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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 | |
|---|---|---|---|---|---|---|
|
NUAN
726
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $4.35M | 0.01% |
346,500
-2,310
| -0.7% | -$30.3K |
|
727
PUT
IMAX
IMAX
$2.81B
| $4.33M | 0.01% |
149,300
+147,300
| +7,365% | +$4.49M |
|
728
CALL
Tower Semiconductor
TSEM
$28.5B
| $4.32M | 0.01% |
284,500
+171,100
| +151% | +$2.47M |
|
|
IMPV
729
CALL
DELISTED
Imperva, Inc.
IMPV
| $4.3M | 0.01% |
80,000
+53,400
| +201% | +$2.48M |
|
|
IMPV
730
PUT
DELISTED
Imperva, Inc.
IMPV
| $4.3M | 0.01% |
80,000
+53,400
| +201% | +$2.48M |
|
731
MetLife
MET
$61.7B
| $4.29M | 0.01% |
108,326
-35,491
| -25% | -$1.33M |
|
732
Ovintiv
OVV
$17.6B
| $4.27M | 0.01% |
+81,626
| New | +$3.66M |
|
|
GLUU
733
CALL
DELISTED
Glu Mobile Inc.
GLUU
| $4.26M | 0.01% |
+1,900,000
| New | +$4.4M |
|
|
GWPH
734
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $4.25M | 0.01% |
32,000
+22,000
| +220% | +$2.1M |
|
735
PUT
Incyte
INCY
$24.6B
| $4.24M | 0.01% |
+45,000
| New | +$3.79M |
|
736
CALL
Lear
LEA
$8.05B
| $4.24M | 0.01% |
35,000
| – | – |
|
737
PUT
HSBC
HSBC
$354B
| $4.23M | 0.01% |
124,648
-125,304
| -50% | -$3.93M |
|
738
CALL
Duke Energy
DUK
$94.5B
| $4.22M | 0.01% |
52,700
-23,000
| -30% | -$1.9M |
|
739
PUT
Reliance Steel & Aluminium
RS
$21.9B
| $4.19M | 0.01% |
58,200
+56,700
| +3,780% | +$4.25M |
|
740
PUT
Archer Daniels Midland
ADM
$38.8B
| $4.18M | 0.01% |
99,100
+22,500
| +29% | +$973K |
|
741
CALL
Domino's
DPZ
$11.5B
| $4.18M | 0.01% |
27,500
-500
| -2% | -$73K |
|
742
Infosys
INFY
$50.9B
| $4.18M | 0.01% |
529,282
+365,180
| +223% | +$3.01M |
|
|
SWFT
743
CALL
DELISTED
Swift Transportation Company
SWFT
| $4.17M | 0.01% |
194,300
-5,700
| -3% | -$108K |
|
|
AWH
744
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $4.17M | 0.01% |
+103,141
| New | +$4.07M |
|
745
PUT
Fastenal
FAST
$59.8B
| $4.16M | 0.01% |
398,400
-77,200
| -16% | -$821K |
|
746
PUT
Cheniere Energy
LNG
$54.9B
| $4.15M | 0.01% |
95,100
+71,300
| +300% | +$3.01M |
|
747
CALL
Under Armour
UAA
$2.5B
| $4.15M | 0.01% |
107,200
+32,400
| +43% | +$1.31M |
|
748
PUT
J.M. Smucker
SJM
$12.6B
| $4.13M | 0.01% |
30,500
-10,600
| -26% | -$1.56M |
|
749
PUT
HP
HPQ
$27.3B
| $4.13M | 0.01% |
265,700
+43,900
| +20% | +$626K |
|
|
SIX
750
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $4.11M | 0.01% |
76,700
+67,900
| +772% | +$3.65M |
|
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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.