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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 | |
|---|---|---|---|---|---|---|
|
TIF
501
PUT
DELISTED
Tiffany & Co.
TIF
| $8.32M | 0.02% |
114,600
-30,100
| -21% | -$2.01M |
|
502
CALL
Vodafone
VOD
$36.5B
| $8.29M | 0.02% |
284,500
+110,000
| +63% | +$3.35M |
|
503
CALL
Constellation Brands
STZ
$22.5B
| $8.28M | 0.02% |
49,700
-744,600
| -94% | -$123M |
|
504
PUT
RTX Corp
RTX
$303B
| $8.27M | 0.02% |
129,345
-538,512
| -81% | -$35.7M |
|
505
CALL
C.H. Robinson
CHRW
$17.1B
| $8.2M | 0.02% |
116,300
+64,100
| +123% | +$4.5M |
|
506
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.57B
| $8.19M | 0.02% |
250,000
| – | – |
|
|
BNY
507
PUT
Bank of New York Mellon
BNY
$108B
| $8.17M | 0.02% |
204,900
+179,900
| +720% | +$7.19M |
|
|
CMA
508
PUT
DELISTED
Comerica
CMA
| $8.13M | 0.02% |
+171,800
| New | +$7.79M |
|
509
CALL
Vale
VALE
$62.7B
| $8.12M | 0.02% |
1,476,000
+676,000
| +85% | +$3.71M |
|
510
PUT
Campbell Soup
CPB
$6.7B
| $8.09M | 0.02% |
148,000
+28,100
| +23% | +$1.7M |
|
511
CALL
Palo Alto Networks
PANW
$311B
| $8.08M | 0.02% |
304,200
+225,600
| +287% | +$5.14M |
|
512
CALL
MPLX
MPLX
$59.6B
| $8.02M | 0.01% |
236,700
-93,300
| -28% | -$3.08M |
|
|
SRCL
513
CALL
DELISTED
Stericycle Inc
SRCL
| $8.01M | 0.01% |
+100,000
| New | +$9.04M |
|
514
CALL
United Rentals
URI
$72.4B
| $7.98M | 0.01% |
101,700
+39,900
| +65% | +$3.06M |
|
515
PUT
Merck
MRK
$322B
| $7.98M | 0.01% |
134,039
+51,666
| +63% | +$3.02M |
|
516
State Street SPDR S&P Regional Banking ETF
KRE
$4.58B
| $7.97M | 0.01% |
188,540
+67,688
| +56% | +$2.77M |
|
|
ETP
517
DELISTED
Energy Transfer Partners L.p.
ETP
| $7.96M | 0.01% |
215,169
-101,259
| -32% | -$3.98M |
|
518
PUT
Post Holdings
POST
$3.46B
| $7.95M | 0.01% |
157,384
+1,528
| +1% | +$83.8K |
|
519
PUT
Petrobras
PBR
$117B
| $7.93M | 0.01% |
849,600
-101,500
| -11% | -$890K |
|
520
CALL
Zions Bancorporation
ZION
$10.3B
| $7.89M | 0.01% |
254,400
+11,400
| +5% | +$324K |
|
521
PUT
Wynn Resorts
WYNN
$10.6B
| $7.89M | 0.01% |
81,000
-111,200
| -58% | -$10.9M |
|
522
lululemon athletica
LULU
$14.1B
| $7.88M | 0.01% |
+129,276
| New | +$9.55M |
|
|
LNW
523
CALL
DELISTED
Light & Wonder
LNW
| $7.88M | 0.01% |
698,800
-64,900
| -8% | -$637K |
|
|
AMJ
524
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $7.88M | 0.01% |
250,000
-514,400
| -67% | -$16.2M |
|
525
CALL
iShares MSCI Australia ETF
EWA
$1.47B
| $7.86M | 0.01% |
376,200
| – | – |
|
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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.