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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+7.15%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$54B
AUM Growth
+$3.28B
(+6.5%)
Cap. Flow
+$484M
Cap. Flow
% of AUM
0.9%
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 | Miscellaneous | 96.54% |
| 2 | Consumer Discretionary | 0.79% |
| 3 | Communication Services | 0.5% |
| 4 | Technology | 0.49% |
| 5 | Consumer Staples | 0.49% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
426
XPO
XPO
$22.3B
| $10.3M | 0.02% |
815,795
+528,969
| +184% | +$5.98M |
|
427
CALL
Paychex
PAYX
$41.6B
| $10.3M | 0.02% |
178,500
+500
| +0.3% | +$30K |
|
428
CALL
ConocoPhillips
COP
$162B
| $10.3M | 0.02% |
237,200
-5,300
| -2% | -$220K |
|
429
CALL
PNC Financial Services
PNC
$96.9B
| $10.2M | 0.02% |
112,800
+70,100
| +164% | +$6.02M |
|
430
JPMorgan Chase
JPM
$940B
| $10.1M | 0.02% |
+152,184
| New | +$9.92M |
|
|
TSRO
431
PUT
DELISTED
TESARO, Inc.
TSRO
| $10.1M | 0.02% |
+101,000
| New | +$9.43M |
|
432
PUT
Zillow
Z
$7.28B
| $10.1M | 0.02% |
290,400
-2,000
| -0.7% | -$71.6K |
|
433
PUT
Regeneron Pharmaceuticals
REGN
$83.4B
| $10.1M | 0.02% |
25,000
| – | – |
|
434
CALL
Ross Stores
ROST
$73.3B
| $10M | 0.02% |
156,100
-47,300
| -23% | -$2.91M |
|
435
PUT
Weyerhaeuser
WY
$16.4B
| $10M | 0.02% |
314,000
+299,000
| +1,993% | +$9.45M |
|
436
CALL
Darden Restaurants
DRI
$24.2B
| $10M | 0.02% |
163,100
+97,700
| +149% | +$6.06M |
|
|
KSU
437
CALL
DELISTED
Kansas City Southern
KSU
| $9.88M | 0.02% |
105,800
+85,300
| +416% | +$8.08M |
|
438
CALL
Illinois Tool Works
ITW
$76.5B
| $9.88M | 0.02% |
82,400
+21,600
| +36% | +$2.51M |
|
439
iShares China Large-Cap ETF
FXI
$4.17B
| $9.87M | 0.02% |
259,562
-14,536
| -5% | -$533K |
|
440
Netflix
NFLX
$320B
| $9.87M | 0.02% |
1,001,110
-613,420
| -38% | -$5.86M |
|
|
CATM
441
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $9.86M | 0.02% |
+221,071
| New | +$9.73M |
|
442
PUT
Travelers Companies
TRV
$76.3B
| $9.85M | 0.02% |
86,000
+35,300
| +70% | +$4.13M |
|
443
PUT
Vodafone
VOD
$40.1B
| $9.82M | 0.02% |
336,700
+49,200
| +17% | +$1.5M |
|
|
VIAB
444
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $9.77M | 0.02% |
256,400
+227,600
| +790% | +$9.43M |
|
445
PUT
Liberty Global Class A
LBTYA
$3.65B
| $9.74M | 0.02% |
+285,000
| New | +$9.05M |
|
446
CALL
Booking.com
BKNG
$135B
| $9.71M | 0.02% |
165,000
-222,500
| -57% | -$12.4M |
|
447
Wynn Resorts
WYNN
$9.5B
| $9.66M | 0.02% |
99,205
-70,882
| -42% | -$6.92M |
|
448
PUT
Synchrony
SYF
$25.6B
| $9.66M | 0.02% |
345,000
+34,300
| +11% | +$942K |
|
449
CALL
Cencora
COR
$62B
| $9.62M | 0.02% |
119,100
+10,100
| +9% | +$866K |
|
450
CALL
Phillips 66
PSX
$103B
| $9.55M | 0.02% |
118,600
+41,500
| +54% | +$3.23M |
|
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TI
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 Miscellaneous at 97% of assets, down from 97% a quarter earlier, followed by Consumer Discretionary and Communication Services.
- 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.