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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 | |
|---|---|---|---|---|---|---|
76
PUT
Caterpillar
CAT
$375B
| $85.3M | 0.19% |
1,305,600
+613,100
| +89% | +$46.9M |
|
77
CALL
Apple
AAPL
$4.54T
| $85.3M | 0.19% |
3,092,400
-110,000
| -3% | -$3.23M |
|
78
PUT
iShares MSCI Australia ETF
EWA
$1.39B
| $85M | 0.19% |
4,741,200
+891,200
| +23% | +$17.4M |
|
79
CALL
US Bancorp
USB
$98.2B
| $84.9M | 0.19% |
2,070,000
+1,699,500
| +459% | +$73.6M |
|
80
PUT
General Motors
GM
$80.4B
| $84.8M | 0.19% |
2,823,800
+641,700
| +29% | +$19.7M |
|
81
PUT
Electronic Arts
EA
$53B
| $83.5M | 0.19% |
1,232,700
+600
| +0% | +$42K |
|
82
CALL
Verizon
VZ
$195B
| $83.3M | 0.19% |
1,915,000
+436,200
| +29% | +$20.1M |
|
83
PUT
Alphabet (Google) Class C
GOOG
$4.36T
| $82.6M | 0.18% |
2,650,000
-414,000
| -14% | -$12.7M |
|
|
YHOO
84
PUT
DELISTED
Yahoo Inc
YHOO
| $81.4M | 0.18% |
2,815,800
-235,600
| -8% | -$8.17M |
|
|
85
CALL
Bank of America
BAC
$435B
| $80.9M | 0.18% |
5,195,100
+3,241,500
| +166% | +$54.5M |
|
86
CALL
Citigroup
C
$222B
| $79.7M | 0.18% |
1,607,000
-580,600
| -27% | -$31.7M |
|
87
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
| $79.3M | 0.18% |
1,629,715
-327,353
| -17% | -$17.7M |
|
88
CALL
iShares MSCI Japan ETF
EWJ
$21.9B
| $77.6M | 0.17% |
1,697,150
+2,125
| +0.1% | +$105K |
|
|
89
PUT
Bank of America
BAC
$435B
| $75M | 0.17% |
4,817,000
-985,900
| -17% | -$16.6M |
|
|
XLNX
90
PUT
DELISTED
Xilinx Inc
XLNX
| $74.5M | 0.17% |
1,757,900
+708,700
| +68% | +$29.8M |
|
91
CALL
Comcast
CMCSA
$85B
| $74.2M | 0.17% |
2,610,000
+237,400
| +10% | +$7.05M |
|
92
CALL
Morgan Stanley
MS
$331B
| $72.7M | 0.16% |
2,308,400
+78,600
| +4% | +$2.86M |
|
93
CALL
JD.com
JD
$44.6B
| $71.4M | 0.16% |
2,738,700
+485,600
| +22% | +$14M |
|
94
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $71.2M | 0.16% |
3,575,500
+1,500,000
| +72% | +$31.2M |
|
95
PUT
VanEck Oil Services ETF
OIH
$2.06B
| $71.1M | 0.16% |
129,395
+27,335
| +27% | +$16.8M |
|
96
PUT
iShares US Real Estate ETF
IYR
$4.66B
| $71M | 0.16% |
1,000,900
+711,000
| +245% | +$51.8M |
|
97
PUT
Gilead Sciences
GILD
$162B
| $70.2M | 0.16% |
714,900
+65,200
| +10% | +$7.24M |
|
98
CALL
Williams Companies
WMB
$87.5B
| $69.7M | 0.16% |
1,890,700
+540,600
| +40% | +$26.9M |
|
99
PUT
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.54B
| $68.5M | 0.15% |
2,117,400
+1,497,900
| +242% | +$55.4M |
|
|
BBBY
100
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $68.5M | 0.15% |
1,200,400
+986,800
| +462% | +$62.9M |
|
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.