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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
+168.57%
5 Year Est. Return
+211.2%
10 Year Est. Return
+834.13%
AUM
$44.9B
AUM Growth
-$2.48B
(-5.2%)
Cap. Flow
+$2.52B
Cap. Flow
% of AUM
5.6%
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 | Consumer Discretionary | 0.8% |
| 2 | Financials | 0.66% |
| 3 | Technology | 0.56% |
| 4 | Communication Services | 0.52% |
| 5 | Consumer Staples | 0.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
276
Wells Fargo
WFC
$269B
| $19.1M | 0.04% |
372,294
-174,259
| -32% | -$9.58M |
|
277
CALL
Cummins
CMI
$86.9B
| $19.1M | 0.04% |
176,000
+138,400
| +368% | +$17.1M |
|
278
PUT
Vodafone
VOD
$37.9B
| $19.1M | 0.04% |
601,700
+155,600
| +35% | +$5.53M |
|
279
Micron Technology
MU
$1.1T
| $19M | 0.04% |
1,269,354
-32,516
| -2% | -$559K |
|
280
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.03B
| $18.9M | 0.04% |
950,000
+50,000
| +6% | +$1.04M |
|
281
CALL
Air Products & Chemicals
APD
$68.8B
| $18.9M | 0.04% |
+160,204
| New | +$20.4M |
|
282
PUT
McKesson
MCK
$101B
| $18.5M | 0.04% |
+100,000
| New | +$21.2M |
|
283
McDonald's
MCD
$193B
| $18.4M | 0.04% |
186,521
+160,894
| +628% | +$15.7M |
|
284
CALL
United Airlines
UAL
$40.7B
| $18.3M | 0.04% |
345,000
+236,000
| +217% | +$13.3M |
|
|
TFCFA
285
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $18.2M | 0.04% |
675,200
+351,800
| +109% | +$10.5M |
|
|
JCP
286
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $18.1M | 0.04% |
1,944,900
+1,339,100
| +221% | +$11.9M |
|
|
ATVI
287
CALL
DELISTED
Activision Blizzard
ATVI
| $17.9M | 0.04% |
580,400
-224,500
| -28% | -$6.26M |
|
288
Blackstone
BX
$108B
| $17.7M | 0.04% |
569,792
+567,376
| +23,484% | +$20.5M |
|
289
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
| $17.7M | 0.04% |
163,700
+159,500
| +3,798% | +$16.9M |
|
|
DD
290
CALL
DELISTED
Du Pont De Nemours E I
DD
| $17.6M | 0.04% |
365,100
-37,462
| -9% | -$2M |
|
291
PUT
KKR & Co
KKR
$102B
| $17.2M | 0.04% |
1,026,500
-912,300
| -47% | -$19.4M |
|
292
CALL
Broadcom
AVGO
$1.87T
| $17.1M | 0.04% |
1,364,000
+1,338,000
| +5,146% | +$16.9M |
|
|
TWC
293
CALL
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
| $17M | 0.04% |
95,000
+39,300
| +71% | +$7.34M |
|
294
CALL
APA Corp
APA
$14.2B
| $17M | 0.04% |
434,600
-67,800
| -13% | -$3.08M |
|
|
RAD
295
CALL
DELISTED
Rite Aid Corporation
RAD
| $16.8M | 0.04% |
138,515
+38,175
| +38% | +$6.36M |
|
|
GG
296
PUT
DELISTED
Goldcorp Inc
GG
| $16.7M | 0.04% |
1,330,900
+185,300
| +16% | +$2.59M |
|
297
PUT
Eli Lilly
LLY
$1.05T
| $16.5M | 0.04% |
197,300
+157,400
| +394% | +$13.3M |
|
298
CALL
Bath & Body Works
BBWI
$3.91B
| $16.5M | 0.04% |
226,495
+50,222
| +28% | +$3.47M |
|
299
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.68B
| $16.4M | 0.04% |
398,500
-175,400
| -31% | -$7.45M |
|
300
CALL
Merck
MRK
$335B
| $16.3M | 0.04% |
346,783
+190,841
| +122% | +$10.1M |
|
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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 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.