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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 | |
|---|---|---|---|---|---|---|
626
Genuine Parts
GPC
$18.5B
| $5.7M | 0.01% |
56,773
+54,356
| +2,249% | +$5.51M |
|
627
PUT
A.O. Smith
AOS
$8.48B
| $5.7M | 0.01% |
115,400
+112,400
| +3,747% | +$5.25M |
|
628
PUT
Acadia Healthcare
ACHC
$2.96B
| $5.7M | 0.01% |
115,000
-85,000
| -43% | -$4.43M |
|
629
PUT
Barclays
BCS
$94.2B
| $5.67M | 0.01% |
691,354
+590,000
| +582% | +$4.66M |
|
630
PUT
Darden Restaurants
DRI
$24.9B
| $5.65M | 0.01% |
92,200
+61,400
| +199% | +$3.81M |
|
631
PUT
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$19.9M
| $5.64M | 0.01% |
5,000
| – | – |
|
632
CALL
Acuity Brands
AYI
$10.6B
| $5.61M | 0.01% |
21,200
+13,600
| +179% | +$3.62M |
|
633
CALL
Vipshop
VIPS
$7.4B
| $5.55M | 0.01% |
378,200
+203,200
| +116% | +$2.86M |
|
|
FITB
634
CALL
Fifth Third Bancorp
FITB
$51.8B
| $5.54M | 0.01% |
270,900
+150,900
| +126% | +$2.91M |
|
635
Estee Lauder
EL
$31.5B
| $5.49M | 0.01% |
+61,979
| New | +$5.65M |
|
636
PUT
Restaurant Brands International
QSR
$25.4B
| $5.48M | 0.01% |
123,050
+47,200
| +62% | +$2.14M |
|
|
637
Morgan Stanley
MS
$338B
| $5.47M | 0.01% |
170,735
-2,251,811
| -93% | -$67.2M |
|
|
SLCA
638
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $5.46M | 0.01% |
117,300
+80,700
| +220% | +$3.15M |
|
639
PUT
MGM Resorts International
MGM
$10.9B
| $5.45M | 0.01% |
209,300
+137,100
| +190% | +$3.33M |
|
640
CALL
Western Digital
WDC
$151B
| $5.44M | 0.01% |
123,171
+85,995
| +231% | +$3.24M |
|
641
CALL
Capri Holdings
CPRI
$1.75B
| $5.44M | 0.01% |
116,300
-712,800
| -86% | -$35.5M |
|
642
PUT
International Paper
IP
$21.9B
| $5.44M | 0.01% |
119,645
+66,845
| +127% | +$2.95M |
|
|
GRUB
643
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $5.42M | 0.01% |
+63,000
| New | +$4.73M |
|
644
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$310M
| $5.37M | 0.01% |
170,000
+40,000
| +31% | +$1.25M |
|
645
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $5.37M | 0.01% |
48,000
-2,000
| -4% | -$224K |
|
|
TWX
646
DELISTED
Time Warner Inc
TWX
| $5.34M | 0.01% |
67,102
+43,945
| +190% | +$3.43M |
|
647
Vanguard Morningstar Total Stock Market ETF
VTI
$691B
| $5.33M | 0.01% |
47,870
+47,869
| +4,786,900% | +$5.31M |
|
|
HTZ
648
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $5.32M | 0.01% |
+152,508
| New | +$6.38M |
|
649
CALL
PACCAR
PCAR
$69.1B
| $5.26M | 0.01% |
134,250
+51,150
| +62% | +$1.95M |
|
650
PUT
Seagate
STX
$182B
| $5.26M | 0.01% |
136,500
+84,000
| +160% | +$2.73M |
|
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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.