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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 | |
|---|---|---|---|---|---|---|
|
DATA
2076
CALL
DELISTED
Tableau Software, Inc.
DATA
| $111K | ﹤0.01% |
2,000
-1,500
| -43% | -$82.6K |
|
|
GRA
2077
DELISTED
W.R. Grace & Co.
GRA
| $111K | ﹤0.01% |
+1,500
| New | +$113K |
|
2078
CALL
HCI Group
HCI
$2.29B
| $110K | ﹤0.01% |
+3,600
| New | +$110K |
|
2079
CALL
Texas Capital Bancshares
TCBI
$4.23B
| $110K | ﹤0.01% |
+2,000
| New | +$101K |
|
|
WES
2080
CALL
DELISTED
Western Gas Partners Lp
WES
| $110K | ﹤0.01% |
+2,000
| New | +$100K |
|
2081
CALL
Manhattan Associates
MANH
$12B
| $109K | ﹤0.01% |
1,900
-10,000
| -84% | -$602K |
|
2082
CALL
Novavax
NVAX
$1.61B
| $109K | ﹤0.01% |
2,615
+115
| +5% | +$14.8K |
|
|
DBD
2083
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
| $109K | ﹤0.01% |
4,400
-5,700
| -56% | -$151K |
|
2084
PUT
Brunswick
BC
$4.6B
| $108K | ﹤0.01% |
+2,200
| New | +$105K |
|
2085
PUT
Eversource Energy
ES
$26.5B
| $108K | ﹤0.01% |
+2,000
| New | +$113K |
|
|
HBI
2086
DELISTED
Hanesbrands
HBI
| $108K | ﹤0.01% |
4,284
-2,010
| -32% | -$53K |
|
2087
Nokia
NOK
$60.4B
| $108K | ﹤0.01% |
18,567
-55,512
| -75% | -$315K |
|
2088
CALL
Pinnacle Financial Partners Inc
PNFP
$15B
| $108K | ﹤0.01% |
+2,000
| New | +$108K |
|
2089
PUT
FTI Consulting
FCN
$4.15B
| $107K | ﹤0.01% |
2,400
+400
| +20% | +$17.3K |
|
2090
PUT
PJT Partners
PJT
$4.55B
| $107K | ﹤0.01% |
3,926
| – | – |
|
2091
CALL
RPM International
RPM
$12.8B
| $107K | ﹤0.01% |
+2,000
| New | +$106K |
|
2092
Corpay
CPAY
$26.8B
| $107K | ﹤0.01% |
+618
| New | +$99K |
|
|
MBLY
2093
PUT
DELISTED
Mobileye N.V.
MBLY
| $107K | ﹤0.01% |
2,500
-14,000
| -85% | -$647K |
|
|
XL
2094
PUT
DELISTED
XL Group Ltd.
XL
| $107K | ﹤0.01% |
3,200
-8,300
| -72% | -$279K |
|
2095
CALL
Allegiant Air
ALGT
$2.1B
| $106K | ﹤0.01% |
+800
| New | +$109K |
|
2096
Blackrock
BLK
$167B
| $106K | ﹤0.01% |
293
-1,364
| -82% | -$496K |
|
2097
PUT
Scotiabank
BNS
$113B
| $106K | ﹤0.01% |
+2,000
| New | +$103K |
|
2098
CALL
Brookfield Infrastructure Partners
BIP
$16.9B
| $104K | ﹤0.01% |
+5,040
| New | +$96.8K |
|
2099
PUT
Ferrari
RACE
$70.7B
| $104K | ﹤0.01% |
+2,000
| New | +$93.2K |
|
|
CLR
2100
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $104K | ﹤0.01% |
2,000
+500
| +33% | +$23.2K |
|
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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.