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Parallax Volatility Advisers

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
Cap. Flow
+$724M
Cap. Flow %
1.34%
Top 10 Hldgs %
49.67%
Holding
4,754
New
1,010
Increased
848
Reduced
831
Closed
714

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$229M
2
MDLZ icon
Mondelez International
MDLZ
+$142M
3
GM icon
General Motors
GM
+$104M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$96.1M
5
META icon
Meta Platforms (Facebook)
META
+$63.1M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$127M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$72.6M
3
MS icon
Morgan Stanley
MS
+$67.2M
4
QCOM icon
Qualcomm
QCOM
+$46.1M
5
AAL icon
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
HPQ icon
951
CALL
HP
HPQ
$27.3B
$2.38M ﹤0.01%
153,500
+100,600
+190% +$1.43M
VTRS icon
952
CALL
Viatris
VTRS
$18.7B
$2.38M ﹤0.01%
62,400
-117,600
-65% -$5.23M
YHOO
953
PUT
DELISTED
Yahoo Inc
YHOO
$2.37M ﹤0.01%
55,000
-374,000
-87% -$15.3M
ASML icon
954
CALL
ASML
ASML
$666B
$2.37M ﹤0.01%
21,600
+15,200
+238% +$1.61M
RH icon
955
PUT
RH
RH
$3.47B
$2.35M ﹤0.01%
67,900
+46,700
+220% +$1.49M
BBY icon
956
Best Buy
BBY
$17.4B
$2.31M ﹤0.01%
+60,616
New +$2.13M
PBR icon
957
Petrobras
PBR
$118B
$2.31M ﹤0.01%
247,668
-45,487
-16% -$399K
CAG icon
958
Conagra Brands
CAG
$7.07B
$2.31M ﹤0.01%
62,950
-106,444
-63% -$3.82M
CYH icon
959
PUT
Community Health Systems
CYH
$415M
$2.31M ﹤0.01%
200,000
-600,000
-75% -$6.92M
XPO icon
960
PUT
XPO
XPO
$23.5B
$2.3M ﹤0.01%
181,290
+109,005
+151% +$1.23M
CFG icon
961
CALL
Citizens Financial Group
CFG
$30.6B
$2.29M ﹤0.01%
92,900
+30,400
+49% +$699K
HIG icon
962
CALL
Hartford Financial Services
HIG
$38.7B
$2.29M ﹤0.01%
53,600
+6,500
+14% +$272K
BWLD
963
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
$2.29M ﹤0.01%
16,300
-98,000
-86% -$15.2M
DO
964
CALL
DELISTED
Diamond Offshore Drilling
DO
$2.29M ﹤0.01%
+130,000
New +$2.61M
MHK icon
965
PUT
Mohawk Industries
MHK
$9.19B
$2.28M ﹤0.01%
11,400
+1,800
+19% +$370K
NOV icon
966
NOV
NOV
$7.38B
$2.26M ﹤0.01%
61,407
+16,477
+37% +$553K
AMJ
967
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$2.25M ﹤0.01%
71,365
+71,364
+7,136,400% +$2.25M
WEC icon
968
CALL
WEC Energy
WEC
$34.6B
$2.23M ﹤0.01%
37,200
+24,200
+186% +$1.51M
MOS icon
969
The Mosaic Company
MOS
$7.46B
$2.23M ﹤0.01%
91,005
-180,538
-66% -$4.92M
TRGP icon
970
Targa Resources
TRGP
$57.1B
$2.22M ﹤0.01%
+45,287
New +$1.97M
DHI icon
971
CALL
D.R. Horton
DHI
$41B
$2.22M ﹤0.01%
73,600
-6,900
-9% -$221K
OLED icon
972
CALL
Universal Display
OLED
$4.16B
$2.22M ﹤0.01%
40,000
+34,100
+578% +$2.16M
CLX icon
973
CALL
Clorox
CLX
$13B
$2.21M ﹤0.01%
17,700
+600
+4% +$78.6K
SCHW
974
PUT
Charles Schwab
SCHW
$188B
$2.21M ﹤0.01%
70,100
-528,200
-88% -$15.5M
INTU icon
975
PUT
Intuit
INTU
$91.5B
$2.2M ﹤0.01%
20,000
+17,700
+770% +$1.98M
37 38
39
40 41

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HF
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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.