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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 | |
|---|---|---|---|---|---|---|
|
RSX
551
CALL
DELISTED
VanEck Russia ETF
RSX
| $7.32M | 0.01% |
390,000
+230,000
| +144% | +$4.21M |
|
552
PUT
Akamai
AKAM
$16.9B
| $7.29M | 0.01% |
137,600
+119,400
| +656% | +$6.39M |
|
553
PUT
Infosys
INFY
$50.9B
| $7.18M | 0.01% |
910,000
-686,000
| -43% | -$5.65M |
|
554
Campbell Soup
CPB
$6.69B
| $7.13M | 0.01% |
130,276
-3,139
| -2% | -$190K |
|
555
McDonald's
MCD
$194B
| $7.11M | 0.01% |
61,599
-98,797
| -62% | -$11.7M |
|
|
HAPN
556
Happen Inc
HAPN
$2.24B
| $7.01M | 0.01% |
226,911
+194,944
| +610% | +$5.06M |
|
557
CALL
Best Buy
BBY
$17.4B
| $6.95M | 0.01% |
182,100
+89,100
| +96% | +$3.13M |
|
558
PUT
Bausch Health
BHC
$2.37B
| $6.93M | 0.01% |
282,500
-175,000
| -38% | -$4.53M |
|
559
PUT
VF Corp
VFC
$5.86B
| $6.93M | 0.01% |
+131,263
| New | +$7.58M |
|
|
LSI
560
PUT
DELISTED
Life Storage, Inc.
LSI
| $6.92M | 0.01% |
116,700
| – | – |
|
561
CALL
NXP Semiconductors
NXPI
$58.9B
| $6.91M | 0.01% |
67,700
-75,100
| -53% | -$6.36M |
|
562
CALL
Alamos Gold
AGI
$13.9B
| $6.9M | 0.01% |
842,000
-709,400
| -46% | -$6.17M |
|
563
PUT
Visa
V
$675B
| $6.9M | 0.01% |
83,400
-156,300
| -65% | -$12.5M |
|
564
CALL
Chipotle Mexican Grill
CMG
$40.7B
| $6.86M | 0.01% |
810,000
+80,000
| +11% | +$658K |
|
565
PUT
Lockheed Martin
LMT
$139B
| $6.83M | 0.01% |
28,500
+18,000
| +171% | +$4.5M |
|
566
Caterpillar
CAT
$385B
| $6.83M | 0.01% |
76,919
-169,347
| -69% | -$13.9M |
|
567
PUT
Royal Caribbean
RCL
$82.4B
| $6.81M | 0.01% |
90,900
-2,900
| -3% | -$204K |
|
568
CALL
Tenet Healthcare
THC
$20.9B
| $6.8M | 0.01% |
300,000
| – | – |
|
569
PUT
Clorox
CLX
$13B
| $6.77M | 0.01% |
54,100
+44,100
| +441% | +$5.78M |
|
570
Capri Holdings
CPRI
$1.75B
| $6.77M | 0.01% |
+144,739
| New | +$7.21M |
|
571
First Solar
FSLR
$25.7B
| $6.75M | 0.01% |
170,859
+149,569
| +703% | +$6.19M |
|
572
CALL
Cintas
CTAS
$81.1B
| $6.72M | 0.01% |
+238,800
| New | +$6.54M |
|
573
D.R. Horton
DHI
$41B
| $6.66M | 0.01% |
220,524
+23,493
| +12% | +$754K |
|
574
PUT
Franco-Nevada
FNV
$46.5B
| $6.62M | 0.01% |
94,800
+11,800
| +14% | +$884K |
|
575
BlackBerry
BB
$5.18B
| $6.61M | 0.01% |
828,801
+296,199
| +56% | +$2.22M |
|
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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.