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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 | |
|---|---|---|---|---|---|---|
651
CALL
HDFC Bank
HDB
$120B
| $5.25M | 0.01% |
292,000
| – | – |
|
652
PUT
Williams Companies
WMB
$87.9B
| $5.22M | 0.01% |
170,000
+140,000
| +467% | +$3.71M |
|
653
Molson Coors Class B
TAP
$7.93B
| $5.22M | 0.01% |
47,569
+46,888
| +6,885% | +$4.77M |
|
654
PUT
DaVita
DVA
$11.7B
| $5.22M | 0.01% |
79,000
+59,600
| +307% | +$4.2M |
|
|
STI
655
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $5.21M | 0.01% |
118,900
+107,100
| +908% | +$4.59M |
|
|
DD
656
CALL
DELISTED
Du Pont De Nemours E I
DD
| $5.2M | 0.01% |
77,700
-221,000
| -74% | -$15M |
|
657
CALL
Zillow
Z
$7.59B
| $5.2M | 0.01% |
150,000
-600
| -0.4% | -$21.5K |
|
658
Keurig Dr Pepper
KDP
$39.9B
| $5.19M | 0.01% |
+56,798
| New | +$5.38M |
|
659
CALL
Altisource Portfolio Solutions
ASPS
$63.3M
| $5.18M | 0.01% |
+20,000
| New | +$4.71M |
|
660
Coty
COTY
$2.51B
| $5.18M | 0.01% |
220,256
+220,027
| +96,082% | +$5.81M |
|
661
Clorox
CLX
$13B
| $5.17M | 0.01% |
+41,343
| New | +$5.41M |
|
|
RDS.A
662
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $5.16M | 0.01% |
+106,643
| New | +$5.21M |
|
663
PUT
Amgen
AMGN
$226B
| $5.15M | 0.01% |
30,900
+5,900
| +24% | +$998K |
|
|
664
CALL
DaVita
DVA
$11.7B
| $5.11M | 0.01% |
77,400
+71,100
| +1,129% | +$5.01M |
|
665
CALL
Textron
TXT
$15.3B
| $5.11M | 0.01% |
128,600
+90,800
| +240% | +$3.58M |
|
666
PUT
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$293M
| $5.11M | 0.01% |
1
| – | – |
|
|
PXD
667
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $5.11M | 0.01% |
27,500
+12,000
| +77% | +$2.04M |
|
668
PUT
iShares MSCI Japan ETF
EWJ
$22.6B
| $5.09M | 0.01% |
101,563
-304,687
| -75% | -$14.8M |
|
669
PUT
iShares Biotechnology ETF
IBB
$9.82B
| $5.07M | 0.01% |
52,500
-1,200,000
| -96% | -$114M |
|
670
Liberty Global Class A
LBTYA
$3.46B
| $5.05M | 0.01% |
+147,881
| New | +$4.7M |
|
|
SWFT
671
PUT
DELISTED
Swift Transportation Company
SWFT
| $5.05M | 0.01% |
235,100
+234,400
| +33,486% | +$4.46M |
|
672
PUT
Transocean
RIG
$6.39B
| $5.04M | 0.01% |
472,900
-176,000
| -27% | -$1.86M |
|
673
PUT
Zillow
ZG
$7.66B
| $5M | 0.01% |
145,200
| – | – |
|
|
SWFT
674
DELISTED
Swift Transportation Company
SWFT
| $4.99M | 0.01% |
+232,452
| New | +$4.42M |
|
675
PUT
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.54B
| $4.97M | 0.01% |
+151,788
| New | +$5.09M |
|
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.