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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
CCXE
5301
DELISTED
WISDOMTREE COMMODITY COUNTRY EQUITY FND (DE)
CCXE
$0 ﹤0.01%
1
– –
DBU
5302
DELISTED
WISDOMTREE GLOBAL EX-US UTILITY FND (DE)
DBU
$0 ﹤0.01%
1
– –
GNAT
5303
DELISTED
WISDOMTREE TR GLOBAL NATURAL RESOURCES FND (DE)
GNAT
$0 ﹤0.01%
1
– –
JGBS
5304
DELISTED
DB INVERSE JAPANESE GOVT BD FUT EXCH NT 11/30/2021
JGBS
$0 ﹤0.01%
1
– –
LBND
5305
DELISTED
DEUTSCHE BK AG LONDON DB 3X LONG UST ETN
LBND
$0 ﹤0.01%
1
– –
IGU
5306
DELISTED
PROSHARES TR ULTRA INVT GRADE CORP
IGU
$0 ﹤0.01%
1
– –
UXJ
5307
DELISTED
PROSHARES TR PROSHARES ULTRA MSCI PACIFIC EX-JAPAN
UXJ
$0 ﹤0.01%
1
– –
JPX
5308
DELISTED
PROSHARES TR ULTRASHORT MSCI PAC EX-JAPAN
JPX
$0 ﹤0.01%
1
– –
INY
5309
DELISTED
SPDR NUVEEN BARCLAYS N Y MUN BD ETF
INY
$0 ﹤0.01%
1
– –
MDD
5310
DELISTED
SPDR S&P INTERNATIONAL MID CAP ETF
MDD
$0 ﹤0.01%
1
– –
EMBB
5311
DELISTED
SPDR MSCI BEYOND BRIC ETF
EMBB
$0 ﹤0.01%
1
– –
EEML
5312
DELISTED
ISHARES MSCI EMERGING MARKETS LATIN AMERICA ETF
EEML
$0 ﹤0.01%
1
– –
FBG
5313
DELISTED
UBS AG LONDON BRH FISHER ENHANCED BIG CAP GROWTH ETN
FBG
$0 ﹤0.01%
1
– –
SPGH
5314
DELISTED
UBS E-TRACS S&P 500 GOLD HEDGED ETN
SPGH
$0 ﹤0.01%
1
– –
RWXL
5315
DELISTED
UBS AG LONDON BRH MONTHLY PAY 2XLEVERAGED ETRACS LKD (CHE)
RWXL
$0 ﹤0.01%
1
– –
XVIX
5316
DELISTED
UBS AG JERSEY BRCH AG ETRACS DAILY LONG-SHORT VIX ETN (CHE)
XVIX
$0 ﹤0.01%
1
– –
CFGE
5317
DELISTED
CALAMOS ETF TR FOCUS GROWTH ETF
CFGE
$0 ﹤0.01%
1
– –
KKD
5318
CALL
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
– –
-1,500
Closed -$29K
KKD
5319
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
– –
-3,442
Closed -$66K
KKD
5320
PUT
DELISTED
KRISPY KREME DOUGHNUTS INC
KKD
– –
-2,000
Closed -$39K
TOTS
5321
DELISTED
DIREXION DAILY TOTAL MARKET BEAR 1X SHARES
TOTS
$0 ﹤0.01%
1
– –
DWRE
5322
PUT
DELISTED
DEMANDWARE INC COM STK (DE)
DWRE
– –
-3,300
Closed -$235K
DPU
5323
DELISTED
DEUTSCHE BK AG LONDON BRH DB COMMODITY LONG ETN
DPU
$0 ﹤0.01%
1
– –
EEHB
5324
DELISTED
POWERSHARES S&P EMERGING MARKETS HIGH BETA PORTFOLIO
EEHB
$0 ﹤0.01%
1
– –
IDHB
5325
DELISTED
POWERSHARES S&P INTL DEVELOPED HIGH BETA
IDHB
$0 ﹤0.01%
1
– –
211 212
213
214 215

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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.