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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 | |
|---|---|---|---|---|---|---|
801
CALL
Hewlett Packard
HPE
$72.4B
| $3.65M | 0.01% |
275,977
-119,751
| -30% | -$1.48M |
|
802
CALL
Energizer
ENR
$1.5B
| $3.65M | 0.01% |
+73,000
| New | +$3.58M |
|
803
PUT
Charter Communications
CHTR
$18.3B
| $3.65M | 0.01% |
13,500
-102,750
| -88% | -$26M |
|
|
SA
804
Seabridge Gold
SA
$3.36B
| $3.63M | 0.01% |
328,671
-60,835
| -16% | -$761K |
|
805
CALL
GSK
GSK
$104B
| $3.62M | 0.01% |
+67,200
| New | +$3.68M |
|
|
P
806
DELISTED
Pandora Media Inc
P
| $3.62M | 0.01% |
252,404
+153,504
| +155% | +$2.07M |
|
807
CALL
Kimberly-Clark
KMB
$35.9B
| $3.61M | 0.01% |
28,600
-1,300
| -4% | -$168K |
|
808
CALL
Casella Waste Systems
CWST
$5.72B
| $3.6M | 0.01% |
+350,000
| New | +$3.19M |
|
809
PUT
Hain Celestial
HAIN
$53.4M
| $3.57M | 0.01% |
100,300
+99,000
| +7,615% | +$4.34M |
|
|
PVG
810
DELISTED
PRETIUM RESOURCES INC.
PVG
| $3.56M | 0.01% |
347,098
+27,063
| +8% | +$302K |
|
|
SCTY
811
CALL
DELISTED
SolarCity Corporation
SCTY
| $3.56M | 0.01% |
182,300
-10,400
| -5% | -$233K |
|
|
X
812
CALL
DELISTED
US Steel
X
| $3.55M | 0.01% |
188,000
-410,900
| -69% | -$8.48M |
|
813
Vanguard FTSE Europe ETF
VGK
$31B
| $3.54M | 0.01% |
72,633
+5,689
| +8% | +$274K |
|
814
PUT
Targa Resources
TRGP
$57.1B
| $3.51M | 0.01% |
71,500
-50,000
| -41% | -$2.17M |
|
815
PUT
Tyson Foods
TSN
$20.1B
| $3.51M | 0.01% |
47,000
-294,800
| -86% | -$21.6M |
|
|
SINA
816
CALL
DELISTED
Sina Corp
SINA
| $3.51M | 0.01% |
47,500
+46,500
| +4,650% | +$3.08M |
|
817
PUT
Abbott
ABT
$188B
| $3.5M | 0.01% |
82,800
+29,000
| +54% | +$1.24M |
|
818
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.3B
| $3.49M | 0.01% |
+31,667
| New | +$3.45M |
|
|
BMS
819
CALL
DELISTED
Bemis
BMS
| $3.47M | 0.01% |
68,100
-20,000
| -23% | -$1.03M |
|
|
AGN
820
CALL
DELISTED
Allergan plc
AGN
| $3.46M | 0.01% |
15,000
| – | – |
|
|
GOLD
821
DELISTED
Randgold Resources Ltd
GOLD
| $3.45M | 0.01% |
34,518
+11,466
| +50% | +$1.24M |
|
822
CALL
Invesco
IVZ
$14B
| $3.42M | 0.01% |
109,500
+101,700
| +1,304% | +$2.99M |
|
823
CALL
Seagate
STX
$182B
| $3.41M | 0.01% |
88,500
+49,700
| +128% | +$1.61M |
|
824
CALL
TripAdvisor
TRIP
$1.26B
| $3.41M | 0.01% |
54,000
+48,800
| +938% | +$3.14M |
|
|
LVLT
825
PUT
DELISTED
Level 3 Communications Inc
LVLT
| $3.41M | 0.01% |
73,400
+71,100
| +3,091% | +$3.6M |
|
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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.