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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 | |
|---|---|---|---|---|---|---|
101
CALL
Caterpillar
CAT
$375B
| $67.8M | 0.15% |
1,037,200
+893,300
| +621% | +$68.3M |
|
102
PUT
Target
TGT
$65.6B
| $67.7M | 0.15% |
861,000
+328,900
| +62% | +$26.2M |
|
103
CALL
IBM
IBM
$211B
| $66M | 0.15% |
476,558
+102,299
| +27% | +$15.1M |
|
|
TWTR
104
CALL
DELISTED
Twitter, Inc.
TWTR
| $65.3M | 0.15% |
2,425,300
+115,700
| +5% | +$3.47M |
|
105
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
| $63M | 0.14% |
483,500
+455,600
| +1,633% | +$62.4M |
|
106
CALL
MetLife
MET
$61.9B
| $62.4M | 0.14% |
1,485,191
+567,619
| +62% | +$26.5M |
|
107
CALL
General Motors
GM
$80.4B
| $62M | 0.14% |
2,066,500
+1,230,500
| +147% | +$37.7M |
|
|
108
PUT
MetLife
MET
$61.9B
| $61.6M | 0.14% |
1,465,556
+725,485
| +98% | +$33.9M |
|
109
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
| $61.5M | 0.14% |
247,100
+60,100
| +32% | +$15.9M |
|
110
CALL
PepsiCo
PEP
$190B
| $61.1M | 0.14% |
647,500
+325,300
| +101% | +$30.9M |
|
111
CALL
Johnson & Johnson
JNJ
$618B
| $61M | 0.14% |
653,700
+652,800
| +72,533% | +$63.1M |
|
112
PUT
McDonald's
MCD
$192B
| $61M | 0.14% |
619,200
+382,600
| +162% | +$37.3M |
|
113
PUT
Baidu
BIDU
$37.7B
| $60.1M | 0.13% |
437,700
+146,200
| +50% | +$24.1M |
|
114
PUT
Comcast
CMCSA
$85B
| $59.5M | 0.13% |
2,093,200
-1,495,600
| -42% | -$44.4M |
|
115
PUT
CVS Health
CVS
$133B
| $58.7M | 0.13% |
608,300
+528,600
| +663% | +$55.6M |
|
116
American Express
AXP
$227B
| $57.8M | 0.13% |
779,439
+368,730
| +90% | +$28.4M |
|
117
CALL
Tesla
TSLA
$1.23T
| $56.7M | 0.13% |
3,426,000
+1,008,000
| +42% | +$17.1M |
|
118
PUT
Cisco
CSCO
$457B
| $56.7M | 0.13% |
2,160,600
-1,642,700
| -43% | -$44.4M |
|
119
PUT
ExxonMobil
XOM
$644B
| $56.1M | 0.12% |
754,000
-63,600
| -8% | -$4.9M |
|
120
iShares MSCI Emerging Markets ETF
EEM
$28.8B
| $56M | 0.12% |
1,708,174
+658,805
| +63% | +$23.3M |
|
121
PUT
US Bancorp
USB
$98.2B
| $53.4M | 0.12% |
1,302,400
+332,800
| +34% | +$14.4M |
|
122
CALL
Monster Beverage
MNST
$94.3B
| $53.3M | 0.12% |
2,366,400
-585,600
| -20% | -$13.7M |
|
123
PUT
Advance Auto Parts
AAP
$3.35B
| $51.7M | 0.12% |
272,800
+271,900
| +30,211% | +$47.1M |
|
124
PUT
Walmart Inc
WMT
$885B
| $51.6M | 0.11% |
2,385,900
+165,300
| +7% | +$3.79M |
|
125
PUT
Salesforce
CRM
$151B
| $51.2M | 0.11% |
736,700
+314,900
| +75% | +$22.3M |
|
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.