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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 | |
|---|---|---|---|---|---|---|
|
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$789B
| $6.82B | 15.18% |
35,563,400
+777,900
| +2% | +$158M |
|
|
2
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$789B
| $6.03B | 13.43% |
31,480,000
-9,326,600
| -23% | -$1.89B |
|
|
3
PUT
iShares Russell 2000 ETF
IWM
$80B
| $2.23B | 4.97% |
20,447,500
+2,970,400
| +17% | +$352M |
|
4
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.9B
| $1.07B | 2.37% |
32,503,800
+6,986,300
| +27% | +$247M |
|
|
5
CALL
iShares Russell 2000 ETF
IWM
$80B
| $1.05B | 2.33% |
9,573,500
+6,432,600
| +205% | +$763M |
|
|
6
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.9B
| $695M | 1.55% |
21,193,000
+11,600,800
| +121% | +$410M |
|
|
7
PUT
iShares MSCI EAFE ETF
EFA
$78.2B
| $512M | 1.14% |
8,937,500
+1,759,400
| +25% | +$109M |
|
8
CALL
SPDR Gold Trust
GLD
$131B
| $485M | 1.08% |
4,542,600
+1,291,200
| +40% | +$139M |
|
9
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $484M | 1.08% |
5,815,500
+1,186,700
| +26% | +$103M |
|
10
PUT
Apple
AAPL
$4.42T
| $441M | 0.98% |
15,984,000
-12,714,800
| -44% | -$373M |
|
11
PUT
Invesco QQQ Trust
QQQ
$454B
| $410M | 0.91% |
4,024,400
+1,205,900
| +43% | +$130M |
|
12
CALL
Goldman Sachs
GS
$302B
| $391M | 0.87% |
2,248,300
+124,100
| +6% | +$24.3M |
|
13
CALL
Meta Platforms (Facebook)
META
$1.4T
| $385M | 0.86% |
4,279,400
+3,133,400
| +273% | +$288M |
|
|
14
PUT
iShares China Large-Cap ETF
FXI
$4.35B
| $366M | 0.82% |
10,319,800
+5,137,900
| +99% | +$200M |
|
15
PUT
iShares MSCI Brazil ETF
EWZ
$9.29B
| $362M | 0.81% |
16,485,100
+3,412,500
| +26% | +$91M |
|
|
16
CALL
iShares MSCI Brazil ETF
EWZ
$9.29B
| $358M | 0.8% |
16,330,000
+3,942,600
| +32% | +$105M |
|
|
17
iShares Russell 2000 ETF
IWM
$80B
| $350M | 0.78% |
3,207,570
+3,207,569
| +320,756,900% | +$380M |
|
|
18
PUT
Goldman Sachs
GS
$302B
| $340M | 0.76% |
1,958,800
+278,500
| +17% | +$54.6M |
|
19
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$41.9B
| $330M | 0.74% |
2,673,700
-865,700
| -24% | -$105M |
|
20
PUT
Morgan Stanley
MS
$331B
| $317M | 0.71% |
10,075,800
+750,200
| +8% | +$27.3M |
|
21
CALL
JPMorgan Chase
JPM
$939B
| $315M | 0.7% |
5,162,700
+2,129,100
| +70% | +$139M |
|
|
22
PUT
JPMorgan Chase
JPM
$939B
| $309M | 0.69% |
5,070,200
+403,400
| +9% | +$26.4M |
|
23
PUT
Amazon
AMZN
$2.91T
| $250M | 0.56% |
9,776,000
+4,130,000
| +73% | +$104M |
|
|
24
PUT
Chipotle Mexican Grill
CMG
$47.7B
| $219M | 0.49% |
15,180,000
+12,915,000
| +570% | +$184M |
|
25
PUT
Microsoft
MSFT
$3.43T
| $219M | 0.49% |
4,938,200
-1,569,600
| -24% | -$70.5M |
|
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.