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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 | |
|---|---|---|---|---|---|---|
|
ETFC
851
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $3.14M | 0.01% |
108,000
-862,700
| -89% | -$22.3M |
|
852
CME Group
CME
$94.8B
| $3.14M | 0.01% |
30,000
| – | – |
|
853
Eldorado Gold
EGO
$10.2B
| $3.13M | 0.01% |
+159,413
| New | +$3.29M |
|
854
CALL
Autodesk
ADSK
$54.1B
| $3.12M | 0.01% |
43,100
+42,900
| +21,450% | +$2.7M |
|
855
ConocoPhillips
COP
$148B
| $3.11M | 0.01% |
71,445
-22,418
| -24% | -$931K |
|
856
CALL
AbbVie
ABBV
$438B
| $3.09M | 0.01% |
49,000
-2,818,400
| -98% | -$182M |
|
|
PVG
857
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
| $3.08M | 0.01% |
+300,000
| New | +$3.34M |
|
858
CALL
United States Natural Gas Fund
UNG
$497M
| $3.08M | 0.01% |
22,994
-100
| -0.4% | -$13.2K |
|
|
SNV
859
CALL
DELISTED
Synovus
SNV
| $3.06M | 0.01% |
94,000
+71,400
| +316% | +$2.24M |
|
|
GRMN
860
CALL
Garmin
GRMN
$60.4B
| $3.04M | 0.01% |
63,200
+35,300
| +127% | +$1.74M |
|
|
MIC
861
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $3.04M | 0.01% |
36,500
+23,500
| +181% | +$1.86M |
|
|
RAX
862
DELISTED
Rackspace Hosting Inc
RAX
| $3.04M | 0.01% |
95,844
+94,296
| +6,091% | +$2.6M |
|
863
CALL
SL Green Realty
SLG
$3.9B
| $3.03M | 0.01% |
+28,924
| New | +$3.17M |
|
|
WNRL
864
PUT
DELISTED
Western Refining Logistics, LP
WNRL
| $3.01M | 0.01% |
+130,000
| New | +$3.08M |
|
865
PUT
Chemours
CC
$2.2B
| $3M | 0.01% |
187,200
| – | – |
|
866
PUT
First Majestic Silver
AG
$9.29B
| $2.99M | 0.01% |
+290,000
| New | +$4.25M |
|
|
SUM
867
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $2.99M | 0.01% |
+167,976
| New | +$3.25M |
|
868
CALL
Vulcan Materials
VMC
$37B
| $2.97M | 0.01% |
26,100
+18,900
| +263% | +$2.23M |
|
|
KRA
869
DELISTED
Kraton Corporation
KRA
| $2.96M | 0.01% |
84,566
+21,718
| +35% | +$695K |
|
870
PUT
Qorvo
QRVO
$8.56B
| $2.95M | 0.01% |
53,000
+27,100
| +105% | +$1.54M |
|
|
ZNGA
871
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $2.93M | 0.01% |
1,007,300
+516,500
| +105% | +$1.44M |
|
|
POT
872
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $2.92M | 0.01% |
179,200
-777,700
| -81% | -$12.8M |
|
|
RAI
873
CALL
DELISTED
Reynolds American Inc
RAI
| $2.92M | 0.01% |
62,000
| – | – |
|
|
PBFX
874
CALL
DELISTED
PBF LOGISTICS LP
PBFX
| $2.92M | 0.01% |
+147,400
| New | +$3.1M |
|
875
CALL
Corning
GLW
$136B
| $2.91M | 0.01% |
123,200
-96,700
| -44% | -$2.16M |
|
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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.