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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 | |
|---|---|---|---|---|---|---|
151
PUT
iShares US Real Estate ETF
IYR
$4.49B
| $44.1M | 0.08% |
546,500
+324,000
| +146% | +$26.8M |
|
152
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$233M
| $43.9M | 0.08% |
600,000
| – | – |
|
153
iShares MSCI Australia ETF
EWA
$1.47B
| $43.5M | 0.08% |
2,081,571
+9,953
| +0.5% | +$203K |
|
154
CALL
Texas Instruments
TXN
$262B
| $43.2M | 0.08% |
616,000
+91,500
| +17% | +$6.24M |
|
155
CALL
FedEx
FDX
$76.8B
| $43.2M | 0.08% |
247,300
+146,300
| +145% | +$24M |
|
156
CALL
McDonald's
MCD
$192B
| $42.7M | 0.08% |
369,900
+138,300
| +60% | +$16.4M |
|
157
CALL
Amazon
AMZN
$2.93T
| $41.7M | 0.08% |
996,000
-1,824,000
| -65% | -$69.8M |
|
158
PUT
Alphabet (Google) Class A
GOOGL
$4.21T
| $41.6M | 0.08% |
1,034,000
+282,000
| +38% | +$11M |
|
159
PUT
Philip Morris
PM
$289B
| $41.5M | 0.08% |
426,700
+163,300
| +62% | +$16.4M |
|
160
CALL
Ford
F
$55.4B
| $41.3M | 0.08% |
3,418,600
-681,900
| -17% | -$8.61M |
|
|
BNY
161
CALL
Bank of New York Mellon
BNY
$110B
| $40.8M | 0.08% |
1,022,200
+60,800
| +6% | +$2.43M |
|
162
PUT
Target
TGT
$69.2B
| $40.2M | 0.07% |
586,000
+110,300
| +23% | +$7.91M |
|
163
CALL
Starbucks
SBUX
$121B
| $40.2M | 0.07% |
741,700
+266,100
| +56% | +$14.9M |
|
164
CALL
SLB Ltd
SLB
$78.6B
| $40.1M | 0.07% |
510,100
+100,000
| +24% | +$7.94M |
|
165
CALL
Caterpillar
CAT
$398B
| $39.7M | 0.07% |
447,500
-612,000
| -58% | -$50.1M |
|
166
PUT
Home Depot
HD
$349B
| $39.2M | 0.07% |
304,400
+241,700
| +385% | +$32.2M |
|
|
167
PUT
SLB Ltd
SLB
$78.6B
| $39.2M | 0.07% |
497,900
+158,900
| +47% | +$12.6M |
|
168
PUT
United Parks & Resorts
PRKS
$1.99B
| $39M | 0.07% |
2,894,700
+2,442,100
| +540% | +$33.5M |
|
169
Walt Disney
DIS
$177B
| $38.5M | 0.07% |
414,132
-258,351
| -38% | -$24.7M |
|
170
CALL
Boeing
BA
$182B
| $38.1M | 0.07% |
289,500
-122,100
| -30% | -$16.1M |
|
171
PUT
AB InBev
BUD
$156B
| $38.1M | 0.07% |
289,800
+32,300
| +13% | +$4.08M |
|
172
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.05B
| $37.9M | 0.07% |
1,755,000
| – | – |
|
|
ILG
173
PUT
DELISTED
ILG, Inc Common Stock
ILG
| $37.7M | 0.07% |
2,192,800
+2,174,600
| +11,948% | +$37.6M |
|
174
PUT
Fluor
FLR
$7.1B
| $37.5M | 0.07% |
730,000
-672,900
| -48% | -$34.7M |
|
|
WBA
175
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $37.3M | 0.07% |
463,100
-311,800
| -40% | -$25.4M |
|
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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.