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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
BWV
5376
DELISTED
iPath ETN linked to CBOE S&P 500 Buy Write Index
BWV
$0 ﹤0.01%
1
– –
KRU
5377
DELISTED
ProShares Ultra S&P Regional Banking of Proshares Trust
KRU
$0 ﹤0.01%
2
– –
SWFT
5378
DELISTED
Swift Transportation Company
SWFT
– –
-879
Closed -$18.5K
SWFT
5379
PUT
DELISTED
Swift Transportation Company
SWFT
– –
-1,500
Closed -$34K
PWP
5380
DELISTED
POWERSHARES DYNAMIC MID CAP VALUE PORTFOLIO
PWP
$0 ﹤0.01%
1
– –
SBND
5381
DELISTED
DEUTSCHE BK AG LONDON DB 3X SHORT US TREAS BD ETN
SBND
$0 ﹤0.01%
1
– –
AND
5382
DELISTED
Global X FTSE Andean 40 ETF
AND
$0 ﹤0.01%
1
– –
EMCG
5383
DELISTED
WisdomTree Emerging Markets Consumer Growth Fund
EMCG
$0 ﹤0.01%
1
– –
LMLP
5384
DELISTED
ETRACS Monthly Pay 2xLeveraged Wells Fargo MLP Ex-Energy ETN
LMLP
$0 ﹤0.01%
1
– –
PFA
5385
DELISTED
POWERSHARES GLB EXCH TRD FD DYNAMIC DEVEL INTL OPPORT PORT
PFA
$0 ﹤0.01%
1
– –
TRND
5386
DELISTED
ROYAL BK SCOTLAND PLC RBS US LARGE CAP TRENDPILOT ETNS
TRND
– –
-1
Closed –
AM
5387
CALL
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
– –
-250,000
Closed -$7.16M
AM
5388
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
– –
-63,850
Closed -$1.83M
STH
5389
DELISTED
SABRIENT STEALTH PRT CLAYMORE EXCH TRD FD
STH
$0 ﹤0.01%
1
– –
TPS
5390
DELISTED
ProShares UltraShort Tips
TPS
$0 ﹤0.01%
1
– –
BDG
5391
DELISTED
DB BASE METALS LONG ETN DUE 06/01/2038
BDG
$0 ﹤0.01%
1
– –
SPN
5392
DELISTED
Superior Energy Services, Inc.
SPN
– –
-16
Closed -$2.61K
SPN
5393
PUT
DELISTED
Superior Energy Services, Inc.
SPN
– –
-20
Closed -$4K
SNDS
5394
DELISTED
SUSTAINABLE NORTH AMERICAN OIL SANDS ETF
SNDS
$0 ﹤0.01%
1
– –
VIIZ
5395
DELISTED
CREDIT SUISSE NASSAU BRH VS VIX MID TERM (BHS)
VIIZ
$0 ﹤0.01%
1
– –
XLFS
5396
DELISTED
POWERSHARES S&P SMALLCAP FINANCIALS PORTFOLIO
XLFS
$0 ﹤0.01%
1
– –
DNY
5397
DELISTED
DONNELLEY R R & SONS CO
DNY
– –
-716
Closed -$12K
DNY
5398
PUT
DELISTED
DONNELLEY R R & SONS CO
DNY
– –
-2,000
Closed -$35K
RORO
5399
DELISTED
SSGA ACTIVE ETF TR SPDR SSGA RISK AWARE ETF
RORO
$0 ﹤0.01%
1
– –
212 213 214 215
216

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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.