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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 | |
|---|---|---|---|---|---|---|
|
SLCA
1201
PUT
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $1.16M | ﹤0.01% |
25,000
-5,000
| -17% | -$195K |
|
1202
CALL
HF Sinclair
DINO
$19.2B
| $1.16M | ﹤0.01% |
47,400
+42,400
| +848% | +$1.07M |
|
1203
State Street SPDR S&P Bank ETF
KBE
$1.58B
| $1.16M | ﹤0.01% |
34,809
-95,599
| -73% | -$3.11M |
|
1204
CALL
Public Storage
PSA
$54.2B
| $1.16M | ﹤0.01% |
+5,200
| New | +$1.21M |
|
|
SNI
1205
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $1.16M | ﹤0.01% |
18,261
+10,872
| +147% | +$696K |
|
1206
PUT
Flowserve
FLS
$9.56B
| $1.16M | ﹤0.01% |
24,000
+20,000
| +500% | +$949K |
|
|
CLR
1207
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.16M | ﹤0.01% |
22,224
+7,638
| +52% | +$355K |
|
|
AGN
1208
PUT
DELISTED
Allergan plc
AGN
| $1.15M | ﹤0.01% |
+5,000
| New | +$1.22M |
|
1209
CALL
Builders FirstSource
BLDR
$6.61B
| $1.15M | ﹤0.01% |
100,000
+80,000
| +400% | +$1.01M |
|
1210
PUT
Zions Bancorporation
ZION
$9.94B
| $1.15M | ﹤0.01% |
37,100
+2,000
| +6% | +$56.8K |
|
1211
PUT
Cognizant
CTSH
$26.2B
| $1.15M | ﹤0.01% |
24,100
+18,800
| +355% | +$1.07M |
|
|
TGP
1212
PUT
DELISTED
Teekay LNG Partners L.P.
TGP
| $1.14M | ﹤0.01% |
+75,000
| New | +$941K |
|
1213
PUT
Avis
CAR
$4.69B
| $1.13M | ﹤0.01% |
33,100
+13,100
| +66% | +$475K |
|
|
ASNA
1214
DELISTED
Ascena Retail Group, Inc.
ASNA
| $1.13M | ﹤0.01% |
10,068
+2,719
| +37% | +$412K |
|
1215
CALL
Snap-on
SNA
$19.5B
| $1.13M | ﹤0.01% |
7,400
+4,800
| +185% | +$742K |
|
|
WLH
1216
CALL
DELISTED
WILLIAM LYON HOMES
WLH
| $1.11M | ﹤0.01% |
+60,000
| New | +$1.02M |
|
1217
CALL
Perrigo
PRGO
$1.99B
| $1.11M | ﹤0.01% |
12,000
-28,000
| -70% | -$2.58M |
|
|
1218
PUT
Perrigo
PRGO
$1.99B
| $1.11M | ﹤0.01% |
+12,000
| New | +$1.11M |
|
1219
PUT
Sherwin-Williams
SHW
$77.8B
| $1.11M | ﹤0.01% |
12,000
-17,700
| -60% | -$1.72M |
|
1220
SAP
SAP
$241B
| $1.1M | ﹤0.01% |
+12,046
| New | +$1.04M |
|
1221
CALL
Itaú Unibanco
ITUB
$89.1B
| $1.1M | ﹤0.01% |
227,739
+142,929
| +169% | +$676K |
|
1222
PUT
L3Harris
LHX
$46.6B
| $1.1M | ﹤0.01% |
12,000
+2,900
| +32% | +$258K |
|
1223
CALL
FirstEnergy
FE
$26.7B
| $1.09M | ﹤0.01% |
33,100
+25,700
| +347% | +$873K |
|
1224
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.95B
| $1.09M | ﹤0.01% |
44,828
+22,988
| +105% | +$555K |
|
|
CIT
1225
DELISTED
CIT Group Inc.
CIT
| $1.09M | ﹤0.01% |
+29,943
| New | +$1.05M |
|
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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.