We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
76
PUT
Bank of America
BAC
$448B
| $95.4M | 0.18% |
6,097,600
-1,316,400
| -18% | -$19.6M |
|
|
77
CALL
American Airlines Group
AAL
$10B
| $93.2M | 0.17% |
2,546,300
-2,406,800
| -49% | -$85M |
|
78
PUT
W.W. Grainger
GWW
$61.5B
| $92.9M | 0.17% |
413,400
+399,100
| +2,791% | +$89.7M |
|
79
PUT
Cisco
CSCO
$487B
| $92.8M | 0.17% |
2,926,400
+954,600
| +48% | +$29.4M |
|
80
CALL
Danaher
DHR
$144B
| $92.6M | 0.17% |
1,332,055
-179,731
| -12% | -$12.7M |
|
|
B
81
CALL
Barrick Mining
B
$67.4B
| $91.6M | 0.17% |
5,169,300
+769,200
| +17% | +$15.3M |
|
|
82
PUT
American Airlines Group
AAL
$10B
| $89.9M | 0.17% |
2,456,200
-141,600
| -5% | -$5M |
|
83
CALL
Walmart Inc
WMT
$909B
| $88.3M | 0.16% |
3,674,700
+1,345,500
| +58% | +$32.6M |
|
|
HOUS
84
CALL
DELISTED
Anywhere Real Estate
HOUS
| $85.5M | 0.16% |
3,307,600
+964,800
| +41% | +$26.7M |
|
85
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$414M
| $84.5M | 0.16% |
3,425,000
-225,000
| -6% | -$5.57M |
|
86
CALL
RTX Corp
RTX
$298B
| $80.2M | 0.15% |
1,254,833
-859,014
| -41% | -$57M |
|
87
PUT
iShares MSCI Australia ETF
EWA
$1.47B
| $80.1M | 0.15% |
3,831,200
| – | – |
|
88
PUT
iShares MSCI Mexico ETF
EWW
$1.9B
| $79.8M | 0.15% |
1,646,600
+1,419,600
| +625% | +$71.3M |
|
89
PUT
Intel
INTC
$516B
| $79.7M | 0.15% |
2,111,700
+795,000
| +60% | +$28.2M |
|
90
PUT
Costco
COST
$418B
| $79.4M | 0.15% |
520,900
+235,100
| +82% | +$38M |
|
91
PUT
Comcast
CMCSA
$89.7B
| $79.4M | 0.15% |
2,392,600
+915,600
| +62% | +$30.5M |
|
|
92
CALL
Bank of America
BAC
$448B
| $78.5M | 0.15% |
5,019,000
+1,556,600
| +45% | +$23.2M |
|
93
PUT
Verizon
VZ
$194B
| $78.2M | 0.14% |
1,503,900
+588,100
| +64% | +$31.6M |
|
94
PUT
Baidu
BIDU
$35.4B
| $78.1M | 0.14% |
428,700
+118,300
| +38% | +$20.5M |
|
95
PUT
Wells Fargo
WFC
$265B
| $77.7M | 0.14% |
1,754,800
-271,800
| -13% | -$13M |
|
|
96
CALL
General Motors
GM
$77.1B
| $76.3M | 0.14% |
2,401,700
-795,100
| -25% | -$24.8M |
|
97
PUT
Delta Air Lines
DAL
$59.2B
| $76.1M | 0.14% |
1,933,600
+393,900
| +26% | +$14.9M |
|
98
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.2B
| $76M | 0.14% |
269,300
+124,500
| +86% | +$35.1M |
|
99
Goldman Sachs
GS
$307B
| $75.3M | 0.14% |
467,003
+192,134
| +70% | +$31.2M |
|
100
CALL
iShares Silver Trust
SLV
$32.1B
| $75.2M | 0.14% |
4,133,300
+1,390,300
| +51% | +$25.9M |
|
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.