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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 | |
|---|---|---|---|---|---|---|
|
GG
376
PUT
DELISTED
Goldcorp Inc
GG
| $12.3M | 0.02% |
744,400
+421,500
| +131% | +$7.43M |
|
377
CALL
Agnico Eagle Mines
AEM
$92B
| $12.3M | 0.02% |
226,200
-191,700
| -46% | -$10.6M |
|
378
PUT
Black Hills Corp
BKH
$5.61B
| $12.2M | 0.02% |
200,000
| – | – |
|
379
CALL
Blackstone
BX
$117B
| $12.2M | 0.02% |
479,100
+361,100
| +306% | +$9.53M |
|
380
PUT
lululemon athletica
LULU
$14.3B
| $12.2M | 0.02% |
199,900
-236,400
| -54% | -$17.5M |
|
|
SBNY
381
PUT
DELISTED
Signature Bank
SBNY
| $12.1M | 0.02% |
102,500
-48,700
| -32% | -$5.86M |
|
382
CALL
American Tower
AMT
$79.3B
| $12.1M | 0.02% |
106,800
+6,900
| +7% | +$789K |
|
383
PUT
MetLife
MET
$61.8B
| $12.1M | 0.02% |
304,399
-196,125
| -39% | -$7.37M |
|
384
CALL
Bristol-Myers Squibb
BMY
$130B
| $12M | 0.02% |
222,000
+196,500
| +771% | +$12.6M |
|
385
CALL
Eastman Chemical
EMN
$8.54B
| $11.9M | 0.02% |
175,800
+137,400
| +358% | +$9.22M |
|
386
PUT
Simon Property Group
SPG
$72B
| $11.9M | 0.02% |
57,400
-9,900
| -15% | -$2.15M |
|
387
CALL
Adobe
ADBE
$105B
| $11.9M | 0.02% |
109,200
+27,700
| +34% | +$2.78M |
|
388
PUT
Mastercard
MA
$493B
| $11.8M | 0.02% |
115,900
+17,900
| +18% | +$1.72M |
|
389
iShares MSCI Japan ETF
EWJ
$22.7B
| $11.7M | 0.02% |
234,219
+571
| +0.2% | +$27.8K |
|
390
CALL
Salesforce
CRM
$162B
| $11.7M | 0.02% |
164,500
-73,700
| -31% | -$5.75M |
|
391
CALL
Ulta Beauty
ULTA
$23.4B
| $11.6M | 0.02% |
48,900
-28,000
| -36% | -$7.07M |
|
392
CALL
Huntsman Corp
HUN
$1.83B
| $11.5M | 0.02% |
708,000
-154,700
| -18% | -$2.45M |
|
393
CALL
Range Resources
RRC
$9.51B
| $11.5M | 0.02% |
296,700
+208,700
| +237% | +$8.44M |
|
|
394
CALL
Mastercard
MA
$493B
| $11.5M | 0.02% |
112,900
+31,900
| +39% | +$3.06M |
|
395
PUT
Vale
VALE
$61.2B
| $11.5M | 0.02% |
2,088,200
+1,172,600
| +128% | +$6.43M |
|
396
PUT
Norfolk Southern
NSC
$75.3B
| $11.5M | 0.02% |
118,300
-71,700
| -38% | -$6.53M |
|
397
PUT
Capital One
COF
$134B
| $11.5M | 0.02% |
159,700
-135,300
| -46% | -$9.29M |
|
|
398
PUT
Ulta Beauty
ULTA
$23.4B
| $11.5M | 0.02% |
48,200
+14,500
| +43% | +$3.66M |
|
399
Lam Research
LRCX
$389B
| $11.4M | 0.02% |
1,205,480
+924,180
| +329% | +$8.41M |
|
|
VIAB
400
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $11.4M | 0.02% |
299,100
+269,000
| +894% | +$11.1M |
|
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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.