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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 | |
|---|---|---|---|---|---|---|
451
PUT
NXP Semiconductors
NXPI
$59.2B
| $9.54M | 0.02% |
93,500
+10,800
| +13% | +$915K |
|
|
AMJ
452
PUT
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $9.53M | 0.02% |
302,500
+132,500
| +78% | +$4.17M |
|
|
SCTY
453
PUT
DELISTED
SolarCity Corporation
SCTY
| $9.53M | 0.02% |
487,000
-135,700
| -22% | -$3.04M |
|
454
PUT
Whirlpool
WHR
$2.85B
| $9.52M | 0.02% |
58,700
+11,500
| +24% | +$2.04M |
|
455
CALL
Capital One
COF
$135B
| $9.49M | 0.02% |
132,100
-26,700
| -17% | -$1.83M |
|
456
CALL
Wheaton Precious Metals
WPM
$60.7B
| $9.45M | 0.02% |
349,400
-9,400
| -3% | -$259K |
|
457
SPDR Gold Trust
GLD
$142B
| $9.4M | 0.02% |
74,855
+74,854
| +7,485,400% | +$9.53M |
|
458
CALL
Thermo Fisher Scientific
TMO
$223B
| $9.35M | 0.02% |
58,800
+46,800
| +390% | +$7.21M |
|
459
PUT
3D Systems Corp
DDD
$623M
| $9.32M | 0.02% |
519,500
+492,300
| +1,810% | +$7.38M |
|
|
VXX
460
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $9.31M | 0.02% |
+68,306
| New | +$10.9M |
|
461
CALL
W.W. Grainger
GWW
$61.4B
| $9.29M | 0.02% |
41,300
+16,600
| +67% | +$3.73M |
|
|
SCHW
462
CALL
Charles Schwab
SCHW
$187B
| $9.18M | 0.02% |
290,800
+35,000
| +14% | +$1.03M |
|
463
CALL
McKesson
MCK
$104B
| $9.17M | 0.02% |
55,000
| – | – |
|
464
PUT
Paychex
PAYX
$43.1B
| $9.15M | 0.02% |
158,100
+113,800
| +257% | +$6.82M |
|
465
CALL
Marriott International
MAR
$90.9B
| $9.07M | 0.02% |
134,780
+123,780
| +1,125% | +$8.73M |
|
466
CALL
Marathon Petroleum
MPC
$93.5B
| $9.05M | 0.02% |
223,000
-487,100
| -69% | -$19.8M |
|
467
CALL
Travelers Companies
TRV
$78.7B
| $9.05M | 0.02% |
79,000
+48,100
| +156% | +$5.63M |
|
468
Macy's
M
$6.48B
| $9.04M | 0.02% |
+244,110
| New | +$8.85M |
|
469
Hewlett Packard
HPE
$71.7B
| $9.01M | 0.02% |
681,146
+427,508
| +169% | +$5.28M |
|
|
LNKD
470
PUT
DELISTED
LinkedIn Corporation
LNKD
| $8.98M | 0.02% |
47,000
-8,400
| -15% | -$1.61M |
|
|
471
American Airlines Group
AAL
$10.2B
| $8.95M | 0.02% |
244,528
-1,284,569
| -84% | -$45.4M |
|
|
VMW
472
PUT
DELISTED
VMware, Inc
VMW
| $8.95M | 0.02% |
+122,000
| New | +$8.58M |
|
473
Advance Auto Parts
AAP
$3.24B
| $8.92M | 0.02% |
59,840
+31,522
| +111% | +$5.04M |
|
|
CATM
474
CALL
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $8.92M | 0.02% |
+200,000
| New | +$8.8M |
|
|
BWLD
475
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $8.91M | 0.02% |
63,300
-96,300
| -60% | -$15M |
|
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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.