We are live on ! Find out more
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
EWRM
5326
DELISTED
GUGGENHEIM RUSSELL MIDCAP EQUAL WEIGHT ETF
EWRM
$0 ﹤0.01%
1
– –
EWRS
5327
DELISTED
GUGGENHEIM RUSSELL 2000 EQUAL WEIGHT ETF
EWRS
$0 ﹤0.01%
1
– –
BSCF
5328
DELISTED
CLAYMORE GUGGENHEIM BULLETSHARES 2015 CORP BD ETF
BSCF
$0 ﹤0.01%
1
– –
PXMC
5329
DELISTED
POWERSHARES FUNDAMENTAL PURE MID CORE PORTFOLIO
PXMC
$0 ﹤0.01%
1
– –
PXLC
5330
DELISTED
POWERSHARES FUNDAMENTAL PURE LARGE CORE PORTFOLIO
PXLC
$0 ﹤0.01%
1
– –
PWO
5331
DELISTED
POWER SHARES ETF DYNAMIC OTC
PWO
$0 ﹤0.01%
1
– –
BONO
5332
DELISTED
MARKET VECTORS LATAM AGGREGATE BD ETF (DE)
BONO
$0 ﹤0.01%
1
– –
PIV
5333
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$0 ﹤0.01%
1
– –
PWT
5334
DELISTED
POWERSHARES DYNAMIC SMALL CAP GROWTH PORTFOLIO
PWT
$0 ﹤0.01%
1
– –
PWJ
5335
DELISTED
POWERSHARES DYNAMIC MID CAP GRTH PORTFOLIO
PWJ
$0 ﹤0.01%
1
– –
PWY
5336
DELISTED
POWERSHARES DYNAMIC SMALL CAP VALUE PORTFOLIO
PWY
$0 ﹤0.01%
1
– –
ULQ
5337
DELISTED
CLAYMORE US CAPITAL MARKETS MICRO-TERM FIXED INCOME ETF
ULQ
$0 ﹤0.01%
1
– –
XLYS
5338
DELISTED
POWERSHARES S&P SMALLCAP CONSUMER DISCRETIONARY PORT
XLYS
$0 ﹤0.01%
1
– –
XLVS
5339
DELISTED
POWERSHARES S&P SMALLCAP HEALTH CARE PORTFOLIO
XLVS
$0 ﹤0.01%
1
– –
XLPS
5340
DELISTED
POWERSHARES S&P SMALLCAP CONSUMER STAPLES PORT
XLPS
$0 ﹤0.01%
1
– –
XLKS
5341
DELISTED
POWERSHARES S&P SMALLCAP INFORMATION TECHNOLOGY PORTFOLIO
XLKS
$0 ﹤0.01%
1
– –
XLIS
5342
DELISTED
POWERSHARES S&P SMALLCAP INDUSTRIALS PORTFOLIO
XLIS
$0 ﹤0.01%
1
– –
XLBS
5343
DELISTED
POWERSHARES S&P SMALLCAP MATERIALS PORT
XLBS
$0 ﹤0.01%
1
– –
SLY
5344
DELISTED
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
SLY
$0 ﹤0.01%
2
– –
GAF
5345
DELISTED
SPDR S&P Emerging Middle East & Africa ETF
GAF
$0 ﹤0.01%
1
– –
STMP
5346
CALL
DELISTED
Stamps.com, Inc.
STMP
– –
-400
Closed -$29K
CPI
5347
DELISTED
CPI Inflation Hedged ETF
CPI
$0 ﹤0.01%
1
– –
ETP
5348
DELISTED
Energy Transfer Partners L.p.
ETP
– –
-1,462
Closed -$70.9K
OIL
5349
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$0 ﹤0.01%
1
– –
OIL
5350
PUT
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
– –
-250,000
Closed -$3.01M
212 213
214
215 216

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.