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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
+7.46%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$54B
AUM Growth
+$3.28B
(+6.5%)
Cap. Flow
+$724M
Cap. Flow
% of AUM
1.34%
Top 10 Holdings %
Top 10 Hldgs %
49.67%
Holding
4,754
New
1,010
Increased
848
Reduced
831
Closed
714
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$229M |
| 2 |
Mondelez International
MDLZ
|
+$142M |
| 3 |
General Motors
GM
|
+$104M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$96.1M |
| 5 |
Meta Platforms (Facebook)
META
|
+$63.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$127M |
| 2 |
iShares MSCI Emerging Markets ETF
EEM
|
+$72.6M |
| 3 |
Morgan Stanley
MS
|
+$67.2M |
| 4 |
Qualcomm
QCOM
|
+$46.1M |
| 5 |
American Airlines Group
AAL
|
+$45.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 0.78% |
| 2 | Consumer Staples | 0.49% |
| 3 | Technology | 0.48% |
| 4 | Communication Services | 0.46% |
| 5 | Financials | 0.46% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $24M | 0.04% |
275,000
-922,800
| -77% | -$79.4M |
|
252
PUT
Monster Beverage
MNST
$89.2B
| $24M | 0.04% |
1,960,800
+1,869,600
| +2,050% | +$24.3M |
|
253
CALL
United Airlines
UAL
$41B
| $23.8M | 0.04% |
454,400
-64,300
| -12% | -$3.09M |
|
254
PUT
Texas Instruments
TXN
$257B
| $23.7M | 0.04% |
337,600
+129,300
| +62% | +$8.81M |
|
255
Energizer
ENR
$1.53B
| $23.4M | 0.04% |
468,078
+115,754
| +33% | +$5.68M |
|
256
JD.com
JD
$43.1B
| $23.2M | 0.04% |
890,543
+608,013
| +215% | +$14.7M |
|
257
PUT
O'Reilly Automotive
ORLY
$74.9B
| $23.2M | 0.04% |
1,242,000
+1,092,000
| +728% | +$20.5M |
|
258
Wells Fargo
WFC
$264B
| $23M | 0.04% |
518,404
-328,652
| -39% | -$15.7M |
|
259
CALL
BP
BP
$111B
| $22.9M | 0.04% |
773,355
+226,171
| +41% | +$6.56M |
|
|
MMP
260
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $22.6M | 0.04% |
+320,000
| New | +$22.8M |
|
261
Blackstone
BX
$118B
| $22.6M | 0.04% |
884,178
+194,244
| +28% | +$5.13M |
|
262
CALL
Visa
V
$677B
| $22.4M | 0.04% |
270,800
+173,000
| +177% | +$13.9M |
|
263
PUT
iShares MSCI South Korea ETF
EWY
$25.9B
| $22.3M | 0.04% |
383,300
+150,000
| +64% | +$8.38M |
|
264
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$426M
| $22.1M | 0.04% |
232,300
+9,100
| +4% | +$859K |
|
265
Procter & Gamble
PG
$338B
| $22.1M | 0.04% |
246,301
+241,086
| +4,623% | +$20.9M |
|
|
SINA
266
PUT
DELISTED
Sina Corp
SINA
| $22M | 0.04% |
297,500
+47,500
| +19% | +$3.14M |
|
|
TWX
267
PUT
DELISTED
Time Warner Inc
TWX
| $22M | 0.04% |
275,800
+25,100
| +10% | +$1.96M |
|
268
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$48.2B
| $21.9M | 0.04% |
120,000
| – | – |
|
269
CALL
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.48B
| $21.6M | 0.04% |
+660,010
| New | +$22.1M |
|
270
PUT
Lam Research
LRCX
$390B
| $21.6M | 0.04% |
2,282,000
+407,000
| +22% | +$3.7M |
|
271
United Rentals
URI
$71.2B
| $21.5M | 0.04% |
274,438
+1,035
| +0.4% | +$79.3K |
|
272
PUT
US Bancorp
USB
$100B
| $20.8M | 0.04% |
485,300
+30,300
| +7% | +$1.29M |
|
273
PUT
Sarepta Therapeutics
SRPT
$1.92B
| $20.6M | 0.04% |
+335,200
| New | +$10.1M |
|
274
CALL
Amgen
AMGN
$224B
| $20.5M | 0.04% |
122,600
-101,500
| -45% | -$17.2M |
|
275
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.61B
| $20.3M | 0.04% |
+480,000
| New | +$19.7M |
|
Similar funds
HF
Parallax Volatility Advisers's Q3 2016 Portfolio in Review
As of Q3 2016, Parallax Volatility Advisers held 4,754 positions worth $54B, up 6.5% from $50.7B the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Parallax Volatility Advisers's Q3 2016 filing shows 1,010 new, 848 increased, 831 reduced and 714 closed positions. Its largest new stake was Mondelez International: 3,227,770 shares worth $142M. The largest sale was Apple, an estimated $127M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 0.78% of assets, up from 0.49% a quarter earlier, followed by Consumer Staples and Technology.
- Parallax Volatility Advisers's largest Q3 2016 buy was Mondelez International: 3,227,770 shares worth $142M.
- Parallax Volatility Advisers added most to iShares Russell 2000 ETF in Q3 2016, an estimated $229M increase.
- Parallax Volatility Advisers's biggest Q3 2016 reduction was Apple, cutting an estimated $127M.
- Parallax Volatility Advisers fully exited Qualcomm in Q3 2016, selling an estimated $46.1M.
- Parallax Volatility Advisers's ten largest holdings make up 50% of its $54B portfolio in Q3 2016.
- Parallax Volatility Advisers opened 1,010 new positions and closed 714 in Q3 2016.
- Parallax Volatility Advisers's portfolio value rose 6.5% quarter-over-quarter to $54B.
Based on Parallax Volatility Advisers's 13F filing for Q3 2016, filed 14 Nov 2016.