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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
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
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 | 0.51% |
| 4 | Communication Services | 0.5% |
| 5 | Consumer Staples | 0.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
CALL
Microsoft
MSFT
$3.45T
| $206M | 0.46% |
4,662,700
+383,300
| +9% | +$17.2M |
|
27
CALL
AT&T
T
$159B
| $197M | 0.44% |
8,024,499
+3,262,844
| +69% | +$83.2M |
|
28
PUT
Meta Platforms (Facebook)
META
$1.42T
| $197M | 0.44% |
2,189,500
-91,600
| -4% | -$8.41M |
|
29
CALL
Invesco QQQ Trust
QQQ
$453B
| $195M | 0.44% |
1,920,100
-1,407,300
| -42% | -$151M |
|
|
VXX
30
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $180M | 0.4% |
439,000
+371,425
| +550% | +$124M |
|
31
PUT
SPDR Gold Trust
GLD
$131B
| $169M | 0.38% |
1,582,800
+470,700
| +42% | +$50.7M |
|
32
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
| $160M | 0.36% |
1,296,600
-1,051,100
| -45% | -$128M |
|
33
PUT
United States Oil Fund
USO
$2.15B
| $160M | 0.36% |
1,359,913
+503,300
| +59% | +$61.8M |
|
|
34
PUT
Qualcomm
QCOM
$155B
| $160M | 0.36% |
2,971,700
-1,355,500
| -31% | -$80.5M |
|
|
35
CALL
iShares China Large-Cap ETF
FXI
$4.37B
| $157M | 0.35% |
4,416,100
-1,919,700
| -30% | -$74.6M |
|
|
36
PUT
AT&T
T
$159B
| $155M | 0.35% |
6,300,784
+1,793,944
| +40% | +$45.7M |
|
37
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
| $154M | 0.34% |
5,040,600
+418,400
| +9% | +$14.1M |
|
|
38
iShares MSCI EAFE ETF
EFA
$78B
| $150M | 0.33% |
2,620,108
+2,600,514
| +13,272% | +$161M |
|
39
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
| $147M | 0.33% |
3,028,900
+1,929,700
| +176% | +$104M |
|
40
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
| $146M | 0.33% |
1,114,600
+664,525
| +148% | +$101M |
|
41
PUT
Procter & Gamble
PG
$336B
| $143M | 0.32% |
1,993,000
+614,900
| +45% | +$46.1M |
|
|
42
CALL
United States Oil Fund
USO
$2.15B
| $142M | 0.32% |
1,205,800
+726,150
| +151% | +$89.2M |
|
43
CALL
Amazon
AMZN
$2.92T
| $139M | 0.31% |
5,446,000
+1,726,000
| +46% | +$43.6M |
|
44
PUT
American Express
AXP
$227B
| $128M | 0.28% |
1,725,500
+408,300
| +31% | +$31.4M |
|
45
CALL
Kinder Morgan
KMI
$71.7B
| $127M | 0.28% |
4,590,700
+120,300
| +3% | +$3.98M |
|
46
PUT
United Parcel Service
UPS
$88.6B
| $126M | 0.28% |
1,274,200
+80,300
| +7% | +$7.93M |
|
47
PUT
Verizon
VZ
$195B
| $124M | 0.28% |
2,860,700
-2,145,500
| -43% | -$99M |
|
48
PUT
Wells Fargo
WFC
$261B
| $123M | 0.27% |
2,404,300
-1,032,300
| -30% | -$56.8M |
|
|
49
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
| $123M | 0.27% |
2,535,000
-1,739,200
| -41% | -$94.1M |
|
50
CALL
GE Aerospace
GE
$374B
| $120M | 0.27% |
991,834
+815,222
| +462% | +$99.9M |
|
Similar funds
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.