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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 | |
|---|---|---|---|---|---|---|
701
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$310M
| $4.65M | 0.01% |
147,054
-250,000
| -63% | -$7.83M |
|
|
P
702
PUT
DELISTED
Pandora Media Inc
P
| $4.64M | 0.01% |
323,700
+311,700
| +2,598% | +$4.21M |
|
703
CALL
iShares MSCI Japan ETF
EWJ
$22.6B
| $4.62M | 0.01% |
92,188
-167,812
| -65% | -$8.17M |
|
704
PUT
Palo Alto Networks
PANW
$314B
| $4.6M | 0.01% |
173,400
+155,400
| +863% | +$3.54M |
|
705
CALL
GoPro
GPRO
$121M
| $4.59M | 0.01% |
275,400
-605,900
| -69% | -$8.32M |
|
706
PUT
Steel Dynamics
STLD
$38.5B
| $4.56M | 0.01% |
182,500
-75,800
| -29% | -$1.94M |
|
|
AET
707
PUT
DELISTED
Aetna Inc
AET
| $4.56M | 0.01% |
+39,500
| New | +$4.63M |
|
708
CALL
Devon Energy
DVN
$49.9B
| $4.51M | 0.01% |
102,300
-3,000
| -3% | -$122K |
|
709
Dick's Sporting Goods
DKS
$19.2B
| $4.5M | 0.01% |
+79,410
| New | +$4.37M |
|
|
SEE
710
CALL
DELISTED
Sealed Air
SEE
| $4.5M | 0.01% |
98,100
+2,000
| +2% | +$94.1K |
|
|
MRO
711
CALL
DELISTED
Marathon Oil Corporation
MRO
| $4.49M | 0.01% |
284,000
+32,600
| +13% | +$484K |
|
712
PUT
Domino's
DPZ
$11.5B
| $4.48M | 0.01% |
29,500
+15,300
| +108% | +$2.23M |
|
713
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $4.47M | 0.01% |
+40,000
| New | +$4.48M |
|
|
LSI
714
DELISTED
Life Storage, Inc.
LSI
| $4.45M | 0.01% |
75,089
+44,900
| +149% | +$2.87M |
|
715
CALL
Yelp
YELP
$1.33B
| $4.44M | 0.01% |
106,600
+10,600
| +11% | +$372K |
|
716
CALL
Tapestry
TPR
$33.3B
| $4.44M | 0.01% |
121,500
+8,200
| +7% | +$325K |
|
717
CALL
Enterprise Products Partners
EPD
$82B
| $4.42M | 0.01% |
160,000
+137,000
| +596% | +$3.79M |
|
|
718
PUT
Yelp
YELP
$1.33B
| $4.4M | 0.01% |
105,500
-2,800
| -3% | -$98.2K |
|
719
CALL
Pultegroup
PHM
$24.8B
| $4.39M | 0.01% |
219,200
+171,800
| +362% | +$3.56M |
|
720
CALL
VanEck Oil Services ETF
OIH
$1.95B
| $4.39M | 0.01% |
+7,500
| New | +$4.24M |
|
721
CALL
Prudential Financial
PRU
$42.1B
| $4.38M | 0.01% |
53,700
+9,700
| +22% | +$744K |
|
722
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $4.37M | 0.01% |
40,000
-1,691,500
| -98% | -$184M |
|
723
CALL
NRG Energy
NRG
$25B
| $4.36M | 0.01% |
389,000
-675,400
| -63% | -$8.8M |
|
724
PUT
Trip.com Group
TCOM
$29.7B
| $4.36M | 0.01% |
93,600
+60,500
| +183% | +$2.69M |
|
|
PDCE
725
CALL
DELISTED
PDC Energy, Inc.
PDCE
| $4.36M | 0.01% |
+65,000
| New | +$3.93M |
|
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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.