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Parallax Volatility Advisers Portfolio holdings
AUM
$38.6B
1-Year Est. Return
45.89%
This Fund
S&P 500
This Quarter
Est. Return
+7.46%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
AUM
$54B
AUM Growth
+$3.28B
(+6.5%)
Cap. Flow
+$724M
Cap. Flow
% of AUM
1.34%
Top 10 Holdings %
Top 10 Hldgs %
49.67%
Holding
4,754
New
1,010
Increased
848
Reduced
831
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 | Consumer Discretionary | 0.78% |
| 2 | Consumer Staples | 0.49% |
| 3 | Technology | 0.48% |
| 4 | Communication Services | 0.46% |
| 5 | Financials | 0.46% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
TWTR
226
PUT
DELISTED
Twitter, Inc.
TWTR
| $28.5M | 0.05% |
1,235,700
+603,600
| +95% | +$11.4M |
|
|
ESRX
227
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $28.3M | 0.05% |
401,700
-385,500
| -49% | -$28.8M |
|
|
ILG
228
CALL
DELISTED
ILG, Inc Common Stock
ILG
| $28.2M | 0.05% |
1,642,700
+1,640,170
| +64,829% | +$28.4M |
|
229
CALL
Cheniere Energy
LNG
$54.8B
| $28M | 0.05% |
642,500
+465,500
| +263% | +$19.6M |
|
230
CALL
Tyson Foods
TSN
$19.9B
| $28M | 0.05% |
374,700
-106,800
| -22% | -$7.83M |
|
231
PUT
eBay
EBAY
$47.2B
| $27.8M | 0.05% |
844,100
-812,200
| -49% | -$24.5M |
|
232
PUT
Freeport-McMoran
FCX
$96.4B
| $27.5M | 0.05% |
2,536,500
-567,700
| -18% | -$6.53M |
|
233
PUT
D.R. Horton
DHI
$42.2B
| $27.5M | 0.05% |
910,400
-246,100
| -21% | -$7.9M |
|
234
PUT
iShares MSCI Canada ETF
EWC
$6.48B
| $27.5M | 0.05% |
+1,070,000
| New | +$27.1M |
|
235
PUT
United Airlines
UAL
$41B
| $26.8M | 0.05% |
511,600
-185,600
| -27% | -$8.93M |
|
|
X
236
PUT
DELISTED
US Steel
X
| $26.8M | 0.05% |
1,420,000
+963,600
| +211% | +$19.9M |
|
237
PUT
Hasbro
HAS
$13.7B
| $26.7M | 0.05% |
337,100
+337,000
| +337,000% | +$27.4M |
|
|
XLNX
238
CALL
DELISTED
Xilinx Inc
XLNX
| $26.1M | 0.05% |
481,000
+42,900
| +10% | +$2.2M |
|
239
Autodesk
ADSK
$53.1B
| $25.9M | 0.05% |
358,424
+236,524
| +194% | +$14.9M |
|
240
CALL
Fortive
FTV
$18.6B
| $25.9M | 0.05% |
+805,648
| New | +$25.9M |
|
241
CALL
Ball Corp
BALL
$16.6B
| $25.7M | 0.05% |
626,200
-313,800
| -33% | -$12M |
|
242
PUT
American Express
AXP
$230B
| $25.5M | 0.05% |
398,800
+217,500
| +120% | +$14M |
|
243
CALL
Humana
HUM
$44.8B
| $25.5M | 0.05% |
+144,200
| New | +$25M |
|
244
PUT
Hewlett Packard
HPE
$72B
| $25.5M | 0.05% |
1,926,508
+18,410
| +1% | +$227K |
|
245
CALL
PayPal
PYPL
$50.5B
| $25.3M | 0.05% |
618,000
+204,900
| +50% | +$7.87M |
|
246
Verizon
VZ
$196B
| $25M | 0.05% |
481,807
-418,777
| -47% | -$22.5M |
|
247
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $24.9M | 0.05% |
468,000
+418,000
| +836% | +$22.8M |
|
|
248
CALL
eBay
EBAY
$47.2B
| $24.7M | 0.05% |
752,100
+319,900
| +74% | +$9.66M |
|
249
CALL
Lowe's Companies
LOW
$124B
| $24.6M | 0.05% |
340,300
-254,400
| -43% | -$19.8M |
|
250
CALL
Nucor
NUE
$61.9B
| $24.1M | 0.04% |
488,200
+183,200
| +60% | +$9.32M |
|
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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, 848 increased, 831 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 Consumer Discretionary at 0.78% of assets, up from 0.49% a quarter earlier, followed by Consumer Staples and Technology.
- 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.