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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 | |
|---|---|---|---|---|---|---|
|
51
CALL
Meta Platforms (Facebook)
META
$1.49T
| $122M | 0.23% |
949,100
-651,400
| -41% | -$80.9M |
|
52
CALL
Walt Disney
DIS
$178B
| $117M | 0.22% |
1,260,200
-23,300
| -2% | -$2.23M |
|
53
CALL
IBM
IBM
$219B
| $116M | 0.22% |
765,672
+199,054
| +35% | +$30.2M |
|
54
PUT
Citigroup
C
$231B
| $116M | 0.21% |
2,445,700
-554,400
| -18% | -$25.2M |
|
55
CALL
Home Depot
HD
$345B
| $114M | 0.21% |
882,900
+500,800
| +131% | +$66.7M |
|
|
56
PUT
Qualcomm
QCOM
$170B
| $113M | 0.21% |
1,649,300
-77,300
| -4% | -$4.7M |
|
57
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.7B
| $113M | 0.21% |
4,604,600
+406,000
| +10% | +$10.3M |
|
58
CALL
Costco
COST
$420B
| $110M | 0.2% |
723,400
+647,600
| +854% | +$105M |
|
59
PUT
HCA Healthcare
HCA
$88.5B
| $110M | 0.2% |
+1,453,000
| New | +$111M |
|
60
PUT
Tesla
TSLA
$1.28T
| $110M | 0.2% |
8,074,500
-8,671,500
| -52% | -$125M |
|
61
PUT
Netflix
NFLX
$307B
| $107M | 0.2% |
10,882,000
+2,693,000
| +33% | +$25.7M |
|
62
PUT
Oracle
ORCL
$428B
| $106M | 0.2% |
2,702,300
-951,000
| -26% | -$38.7M |
|
|
63
General Motors
GM
$76.6B
| $106M | 0.2% |
+3,326,849
| New | +$104M |
|
64
CALL
Verizon
VZ
$195B
| $105M | 0.2% |
2,027,400
+1,196,700
| +144% | +$64.2M |
|
65
CALL
ExxonMobil
XOM
$653B
| $104M | 0.19% |
1,196,100
+323,700
| +37% | +$28.7M |
|
66
iShares MSCI Brazil ETF
EWZ
$8.59B
| $103M | 0.19% |
3,061,356
+1,415,885
| +86% | +$46.9M |
|
67
CALL
Delta Air Lines
DAL
$58.7B
| $102M | 0.19% |
2,590,500
-1,980,200
| -43% | -$74.9M |
|
|
68
PUT
IBM
IBM
$219B
| $100M | 0.19% |
661,072
-459,403
| -41% | -$69.7M |
|
69
CALL
State Street Financial Select Sector SPDR ETF
XLF
$58.9B
| $99.4M | 0.18% |
5,148,900
+2,210,359
| +75% | +$45.6M |
|
70
CALL
Kinder Morgan
KMI
$70.5B
| $98.3M | 0.18% |
4,250,000
| – | – |
|
71
CALL
Cisco
CSCO
$486B
| $98.1M | 0.18% |
3,094,000
-2,670,500
| -46% | -$82.1M |
|
|
72
iShares MSCI EAFE ETF
EFA
$80.1B
| $98M | 0.18% |
1,658,133
+1,658,132
| +165,813,200% | +$96.1M |
|
73
PUT
VanEck Gold Miners ETF
GDX
$27.9B
| $97.3M | 0.18% |
3,680,000
+1,430,800
| +64% | +$41.1M |
|
74
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
| $96.6M | 0.18% |
2,736,000
+1,638,200
| +149% | +$56.1M |
|
75
PUT
Caterpillar
CAT
$396B
| $95.5M | 0.18% |
1,076,000
-215,800
| -17% | -$17.7M |
|
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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.