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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 | |
|---|---|---|---|---|---|---|
|
TRQ
1101
CALL
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $1.49M | ﹤0.01% |
+50,000
| New | +$1.61M |
|
|
TRQ
1102
PUT
DELISTED
Turquoise Hill Resources Ltd
TRQ
| $1.49M | ﹤0.01% |
+50,000
| New | +$1.61M |
|
1103
HP
HPQ
$29.2B
| $1.48M | ﹤0.01% |
95,526
-135,188
| -59% | -$1.93M |
|
1104
PUT
NetApp
NTAP
$36.3B
| $1.48M | ﹤0.01% |
41,400
-14,900
| -26% | -$454K |
|
1105
Simon Property Group
SPG
$66.2B
| $1.48M | ﹤0.01% |
+7,169
| New | +$1.55M |
|
1106
Restaurant Brands International
QSR
$26.9B
| $1.48M | ﹤0.01% |
33,191
+26,389
| +388% | +$1.2M |
|
|
DNKN
1107
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $1.48M | ﹤0.01% |
28,425
+14,109
| +99% | +$670K |
|
1108
Incyte
INCY
$25.5B
| $1.48M | ﹤0.01% |
+15,650
| New | +$1.32M |
|
1109
CALL
Amphenol
APH
$201B
| $1.47M | ﹤0.01% |
181,600
+5,600
| +3% | +$42.5K |
|
1110
PUT
Bristol-Myers Squibb
BMY
$132B
| $1.46M | ﹤0.01% |
27,000
-1,600
| -6% | -$103K |
|
1111
CALL
Avis
CAR
$4.69B
| $1.46M | ﹤0.01% |
42,600
+4,100
| +11% | +$149K |
|
|
GLOG
1112
CALL
DELISTED
GASLOG LTD
GLOG
| $1.46M | ﹤0.01% |
100,000
| – | – |
|
|
JWN
1113
CALL
DELISTED
Nordstrom
JWN
| $1.45M | ﹤0.01% |
28,000
-254,500
| -90% | -$12M |
|
1114
Vanguard Real Estate ETF
VNQ
$37.5B
| $1.44M | ﹤0.01% |
16,607
+16,606
| +1,660,600% | +$1.48M |
|
1115
CALL
Banco Santander
SAN
$213B
| $1.43M | ﹤0.01% |
339,130
| – | – |
|
|
PDCO
1116
DELISTED
Patterson Companies, Inc.
PDCO
| $1.43M | ﹤0.01% |
+31,070
| New | +$1.47M |
|
1117
Aon
AON
$64.6B
| $1.42M | ﹤0.01% |
12,623
-177
| -1% | -$19.5K |
|
1118
PUT
Chubb
CB
$130B
| $1.42M | ﹤0.01% |
11,300
-36,600
| -76% | -$4.64M |
|
1119
CALL
APA Corp
APA
$15.7B
| $1.42M | ﹤0.01% |
22,200
-129,400
| -85% | -$7.07M |
|
1120
CALL
Sibanye-Stillwater
SBSW
$9.28B
| $1.41M | ﹤0.01% |
106,080
-91,123
| -46% | -$1.45M |
|
1121
PUT
Stellantis
STLA
$15.3B
| $1.41M | ﹤0.01% |
220,880
| – | – |
|
1122
PUT
Equifax
EFX
$19.7B
| $1.4M | ﹤0.01% |
10,400
+2,000
| +24% | +$265K |
|
1123
Crown Castle
CCI
$32B
| $1.4M | ﹤0.01% |
+14,814
| New | +$1.42M |
|
1124
PUT
Analog Devices
ADI
$177B
| $1.39M | ﹤0.01% |
21,600
-8,800
| -29% | -$546K |
|
1125
iShares MSCI South Africa ETF
EZA
$585M
| $1.39M | ﹤0.01% |
24,806
+13,812
| +126% | +$774K |
|
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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.