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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 | |
|---|---|---|---|---|---|---|
101
PUT
Energizer
ENR
$1.52B
| $74.8M | 0.14% |
1,497,500
-297,500
| -17% | -$14.6M |
|
|
102
PUT
General Motors
GM
$77.1B
| $74.7M | 0.14% |
2,349,800
+679,600
| +41% | +$21.2M |
|
103
CALL
PepsiCo
PEP
$187B
| $74.5M | 0.14% |
685,300
-263,800
| -28% | -$28.4M |
|
104
CALL
JD.com
JD
$42.2B
| $74.4M | 0.14% |
2,849,900
-1,567,200
| -35% | -$37.8M |
|
105
PUT
Nike
NKE
$60.5B
| $74.2M | 0.14% |
1,408,600
+409,000
| +41% | +$23.1M |
|
106
CALL
Wells Fargo
WFC
$265B
| $73.9M | 0.14% |
1,669,900
+106,900
| +7% | +$5.12M |
|
107
PUT
United Rentals
URI
$71.2B
| $73.8M | 0.14% |
939,800
+224,900
| +31% | +$17.2M |
|
108
CALL
Philip Morris
PM
$289B
| $73.7M | 0.14% |
758,400
+532,300
| +235% | +$53.3M |
|
|
CATM
109
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $71.2M | 0.13% |
+1,596,400
| New | +$70.3M |
|
110
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.5B
| $70M | 0.13% |
1,055,800
+605,100
| +134% | +$37.4M |
|
|
111
CALL
Morgan Stanley
MS
$344B
| $69.1M | 0.13% |
2,156,200
+298,800
| +16% | +$8.91M |
|
112
PUT
United Parcel Service
UPS
$88.2B
| $68.9M | 0.13% |
629,600
+130,300
| +26% | +$14.2M |
|
113
PUT
SPDR Gold Trust
GLD
$144B
| $68.3M | 0.13% |
543,500
-685,300
| -56% | -$87.3M |
|
114
PUT
GE Aerospace
GE
$382B
| $68.2M | 0.13% |
480,632
-86,032
| -15% | -$12.8M |
|
115
Amazon
AMZN
$2.93T
| $67M | 0.12% |
1,600,000
+237,740
| +17% | +$9.1M |
|
116
CALL
Goldman Sachs
GS
$307B
| $67M | 0.12% |
415,300
+10,000
| +2% | +$1.63M |
|
|
117
Meta Platforms (Facebook)
META
$1.51T
| $66.6M | 0.12% |
519,409
+508,494
| +4,659% | +$63.1M |
|
118
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$34.9B
| $64.7M | 0.12% |
1,107,600
+114,600
| +12% | +$6.66M |
|
119
CALL
iShares MSCI South Korea ETF
EWY
$27.1B
| $63.9M | 0.12% |
1,100,000
+100,000
| +10% | +$5.58M |
|
120
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.05B
| $63.4M | 0.12% |
2,932,500
-120,000
| -4% | -$2.57M |
|
121
CALL
LyondellBasell Industries
LYB
$20.5B
| $61.8M | 0.11% |
765,900
+233,600
| +44% | +$18.1M |
|
122
PUT
Cummins
CMI
$88.6B
| $60M | 0.11% |
468,300
+82,500
| +21% | +$10M |
|
123
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.54B
| $59.9M | 0.11% |
1,396,500
-172,900
| -11% | -$7.18M |
|
124
PUT
Deere & Co
DE
$166B
| $59.7M | 0.11% |
699,700
+646,000
| +1,203% | +$52.8M |
|
|
EA
125
CALL
DELISTED
Electronic Arts
EA
| $59.2M | 0.11% |
692,800
+520,500
| +302% | +$41.6M |
|
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.