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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 | |
|---|---|---|---|---|---|---|
26
PUT
Goldman Sachs
GS
$304B
| $241M | 0.45% |
1,495,500
+112,300
| +8% | +$18.3M |
|
27
PUT
Procter & Gamble
PG
$335B
| $240M | 0.45% |
2,676,900
+2,434,900
| +1,006% | +$211M |
|
28
PUT
JPMorgan Chase
JPM
$969B
| $235M | 0.43% |
3,524,400
+1,092,900
| +45% | +$71.3M |
|
|
29
CALL
Qualcomm
QCOM
$170B
| $234M | 0.43% |
3,423,300
+2,587,300
| +309% | +$157M |
|
|
30
iShares Russell 2000 ETF
IWM
$81.9B
| $234M | 0.43% |
1,880,495
+1,880,494
| +188,049,400% | +$229M |
|
31
CALL
Invesco QQQ Trust
QQQ
$482B
| $231M | 0.43% |
1,949,200
+116,800
| +6% | +$13.5M |
|
|
32
PUT
Morgan Stanley
MS
$344B
| $225M | 0.42% |
7,033,400
-1,449,900
| -17% | -$43.2M |
|
33
PUT
Walt Disney
DIS
$178B
| $222M | 0.41% |
2,385,800
+232,300
| +11% | +$22.2M |
|
|
34
CALL
Procter & Gamble
PG
$335B
| $219M | 0.41% |
2,441,700
+2,004,600
| +459% | +$174M |
|
35
CALL
AT&T
T
$167B
| $214M | 0.4% |
6,965,167
-2,797,744
| -29% | -$88.4M |
|
36
CALL
GE Aerospace
GE
$380B
| $210M | 0.39% |
1,476,263
-544,170
| -27% | -$81.2M |
|
37
CALL
Comcast
CMCSA
$89.8B
| $181M | 0.33% |
5,448,000
+338,200
| +7% | +$11.3M |
|
|
38
CALL
JPMorgan Chase
JPM
$969B
| $178M | 0.33% |
2,676,700
+1,302,500
| +95% | +$84.9M |
|
39
CALL
United Parcel Service
UPS
$88B
| $172M | 0.32% |
1,571,900
-134,800
| -8% | -$14.7M |
|
40
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $169M | 0.31% |
2,889,900
-1,590,400
| -35% | -$92.4M |
|
41
CALL
United States Oil Fund
USO
$1.79B
| $156M | 0.29% |
1,787,225
+742,225
| +71% | +$62.4M |
|
|
42
PUT
Meta Platforms (Facebook)
META
$1.49T
| $149M | 0.28% |
1,160,600
+430,900
| +59% | +$53.5M |
|
43
PUT
Alibaba
BABA
$298B
| $147M | 0.27% |
1,387,600
-796,800
| -36% | -$73.8M |
|
44
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $144M | 0.27% |
2,000,000
+700,000
| +54% | +$51.5M |
|
|
45
Mondelez International
MDLZ
$78.6B
| $142M | 0.26% |
+3,227,770
| New | +$142M |
|
|
46
PUT
United States Oil Fund
USO
$1.79B
| $135M | 0.25% |
1,542,588
+112,975
| +8% | +$9.49M |
|
47
CALL
Intel
INTC
$509B
| $132M | 0.25% |
3,509,100
-308,000
| -8% | -$10.9M |
|
48
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
| $129M | 0.24% |
3,668,000
+1,638,000
| +81% | +$56.1M |
|
49
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.54B
| $127M | 0.23% |
2,950,000
+2,475,000
| +521% | +$103M |
|
|
50
iShares MSCI Emerging Markets ETF
EEM
$30.4B
| $122M | 0.23% |
3,266,701
-1,987,087
| -38% | -$72.6M |
|
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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.