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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
-11.36%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$44.9B
AUM Growth
-$2.48B
(-5.2%)
Cap. Flow
+$238M
Cap. Flow
% of AUM
0.53%
Top 10 Holdings %
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 |
iShares Russell 2000 ETF
IWM
|
+$380M |
| 2 |
iShares MSCI EAFE ETF
EFA
|
+$161M |
| 3 |
iShares China Large-Cap ETF
FXI
|
+$94.6M |
| 4 |
iShares MSCI South Korea ETF
EWY
|
+$45.2M |
| 5 |
Chipotle Mexican Grill
CMG
|
+$45M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Qualcomm
QCOM
|
+$82.8M |
| 2 |
Danaher
DHR
|
+$66.3M |
| 3 |
Bank of America
BAC
|
+$53.7M |
| 4 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$45.8M |
| 5 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$42.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 95.73% |
| 2 | Consumer Discretionary | 0.8% |
| 3 | Financials | 0.66% |
| 4 | Technology | 0.56% |
| 5 | Communication Services | 0.52% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1476
Microsoft
MSFT
$3.65T
| $579K | ﹤0.01% |
13,072
-386,877
| -97% | -$17.4M |
|
|
TYC
1477
PUT
DELISTED
TYCO INTL PLC COM SHS (IRL)
TYC
| $579K | ﹤0.01% |
16,522
-21,773
| -57% | -$838K |
|
1478
CALL
Credicorp
BAP
$29.8B
| $574K | ﹤0.01% |
+5,400
| New | +$653K |
|
1479
CALL
AB InBev
BUD
$154B
| $574K | ﹤0.01% |
5,400
+2,000
| +59% | +$232K |
|
|
CERN
1480
DELISTED
Cerner Corp
CERN
| $574K | ﹤0.01% |
9,574
-1,143
| -11% | -$74.7K |
|
1481
Kohl's
KSS
$1.99B
| $572K | ﹤0.01% |
12,349
| – | – |
|
|
CVC
1482
PUT
DELISTED
CABLEVISION SYS CP NY GRP CL-A
CVC
| $571K | ﹤0.01% |
17,600
-32,800
| -65% | -$893K |
|
1483
CALL
Amphenol
APH
$201B
| $570K | ﹤0.01% |
89,600
+77,600
| +647% | +$521K |
|
|
XL
1484
DELISTED
XL Group Ltd.
XL
| $570K | ﹤0.01% |
15,683
+3,456
| +28% | +$131K |
|
1485
PUT
Wolfspeed
WOLF
$1.42B
| $568K | ﹤0.01% |
23,400
-28,300
| -55% | -$723K |
|
1486
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.89B
| $568K | ﹤0.01% |
34,000
+33,000
| +3,300% | +$658K |
|
|
MDC
1487
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
| $567K | ﹤0.01% |
+30,138
| New | +$631K |
|
1488
PUT
Teva Pharmaceuticals
TEVA
$42.9B
| $565K | ﹤0.01% |
10,000
| – | – |
|
1489
ArcelorMittal
MT
$58B
| $564K | ﹤0.01% |
47,934
+21,399
| +81% | +$397K |
|
|
PE
1490
DELISTED
PARSLEY ENERGY INC
PE
| $563K | ﹤0.01% |
+37,364
| New | +$581K |
|
|
DANG
1491
DELISTED
E-COMMERCE CHINA DANGDANG INC SPNSRD ADS REP COM CL A (CYM)
DANG
| $562K | ﹤0.01% |
+94,117
| New | +$615K |
|
1492
CALL
Hershey
HSY
$34.6B
| $561K | ﹤0.01% |
6,100
-40,000
| -87% | -$3.64M |
|
1493
PUT
United States Brent Oil Fund
BNO
$736M
| $559K | ﹤0.01% |
33,600
| – | – |
|
|
MXIM
1494
CALL
DELISTED
Maxim Integrated Products
MXIM
| $555K | ﹤0.01% |
16,600
+13,300
| +403% | +$440K |
|
1495
WisdomTree India Earnings Fund ETF
EPI
$2B
| $554K | ﹤0.01% |
27,816
-12,348
| -31% | -$257K |
|
1496
Toll Brothers
TOL
$12.4B
| $553K | ﹤0.01% |
+16,147
| New | +$611K |
|
1497
CALL
TE Connectivity
TEL
$59.3B
| $551K | ﹤0.01% |
9,200
+7,700
| +513% | +$469K |
|
1498
PUT
Autodesk
ADSK
$43.2B
| $548K | ﹤0.01% |
12,400
-1,209,000
| -99% | -$60.7M |
|
1499
Lamar Advertising Co
LAMR
$15.1B
| $543K | ﹤0.01% |
+10,401
| New | +$581K |
|
1500
PUT
DaVita
DVA
$11.7B
| $542K | ﹤0.01% |
7,500
-33,700
| -82% | -$2.61M |
|
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TI
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's Q3 2015 filing shows 567 new, 1,010 increased, 1,102 reduced and 1,345 closed positions. Its largest new stake was United Parcel Service: 222,979 shares worth $22M. The largest sale was Qualcomm, an estimated $82.8M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, up from 95% a quarter earlier, followed by Consumer Discretionary and Financials.
- 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.