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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 | |
|---|---|---|---|---|---|---|
901
CALL
Reliance Steel & Aluminium
RS
$21.9B
| $2.71M | 0.01% |
+37,600
| New | +$2.82M |
|
902
CALL
Skyworks Solutions
SWKS
$10.4B
| $2.7M | 0.01% |
35,500
+11,800
| +50% | +$823K |
|
903
PUT
Teck Resources
TECK
$32.8B
| $2.7M | 0.01% |
149,700
+69,700
| +87% | +$1.11M |
|
904
UnitedHealth
UNH
$371B
| $2.69M | 0.01% |
19,221
+1,187
| +7% | +$166K |
|
905
Fluor
FLR
$7.3B
| $2.69M | 0.01% |
+52,332
| New | +$2.7M |
|
|
CALY
906
CALL
Callaway Golf Company
CALY
$3.04B
| $2.67M | ﹤0.01% |
+230,000
| New | +$2.56M |
|
907
First Majestic Silver
AG
$9.29B
| $2.67M | ﹤0.01% |
+258,897
| New | +$3.79M |
|
908
PUT
Lumen
LUMN
$6.85B
| $2.66M | ﹤0.01% |
97,000
-17,700
| -15% | -$517K |
|
909
CALL
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$293M
| $2.63M | ﹤0.01% |
1
| – | – |
|
|
BBBY
910
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $2.62M | ﹤0.01% |
60,900
+30,100
| +98% | +$1.34M |
|
|
SFLY
911
CALL
DELISTED
Shutterfly, Inc.
SFLY
| $2.62M | ﹤0.01% |
58,800
-173,300
| -75% | -$8.59M |
|
|
RICE
912
PUT
DELISTED
Rice Energy Inc.
RICE
| $2.61M | ﹤0.01% |
+100,000
| New | +$2.48M |
|
913
PUT
SAP
SAP
$241B
| $2.61M | ﹤0.01% |
+28,500
| New | +$2.45M |
|
914
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.54B
| $2.6M | ﹤0.01% |
79,315
+79,314
| +7,931,400% | +$2.56M |
|
|
AET
915
CALL
DELISTED
Aetna Inc
AET
| $2.6M | ﹤0.01% |
+22,500
| New | +$2.64M |
|
916
Prudential Financial
PRU
$42.1B
| $2.59M | ﹤0.01% |
31,695
-25,852
| -45% | -$1.98M |
|
917
PUT
Wolfspeed
WOLF
$1.52B
| $2.59M | ﹤0.01% |
100,700
+77,400
| +332% | +$2M |
|
918
OneMain Financial
OMF
$7.27B
| $2.58M | ﹤0.01% |
83,310
+63,623
| +323% | +$1.83M |
|
|
RHT
919
CALL
DELISTED
Red Hat Inc
RHT
| $2.57M | ﹤0.01% |
31,800
-289,400
| -90% | -$21.5M |
|
920
PUT
CF Industries
CF
$18.4B
| $2.57M | ﹤0.01% |
105,300
+47,700
| +83% | +$1.16M |
|
921
Kinross Gold
KGC
$32.5B
| $2.56M | ﹤0.01% |
609,130
-139,492
| -19% | -$673K |
|
922
PUT
JD.com
JD
$45.2B
| $2.55M | ﹤0.01% |
97,900
+93,800
| +2,288% | +$2.26M |
|
923
PUT
Cheesecake Factory
CAKE
$5.53B
| $2.55M | ﹤0.01% |
51,000
+43,200
| +554% | +$2.2M |
|
924
CALL
Host Hotels & Resorts
HST
$15.5B
| $2.54M | ﹤0.01% |
+163,500
| New | +$2.8M |
|
925
CALL
JetBlue
JBLU
$2.13B
| $2.54M | ﹤0.01% |
147,500
-7,200
| -5% | -$123K |
|
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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.