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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 | |
|---|---|---|---|---|---|---|
1651
PUT
Salesforce
CRM
$201B
| $328K | ﹤0.01% |
4,600
-271,600
| -98% | -$21.2M |
|
1652
PUT
Dycom Industries
DY
$8.76B
| $328K | ﹤0.01% |
+4,000
| New | +$353K |
|
1653
CALL
Copart
CPRT
$29.7B
| $327K | ﹤0.01% |
+48,800
| New | +$311K |
|
1654
CALL
IDEX
IEX
$16.6B
| $327K | ﹤0.01% |
+3,500
| New | +$316K |
|
1655
PUT
Graco
GGG
$12.4B
| $326K | ﹤0.01% |
+13,200
| New | +$330K |
|
1656
Urban Outfitters
URBN
$6.64B
| $324K | ﹤0.01% |
+9,375
| New | +$307K |
|
1657
PUT
Applied Materials
AMAT
$372B
| $323K | ﹤0.01% |
10,700
-25,000
| -70% | -$697K |
|
|
CSC
1658
PUT
DELISTED
Computer Sciences
CSC
| $323K | ﹤0.01% |
+6,200
| New | +$299K |
|
1659
PUT
Owens Corning
OC
$10.2B
| $321K | ﹤0.01% |
6,000
+5,900
| +5,900% | +$317K |
|
|
RHT
1660
DELISTED
Red Hat Inc
RHT
| $321K | ﹤0.01% |
3,975
-160,032
| -98% | -$11.9M |
|
1661
PUT
Duke Energy
DUK
$93.9B
| $320K | ﹤0.01% |
4,000
-3,800
| -49% | -$315K |
|
1662
PUT
Children's Place
PLCE
$56.5M
| $320K | ﹤0.01% |
4,000
-6,400
| -62% | -$527K |
|
1663
CALL
Ameriprise Financial
AMP
$48.7B
| $319K | ﹤0.01% |
3,200
+1,200
| +60% | +$116K |
|
1664
PUT
Ingredion
INGR
$6.35B
| $319K | ﹤0.01% |
2,400
-12,000
| -83% | -$1.6M |
|
1665
CALL
Tronox
TROX
$743M
| $319K | ﹤0.01% |
34,100
| – | – |
|
1666
CALL
Cognex
CGNX
$10.4B
| $317K | ﹤0.01% |
+12,000
| New | +$288K |
|
1667
CALL
Southern Copper
SCCO
$177B
| $317K | ﹤0.01% |
+13,100
| New | +$312K |
|
1668
Vornado Realty Trust
VNO
$6.48B
| $317K | ﹤0.01% |
3,878
+1,607
| +71% | +$133K |
|
1669
National Grid
NGG
$77.7B
| $316K | ﹤0.01% |
+4,604
| New | +$318K |
|
|
MOMO
1670
CALL
Hello Group
MOMO
$685M
| $315K | ﹤0.01% |
+14,000
| New | +$248K |
|
1671
PUT
Lennox International
LII
$13B
| $314K | ﹤0.01% |
2,000
+200
| +11% | +$31.1K |
|
1672
PUT
Texas Capital Bancshares
TCBI
$4.24B
| $308K | ﹤0.01% |
+5,600
| New | +$282K |
|
1673
CALL
Global Payments
GPN
$23B
| $307K | ﹤0.01% |
+4,000
| New | +$301K |
|
1674
PUT
TSMC
TSM
$2.26T
| $306K | ﹤0.01% |
10,000
-10,000
| -50% | -$286K |
|
1675
CALL
Motorola Solutions
MSI
$76.1B
| $305K | ﹤0.01% |
4,000
-6,200
| -61% | -$453K |
|
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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.