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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 | |
|---|---|---|---|---|---|---|
776
CALL
J.M. Smucker
SJM
$12.6B
| $3.88M | 0.01% |
28,600
+5,100
| +22% | +$749K |
|
|
MRO
777
PUT
DELISTED
Marathon Oil Corporation
MRO
| $3.87M | 0.01% |
245,000
+108,000
| +79% | +$1.6M |
|
778
PUT
Parker-Hannifin
PH
$134B
| $3.84M | 0.01% |
30,600
+18,000
| +143% | +$2.15M |
|
779
PUT
CVS Health
CVS
$122B
| $3.83M | 0.01% |
43,000
+24,000
| +126% | +$2.27M |
|
780
CALL
Waste Management
WM
$90.6B
| $3.83M | 0.01% |
60,000
-21,500
| -26% | -$1.41M |
|
|
BEL
781
PUT
DELISTED
Belmond Ltd.
BEL
| $3.81M | 0.01% |
+300,000
| New | +$3.42M |
|
782
CALL
Ralph Lauren
RL
$24.2B
| $3.8M | 0.01% |
37,600
-600
| -2% | -$60.3K |
|
783
CALL
Belden
BDC
$5.28B
| $3.79M | 0.01% |
+55,000
| New | +$3.82M |
|
784
CALL
VF Corp
VFC
$5.86B
| $3.79M | 0.01% |
71,897
-14,125
| -16% | -$816K |
|
|
TERP
785
CALL
DELISTED
TerraForm Power, Inc
TERP
| $3.76M | 0.01% |
+270,000
| New | +$3.38M |
|
786
PUT
Western Digital
WDC
$151B
| $3.75M | 0.01% |
84,804
+3,439
| +4% | +$130K |
|
787
PUT
CNX Resources
CNX
$5.32B
| $3.74M | 0.01% |
234,000
-12,000
| -5% | -$177K |
|
788
Mastercard
MA
$493B
| $3.74M | 0.01% |
36,772
+13,543
| +58% | +$1.3M |
|
|
PFPT
789
PUT
DELISTED
Proofpoint, Inc.
PFPT
| $3.74M | 0.01% |
+50,000
| New | +$3.69M |
|
790
PUT
iShares Russell 2000 Growth ETF
IWO
$14.9B
| $3.72M | 0.01% |
25,000
| – | – |
|
791
PUT
Lowe's Companies
LOW
$123B
| $3.72M | 0.01% |
51,500
+3,100
| +6% | +$241K |
|
792
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$310M
| $3.7M | 0.01% |
117,200
-37,000
| -24% | -$1.16M |
|
793
CarMax
KMX
$8.34B
| $3.7M | 0.01% |
69,414
+27,965
| +67% | +$1.58M |
|
794
Paychex
PAYX
$43.1B
| $3.7M | 0.01% |
63,939
-32,953
| -34% | -$1.98M |
|
795
Cummins
CMI
$87.4B
| $3.69M | 0.01% |
28,820
-115,114
| -80% | -$14M |
|
796
CALL
Teva Pharmaceuticals
TEVA
$42.1B
| $3.68M | 0.01% |
+80,000
| New | +$4.17M |
|
|
797
PUT
Teva Pharmaceuticals
TEVA
$42.1B
| $3.68M | 0.01% |
+80,000
| New | +$4.17M |
|
798
Baidu
BIDU
$37.1B
| $3.67M | 0.01% |
20,187
-24,246
| -55% | -$4.2M |
|
799
Weyerhaeuser
WY
$18.2B
| $3.67M | 0.01% |
+114,759
| New | +$3.63M |
|
|
800
CALL
Parker-Hannifin
PH
$134B
| $3.65M | 0.01% |
29,100
+6,900
| +31% | +$822K |
|
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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.