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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 | |
|---|---|---|---|---|---|---|
|
VXX
176
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $36.9M | 0.07% |
270,938
-329,768
| -55% | -$52.7M |
|
|
MON
177
PUT
DELISTED
Monsanto Co
MON
| $36.7M | 0.07% |
359,500
+86,600
| +32% | +$9.09M |
|
178
CALL
Baidu
BIDU
$35.9B
| $36.7M | 0.07% |
201,600
-122,500
| -38% | -$21.2M |
|
|
MON
179
CALL
DELISTED
Monsanto Co
MON
| $36.2M | 0.07% |
354,000
-50,800
| -13% | -$5.33M |
|
180
PUT
Boeing
BA
$184B
| $36.1M | 0.07% |
273,700
-97,800
| -26% | -$12.9M |
|
181
PUT
Walmart Inc
WMT
$901B
| $35.6M | 0.07% |
1,482,300
-211,500
| -12% | -$5.13M |
|
182
CALL
PVH
PVH
$3.91B
| $35.5M | 0.07% |
+321,100
| New | +$33.2M |
|
183
CALL
US Bancorp
USB
$100B
| $34.9M | 0.06% |
813,400
+145,900
| +22% | +$6.2M |
|
184
CALL
Tesla
TSLA
$1.31T
| $34.7M | 0.06% |
2,553,000
-1,765,500
| -41% | -$25.5M |
|
185
CALL
O'Reilly Automotive
ORLY
$74.9B
| $34.6M | 0.06% |
1,854,000
+1,710,000
| +1,188% | +$32M |
|
186
CALL
Alphabet (Google) Class C
GOOG
$4.19T
| $34.5M | 0.06% |
888,000
-304,000
| -26% | -$11.5M |
|
187
CALL
Coca-Cola
KO
$372B
| $34.2M | 0.06% |
807,800
-853,600
| -51% | -$37.4M |
|
188
Nike
NKE
$61.3B
| $34.2M | 0.06% |
648,931
+224,636
| +53% | +$12.7M |
|
189
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.7B
| $33.9M | 0.06% |
847,400
+347,400
| +69% | +$14M |
|
190
PUT
PepsiCo
PEP
$189B
| $33.9M | 0.06% |
311,500
+99,400
| +47% | +$10.7M |
|
191
PUT
Newmont
NEM
$124B
| $33.4M | 0.06% |
849,400
-309,100
| -27% | -$12.8M |
|
|
WWAV
192
PUT
DELISTED
The WhiteWave Foods Company
WWAV
| $33.3M | 0.06% |
611,000
+29,600
| +5% | +$1.63M |
|
193
CALL
State Street Technology Select Sector SPDR ETF
XLK
$122B
| $33.2M | 0.06% |
1,390,000
-200,000
| -13% | -$4.65M |
|
194
PUT
Starbucks
SBUX
$122B
| $32.8M | 0.06% |
605,600
-96,200
| -14% | -$5.38M |
|
|
195
CALL
Newmont
NEM
$124B
| $32.6M | 0.06% |
830,200
-789,500
| -49% | -$32.7M |
|
196
PUT
PayPal
PYPL
$50.5B
| $32.4M | 0.06% |
790,600
+491,800
| +165% | +$18.9M |
|
197
CALL
Monster Beverage
MNST
$89.2B
| $32.4M | 0.06% |
2,647,200
+2,001,600
| +310% | +$26M |
|
198
PUT
State Street Financial Select Sector SPDR ETF
XLF
$59B
| $32.2M | 0.06% |
1,667,600
+334,571
| +25% | +$6.9M |
|
199
CALL
Canadian Pacific Kansas City
CP
$80.8B
| $31.9M | 0.06% |
1,043,500
+1,038,000
| +18,873% | +$30.5M |
|
200
CALL
Deere & Co
DE
$167B
| $31.7M | 0.06% |
371,800
+222,200
| +149% | +$18.2M |
|
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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.