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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 | |
|---|---|---|---|---|---|---|
476
PUT
Canadian National Railway
CNI
$76.2B
| $8.89M | 0.02% |
136,000
+16,000
| +13% | +$1.01M |
|
477
CALL
UnitedHealth
UNH
$368B
| $8.88M | 0.02% |
63,400
+8,800
| +16% | +$1.23M |
|
|
APC
478
DELISTED
Anadarko Petroleum
APC
| $8.85M | 0.02% |
139,735
+9,575
| +7% | +$534K |
|
479
CALL
Tractor Supply
TSCO
$18.5B
| $8.84M | 0.02% |
656,000
+541,500
| +473% | +$9.01M |
|
480
PUT
Devon Energy
DVN
$50B
| $8.82M | 0.02% |
200,000
-12,400
| -6% | -$503K |
|
481
CALL
Regions Financial
RF
$26.7B
| $8.82M | 0.02% |
893,500
+74,500
| +9% | +$697K |
|
|
CELG
482
DELISTED
Celgene Corp
CELG
| $8.79M | 0.02% |
+84,067
| New | +$9.1M |
|
483
iShares MSCI Canada ETF
EWC
$6.49B
| $8.78M | 0.02% |
341,882
+341,881
| +34,188,100% | +$8.66M |
|
484
CALL
Akamai
AKAM
$16.9B
| $8.78M | 0.02% |
165,600
+133,800
| +421% | +$7.16M |
|
485
CALL
Gaming and Leisure Properties
GLPI
$12.4B
| $8.73M | 0.02% |
261,000
+49,900
| +24% | +$1.73M |
|
486
HCA Healthcare
HCA
$89.3B
| $8.7M | 0.02% |
+115,064
| New | +$8.81M |
|
487
CALL
Occidental Petroleum
OXY
$59.1B
| $8.68M | 0.02% |
119,000
-26,000
| -18% | -$1.95M |
|
488
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.74B
| $8.67M | 0.02% |
363,000
-497,200
| -58% | -$12M |
|
489
Costco
COST
$420B
| $8.64M | 0.02% |
56,677
-9,197
| -14% | -$1.49M |
|
490
CALL
AstraZeneca
AZN
$249B
| $8.63M | 0.02% |
131,350
+50,950
| +63% | +$3.33M |
|
491
CALL
Exelon
EXC
$46B
| $8.61M | 0.02% |
362,557
+122,675
| +51% | +$3.08M |
|
|
DFS
492
PUT
DELISTED
Discover Financial Services
DFS
| $8.58M | 0.02% |
151,700
-493,800
| -76% | -$28.3M |
|
493
PUT
Cemex
CX
$16.1B
| $8.52M | 0.02% |
+1,116,128
| New | +$8.22M |
|
|
WBA
494
DELISTED
Walgreens Boots Alliance
WBA
| $8.48M | 0.02% |
105,167
-84,392
| -45% | -$6.88M |
|
495
CALL
Alcoa
AA
$14.1B
| $8.41M | 0.02% |
345,037
-886,673
| -72% | -$21.6M |
|
|
XLNX
496
PUT
DELISTED
Xilinx Inc
XLNX
| $8.4M | 0.02% |
154,500
-84,800
| -35% | -$4.36M |
|
497
CALL
Las Vegas Sands
LVS
$29.5B
| $8.39M | 0.02% |
145,900
-569,600
| -80% | -$29.4M |
|
498
CALL
Southern Company
SO
$105B
| $8.38M | 0.02% |
163,400
+132,900
| +436% | +$7M |
|
|
BBBY
499
DELISTED
Bed Bath & Beyond Inc
BBBY
| $8.37M | 0.02% |
194,169
+146,178
| +305% | +$6.5M |
|
|
LNW
500
DELISTED
Light & Wonder
LNW
| $8.33M | 0.02% |
739,496
+85,652
| +13% | +$840K |
|
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HF
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.