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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 | |
|---|---|---|---|---|---|---|
|
PSXP
1851
PUT
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
| $194K | ﹤0.01% |
+4,000
| New | +$203K |
|
|
SAFM
1852
CALL
DELISTED
Sanderson Farms Inc
SAFM
| $193K | ﹤0.01% |
+2,000
| New | +$183K |
|
|
MGT
1853
CALL
DELISTED
MGT CAPITAL INVESTMENTS INC COM NEW (DE)
MGT
| $193K | ﹤0.01% |
+96,000
| New | +$307K |
|
1854
PUT
Lithia Motors
LAD
$8.08B
| $191K | ﹤0.01% |
+2,000
| New | +$168K |
|
1855
Nucor
NUE
$58.5B
| $190K | ﹤0.01% |
3,839
-75,728
| -95% | -$3.85M |
|
1856
CALL
Advanced Micro Devices
AMD
$851B
| $189K | ﹤0.01% |
27,500
-30,400
| -53% | -$194K |
|
1857
PUT
Fossil Group
FOSL
$287M
| $189K | ﹤0.01% |
6,800
-43,200
| -86% | -$1.28M |
|
|
RAI
1858
PUT
DELISTED
Reynolds American Inc
RAI
| $189K | ﹤0.01% |
4,000
-18,300
| -82% | -$918K |
|
1859
PUT
Crown Castle
CCI
$32B
| $188K | ﹤0.01% |
2,000
-2,000
| -50% | -$192K |
|
|
RDUS
1860
CALL
DELISTED
Radius Recycling
RDUS
| $188K | ﹤0.01% |
9,000
+2,400
| +36% | +$45.7K |
|
|
DNB
1861
DELISTED
Dun & Bradstreet
DNB
| $188K | ﹤0.01% |
1,373
+335
| +32% | +$44.9K |
|
1862
CALL
DTE Energy
DTE
$28.3B
| $187K | ﹤0.01% |
2,350
| – | – |
|
1863
CALL
Assurant
AIZ
$13.8B
| $185K | ﹤0.01% |
+2,000
| New | +$175K |
|
1864
PUT
Jack in the Box
JACK
$283M
| $183K | ﹤0.01% |
1,900
-7,200
| -79% | -$683K |
|
1865
CALL
Workday
WDAY
$44.8B
| $183K | ﹤0.01% |
2,000
-14,800
| -88% | -$1.23M |
|
1866
CALL
Curtiss-Wright
CW
$20.9B
| $182K | ﹤0.01% |
+2,000
| New | +$176K |
|
|
1867
PUT
Curtiss-Wright
CW
$20.9B
| $182K | ﹤0.01% |
+2,000
| New | +$176K |
|
|
LEG
1868
PUT
DELISTED
Leggett & Platt
LEG
| $182K | ﹤0.01% |
+4,000
| New | +$206K |
|
1869
CALL
Toll Brothers
TOL
$12.4B
| $180K | ﹤0.01% |
6,000
+1,600
| +36% | +$46.2K |
|
1870
Gen Digital
GEN
$17.8B
| $179K | ﹤0.01% |
7,124
-668,404
| -99% | -$15.2M |
|
|
SPR
1871
CALL
DELISTED
Spirit AeroSystems
SPR
| $178K | ﹤0.01% |
4,000
| – | – |
|
|
SPR
1872
PUT
DELISTED
Spirit AeroSystems
SPR
| $178K | ﹤0.01% |
4,000
+2,000
| +100% | +$88.4K |
|
|
GRA
1873
CALL
DELISTED
W.R. Grace & Co.
GRA
| $178K | ﹤0.01% |
2,400
-28,800
| -92% | -$2.17M |
|
1874
PUT
Dillards
DDS
$9.74B
| $177K | ﹤0.01% |
+2,800
| New | +$175K |
|
1875
CALL
Automatic Data Processing
ADP
$105B
| $176K | ﹤0.01% |
2,000
-8,400
| -81% | -$761K |
|
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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.