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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
+7.15%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$54B
AUM Growth
+$3.28B
(+6.5%)
Cap. Flow
+$727M
Cap. Flow
% of AUM
1.35%
Top 10 Holdings %
Top 10 Hldgs %
49.67%
Holding
4,754
New
1,010
Increased
851
Reduced
828
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 | |
|---|---|---|---|---|---|---|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $12.3B | 22.88% |
57,077,000
+16,877,800
| +42% | +$3.65B |
|
|
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $4.25B | 7.88% |
19,663,600
+1,134,700
| +6% | +$245M |
|
|
3
PUT
iShares Russell 2000 ETF
IWM
$80.4B
| $3.41B | 6.33% |
27,484,900
-4,594,800
| -14% | -$558M |
|
4
CALL
SPDR Gold Trust
GLD
$131B
| $1.54B | 2.85% |
12,252,600
-838,800
| -6% | -$107M |
|
5
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $1.45B | 2.7% |
10,579,400
-2,765,600
| -21% | -$384M |
|
|
6
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
| $844M | 1.56% |
6,137,900
+1,976,200
| +47% | +$274M |
|
|
7
PUT
Apple
AAPL
$4.99T
| $838M | 1.55% |
29,667,200
-9,864,800
| -25% | -$261M |
|
|
8
CALL
Apple
AAPL
$4.99T
| $808M | 1.5% |
28,572,000
-1,710,400
| -6% | -$45.3M |
|
|
9
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
| $763M | 1.41% |
20,383,600
-14,273,300
| -41% | -$522M |
|
10
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $541M | 1% |
6,196,400
-3,884,100
| -39% | -$334M |
|
11
CALL
Alibaba
BABA
$276B
| $437M | 0.81% |
4,128,400
-1,385,000
| -25% | -$128M |
|
|
12
PUT
iShares MSCI EAFE ETF
EFA
$76.8B
| $433M | 0.8% |
7,320,800
+3,310,300
| +83% | +$192M |
|
13
CALL
iShares MSCI Brazil ETF
EWZ
$9.13B
| $432M | 0.8% |
12,814,200
-3,074,200
| -19% | -$102M |
|
14
PUT
Microsoft
MSFT
$2.92T
| $417M | 0.77% |
7,242,100
+2,824,400
| +64% | +$159M |
|
|
15
PUT
iShares MSCI Brazil ETF
EWZ
$9.13B
| $402M | 0.75% |
11,932,200
-2,709,800
| -19% | -$89.7M |
|
|
16
CALL
Microsoft
MSFT
$2.92T
| $391M | 0.73% |
6,795,500
+2,058,900
| +43% | +$116M |
|
|
VXX
17
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $391M | 0.73% |
2,870,969
+2,270,806
| +378% | +$363M |
|
|
18
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $351M | 0.65% |
9,366,000
-7,782,200
| -45% | -$285M |
|
19
PUT
iShares China Large-Cap ETF
FXI
$4.27B
| $333M | 0.62% |
8,767,000
-1,296,100
| -13% | -$47.5M |
|
|
20
CALL
iShares Russell 2000 ETF
IWM
$80.4B
| $332M | 0.62% |
2,676,600
-1,373,900
| -34% | -$167M |
|
21
PUT
AT&T
T
$169B
| $300M | 0.56% |
9,789,656
-2,309,718
| -19% | -$73M |
|
22
CALL
Citigroup
C
$222B
| $284M | 0.53% |
6,019,500
-2,020,200
| -25% | -$91.9M |
|
23
PUT
Amazon
AMZN
$2.48T
| $262M | 0.49% |
6,252,000
-5,260,000
| -46% | -$201M |
|
|
24
CALL
iShares China Large-Cap ETF
FXI
$4.27B
| $249M | 0.46% |
6,543,400
+828,400
| +14% | +$30.4M |
|
25
PUT
Invesco QQQ Trust
QQQ
$445B
| $248M | 0.46% |
2,086,900
-2,058,100
| -50% | -$238M |
|
Similar funds
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, 851 increased, 828 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.