
– –
CHOC
5255
DELISTED
iPath Pure Beta Cocoa ETN
CHOC
$0 ﹤0.01%
1
– –
SFLA
5256
DELISTED
iPath Long Extended S&P 500 TR Index ETN
SFLA
$0 ﹤0.01%
1
– –
DCNG
5257
DELISTED
iPath Seasonal Natural Gas ETN
DCNG
$0 ﹤0.01%
1
– –
OREX
5258
DELISTED
Orexigen Therapeutics, Inc.
OREX
– –
-9,677
Closed -$332K
OREX
5259
PUT
DELISTED
Orexigen Therapeutics, Inc.
OREX
– –
-10,000
Closed -$495K
SBV
5260
DELISTED
iPath Pure Beta S&P GSCI-Weighted ETN
SBV
$0 ﹤0.01%
1
– –
AFAM
5261
CALL
DELISTED
Almost Family Inc
AFAM
– –
-100
Closed -$4K
IVOP
5262
DELISTED
iPath Inverse S&P 500 VIX Short-Term Futures
IVOP
$0 ﹤0.01%
1
– –
RTLA
5263
DELISTED
iPath Long Extended Russell 2000 TR Index ETN
RTLA
$0 ﹤0.01%
1
– –
DXJR
5264
DELISTED
WisdomTree Japan Hedged Real Estate Fund
DXJR
$0 ﹤0.01%
1
– –
KROO
5265
DELISTED
IQ Australia Small Cap ETF
KROO
$0 ﹤0.01%
1
– –
XIV
5266
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$0 ﹤0.01%
1
– –
DLBL
5267
DELISTED
iPath US Treasury Long Bond Bull ETN
DLBL
$0 ﹤0.01%
1
– –
MLPJ
5268
DELISTED
Global X Junior MLP ETF
MLPJ
$0 ﹤0.01%
1
– –
DGI
5269
DELISTED
DigitalGlobe Inc.
DGI
– –
-976
Closed -$27K
TBZ
5270
DELISTED
ProShares UltraShort 3-7 Year Treasury
TBZ
$0 ﹤0.01%
1
– –
SSRI
5271
DELISTED
Silver Standard Resources
SSRI
– –
-76
Closed –
QAUS
5272
DELISTED
SPDR MSCI Australia StrategicFactors ETF
QAUS
$0 ﹤0.01%
1
– –
IRY
5273
DELISTED
SPDR S&P International Health Care Sector
IRY
$0 ﹤0.01%
1
– –
QESP
5274
DELISTED
SPDR MSCI Spain StrategicFactors ETF
QESP
$0 ﹤0.01%
1
– –
GMTB
5275
DELISTED
Columbia Core Bond ETF
GMTB
$0 ﹤0.01%
1
– –
209 210
211
212 213

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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.