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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 | |
|---|---|---|---|---|---|---|
126
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.4B
| $58.5M | 0.11% |
882,500
-220,900
| -20% | -$13.7M |
|
|
EA
127
PUT
DELISTED
Electronic Arts
EA
| $58M | 0.11% |
679,600
+430,800
| +173% | +$34.5M |
|
128
CALL
Nike
NKE
$61.3B
| $57.5M | 0.11% |
1,092,800
+185,200
| +20% | +$10.5M |
|
129
Sprott Physical Gold and Silver Trust
CEF
$8.3B
| $57.5M | 0.11% |
4,158,543
-125,000
| -3% | -$1.77M |
|
130
CALL
Netflix
NFLX
$311B
| $55.6M | 0.1% |
5,644,000
+526,000
| +10% | +$5.02M |
|
131
CALL
Oracle
ORCL
$419B
| $55.2M | 0.1% |
1,404,200
-1,578,900
| -53% | -$64.3M |
|
132
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.67B
| $53.5M | 0.1% |
348,000
-193,050
| -36% | -$27.7M |
|
133
CALL
American Express
AXP
$230B
| $51.9M | 0.1% |
810,900
+293,000
| +57% | +$18.8M |
|
134
CALL
iShares MSCI Mexico ETF
EWW
$1.89B
| $51.3M | 0.1% |
1,059,000
+1,000,000
| +1,695% | +$50.3M |
|
135
PUT
Coca-Cola
KO
$372B
| $51.3M | 0.1% |
1,211,500
-512,700
| -30% | -$22.5M |
|
136
PUT
McDonald's
MCD
$194B
| $51.2M | 0.09% |
444,000
+198,200
| +81% | +$23.5M |
|
|
137
CALL
iShares MSCI EAFE ETF
EFA
$79.9B
| $50.9M | 0.09% |
860,400
-2,706,600
| -76% | -$157M |
|
138
PUT
Micron Technology
MU
$981B
| $50.6M | 0.09% |
2,843,200
+1,627,900
| +134% | +$24.8M |
|
139
CALL
Toyota
TM
$225B
| $49.5M | 0.09% |
426,500
+400,400
| +1,534% | +$45.8M |
|
140
CALL
HCA Healthcare
HCA
$89.1B
| $49.2M | 0.09% |
650,000
+250,000
| +63% | +$19.1M |
|
141
AT&T
T
$168B
| $48.2M | 0.09% |
1,570,971
+1,291,661
| +462% | +$40.8M |
|
142
CALL
Pfizer
PFE
$152B
| $47.5M | 0.09% |
1,477,603
-498,752
| -25% | -$16.7M |
|
143
CALL
3M
MMM
$94.4B
| $46.9M | 0.09% |
318,016
+190,881
| +150% | +$28.5M |
|
144
CALL
AB InBev
BUD
$159B
| $46.4M | 0.09% |
353,400
+158,800
| +82% | +$20.1M |
|
|
145
CALL
Micron Technology
MU
$981B
| $46.3M | 0.09% |
2,602,300
+875,600
| +51% | +$13.4M |
|
146
CALL
Honeywell
HON
$72.9B
| $46.1M | 0.09% |
439,705
+142,340
| +48% | +$14.9M |
|
|
147
Apple
AAPL
$4.45T
| $45.3M | 0.08% |
1,602,972
-4,789,016
| -75% | -$127M |
|
148
PUT
Alphabet (Google) Class C
GOOG
$4.19T
| $44.7M | 0.08% |
1,150,000
+146,000
| +15% | +$5.54M |
|
|
WBA
149
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $44.6M | 0.08% |
553,300
+445,900
| +415% | +$36.4M |
|
150
Citigroup
C
$228B
| $44.2M | 0.08% |
936,551
+269,336
| +40% | +$12.3M |
|
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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.