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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 | |
|---|---|---|---|---|---|---|
|
BBBY
301
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $17.7M | 0.03% |
409,800
+51,800
| +14% | +$2.3M |
|
302
CALL
Biogen
BIIB
$30.1B
| $17.5M | 0.03% |
56,000
+55,300
| +7,900% | +$16.4M |
|
303
PUT
VanEck Semiconductor ETF
SMH
$70.6B
| $17.4M | 0.03% |
+500,000
| New | +$16M |
|
304
CALL
Medtronic
MDT
$116B
| $17.3M | 0.03% |
200,000
+180,600
| +931% | +$15.7M |
|
|
RSX
305
PUT
DELISTED
VanEck Russia ETF
RSX
| $17.3M | 0.03% |
920,000
+180,000
| +24% | +$3.3M |
|
306
CALL
Valero Energy
VLO
$93.3B
| $17.1M | 0.03% |
323,100
+297,200
| +1,147% | +$15.8M |
|
307
PUT
Ford
F
$55.7B
| $17M | 0.03% |
1,412,000
-32,300
| -2% | -$408K |
|
308
CALL
Steel Dynamics
STLD
$37.8B
| $17M | 0.03% |
678,800
-3,300
| -0.5% | -$84.3K |
|
309
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.67B
| $16.9M | 0.03% |
+109,549
| New | +$15.7M |
|
310
General Dynamics
GD
$106B
| $16.8M | 0.03% |
108,555
+90,157
| +490% | +$13.4M |
|
311
PUT
Constellation Brands
STZ
$22.9B
| $16.8M | 0.03% |
100,800
-163,000
| -62% | -$26.9M |
|
312
Abbott
ABT
$190B
| $16.7M | 0.03% |
+395,207
| New | +$16.9M |
|
313
CALL
Air Products & Chemicals
APD
$68.9B
| $16.5M | 0.03% |
118,910
+116,748
| +5,400% | +$16.2M |
|
314
CALL
NVIDIA
NVDA
$5.27T
| $16.5M | 0.03% |
9,624,000
+5,784,000
| +151% | +$8.54M |
|
315
PUT
Alcoa
AA
$14.3B
| $16.5M | 0.03% |
675,463
-954,000
| -59% | -$23.3M |
|
316
PUT
Rio Tinto
RIO
$164B
| $16.4M | 0.03% |
491,800
-268,900
| -35% | -$8.57M |
|
317
PUT
Expedia Group
EXPE
$38.5B
| $16.2M | 0.03% |
138,800
+30,100
| +28% | +$3.4M |
|
|
CPPL
318
CALL
DELISTED
Columbia Pipeline Partners LP
CPPL
| $16.1M | 0.03% |
+1,000,000
| New | +$14.7M |
|
319
PUT
Genuine Parts
GPC
$18.6B
| $16.1M | 0.03% |
160,100
+146,000
| +1,035% | +$14.8M |
|
320
CALL
lululemon athletica
LULU
$14.3B
| $16M | 0.03% |
262,300
-127,700
| -33% | -$9.43M |
|
321
Starbucks
SBUX
$122B
| $15.9M | 0.03% |
294,415
+60,404
| +26% | +$3.38M |
|
|
CMA
322
CALL
DELISTED
Comerica
CMA
| $15.8M | 0.03% |
334,200
+102,900
| +44% | +$4.66M |
|
323
PUT
Capri Holdings
CPRI
$1.77B
| $15.6M | 0.03% |
332,800
-23,400
| -7% | -$1.17M |
|
324
PUT
Adobe
ADBE
$105B
| $15.5M | 0.03% |
143,100
+141,700
| +10,121% | +$14.2M |
|
325
iShares MSCI Mexico ETF
EWW
$1.89B
| $15.5M | 0.03% |
318,953
+181,025
| +131% | +$9.1M |
|
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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.