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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 | |
|---|---|---|---|---|---|---|
401
PUT
General Dynamics
GD
$106B
| $11.4M | 0.02% |
73,400
+70,400
| +2,347% | +$10.5M |
|
402
PUT
Tractor Supply
TSCO
$18.4B
| $11.4M | 0.02% |
845,000
+780,000
| +1,200% | +$13M |
|
|
ATVI
403
PUT
DELISTED
Activision Blizzard
ATVI
| $11.4M | 0.02% |
256,400
-975,200
| -79% | -$40.9M |
|
404
CALL
Cemex
CX
$16.1B
| $11.3M | 0.02% |
+1,477,320
| New | +$10.9M |
|
405
CALL
Royal Caribbean
RCL
$81.6B
| $11.2M | 0.02% |
149,800
+40,700
| +37% | +$2.87M |
|
406
CALL
T-Mobile US
TMUS
$192B
| $11.2M | 0.02% |
240,000
| – | – |
|
407
PUT
Ross Stores
ROST
$81.3B
| $11.2M | 0.02% |
173,500
+61,200
| +54% | +$3.76M |
|
408
VanEck Oil Services ETF
OIH
$1.97B
| $11.2M | 0.02% |
19,047
+12,860
| +208% | +$7.27M |
|
409
PUT
PNC Financial Services
PNC
$101B
| $11M | 0.02% |
121,800
+35,200
| +41% | +$3.02M |
|
410
PUT
Macy's
M
$6.46B
| $11M | 0.02% |
296,000
+152,100
| +106% | +$5.51M |
|
411
PUT
Under Armour
UAA
$2.33B
| $11M | 0.02% |
283,500
-33,200
| -10% | -$1.34M |
|
412
CALL
CVS Health
CVS
$119B
| $10.9M | 0.02% |
123,000
-8,500
| -6% | -$802K |
|
|
WUBA
413
CALL
DELISTED
58.com Inc
WUBA
| $10.8M | 0.02% |
227,200
+197,000
| +652% | +$9.62M |
|
414
General Mills
GIS
$20.3B
| $10.8M | 0.02% |
168,630
-226,035
| -57% | -$15.7M |
|
|
POT
415
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $10.7M | 0.02% |
656,900
-72,400
| -10% | -$1.2M |
|
416
CALL
Signet Jewelers
SIG
$3.67B
| $10.7M | 0.02% |
142,900
+4,500
| +3% | +$380K |
|
417
PUT
Molson Coors Class B
TAP
$7.83B
| $10.7M | 0.02% |
+97,000
| New | +$9.86M |
|
418
PUT
American Tower
AMT
$79.3B
| $10.6M | 0.02% |
93,800
-29,400
| -24% | -$3.36M |
|
|
TIF
419
CALL
DELISTED
Tiffany & Co.
TIF
| $10.5M | 0.02% |
145,200
+75,200
| +107% | +$5.02M |
|
420
CALL
Broadcom
AVGO
$1.97T
| $10.5M | 0.02% |
610,460
-259,000
| -30% | -$4.33M |
|
421
CALL
Franco-Nevada
FNV
$46.5B
| $10.5M | 0.02% |
150,600
-18,100
| -11% | -$1.36M |
|
422
CALL
Alphabet (Google) Class A
GOOGL
$4.21T
| $10.5M | 0.02% |
+260,000
| New | +$10.2M |
|
423
CALL
MetLife
MET
$61.8B
| $10.4M | 0.02% |
263,670
-253,011
| -49% | -$9.51M |
|
424
PUT
Accenture
ACN
$110B
| $10.4M | 0.02% |
84,900
+8,400
| +11% | +$957K |
|
425
CALL
Whirlpool
WHR
$2.85B
| $10.3M | 0.02% |
63,800
-23,000
| -26% | -$4.07M |
|
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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.