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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 | |
|---|---|---|---|---|---|---|
876
PUT
Wheaton Precious Metals
WPM
$60.6B
| $2.9M | 0.01% |
107,400
-471,800
| -81% | -$13M |
|
|
GGP
877
CALL
DELISTED
GGP Inc.
GGP
| $2.9M | 0.01% |
105,000
+93,400
| +805% | +$2.79M |
|
878
CALL
Sinclair Inc
SBGI
$995M
| $2.89M | 0.01% |
+100,000
| New | +$2.9M |
|
|
879
PUT
Sinclair Inc
SBGI
$995M
| $2.89M | 0.01% |
+100,000
| New | +$2.9M |
|
880
Skyworks Solutions
SWKS
$10.4B
| $2.86M | 0.01% |
37,579
+36,483
| +3,329% | +$2.54M |
|
881
CALL
Bunge Global
BG
$21.6B
| $2.86M | 0.01% |
48,300
+16,900
| +54% | +$1.05M |
|
882
PUT
Etsy
ETSY
$7.38B
| $2.86M | 0.01% |
+200,000
| New | +$2.53M |
|
883
Cintas
CTAS
$81.1B
| $2.84M | 0.01% |
100,892
+88,400
| +708% | +$2.42M |
|
884
PUT
Tenet Healthcare
THC
$20.9B
| $2.83M | 0.01% |
125,000
-131,000
| -51% | -$3.41M |
|
|
WLL
885
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $2.82M | 0.01% |
+1,075
| New | +$2.52M |
|
886
PUT
Tapestry
TPR
$33.3B
| $2.81M | 0.01% |
77,000
-1,000
| -1% | -$39.6K |
|
887
CALL
Extra Space Storage
EXR
$31B
| $2.81M | 0.01% |
35,400
+25,200
| +247% | +$2.13M |
|
888
PUT
Stanley Black & Decker
SWK
$15.5B
| $2.79M | 0.01% |
22,700
+14,600
| +180% | +$1.76M |
|
|
JUNO
889
CALL
DELISTED
Juno Therapeutics, Inc.
JUNO
| $2.79M | 0.01% |
93,000
-30,000
| -24% | -$933K |
|
890
PUT
Mercado Libre
MELI
$92.5B
| $2.77M | 0.01% |
15,000
+3,400
| +29% | +$564K |
|
891
Adobe
ADBE
$109B
| $2.77M | 0.01% |
+25,512
| New | +$2.56M |
|
892
Teradyne
TER
$57.1B
| $2.75M | 0.01% |
127,492
+126,212
| +9,860% | +$2.6M |
|
|
NXTM
893
CALL
DELISTED
NxStage Medical Inc.
NXTM
| $2.75M | 0.01% |
110,000
+108,000
| +5,400% | +$2.52M |
|
894
CALL
Innoviva
INVA
$1.49B
| $2.75M | 0.01% |
+250,000
| New | +$2.92M |
|
895
CALL
Molson Coors Class B
TAP
$7.93B
| $2.75M | 0.01% |
+25,000
| New | +$2.54M |
|
|
896
PUT
Skyworks Solutions
SWKS
$10.4B
| $2.74M | 0.01% |
36,000
+21,800
| +154% | +$1.52M |
|
897
PUT
Pultegroup
PHM
$24.8B
| $2.73M | 0.01% |
136,400
+95,600
| +234% | +$1.98M |
|
898
Barclays
BCS
$94.3B
| $2.71M | 0.01% |
331,313
+327,484
| +8,553% | +$2.59M |
|
899
PUT
Ball Corp
BALL
$16.6B
| $2.71M | 0.01% |
66,200
-566,800
| -90% | -$21.7M |
|
900
CALL
Burlington
BURL
$23.4B
| $2.71M | 0.01% |
33,500
+21,500
| +179% | +$1.66M |
|
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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.