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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 | |
|---|---|---|---|---|---|---|
1001
CALL
AerCap
AER
$23.5B
| $2.02M | ﹤0.01% |
52,500
+36,900
| +237% | +$1.39M |
|
1002
CALL
SAP
SAP
$241B
| $2.01M | ﹤0.01% |
+22,000
| New | +$1.89M |
|
1003
CALL
Chubb
CB
$134B
| $2.01M | ﹤0.01% |
16,000
-32,800
| -67% | -$4.16M |
|
1004
CALL
Restaurant Brands International
QSR
$25.4B
| $2.01M | ﹤0.01% |
45,000
-900
| -2% | -$40.8K |
|
|
ENBL
1005
CALL
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
| $2M | ﹤0.01% |
+130,900
| New | +$1.84M |
|
1006
PUT
UnitedHealth
UNH
$371B
| $1.99M | ﹤0.01% |
14,200
-12,500
| -47% | -$1.75M |
|
1007
PUT
Sony
SONY
$140B
| $1.99M | ﹤0.01% |
299,000
-107,000
| -26% | -$686K |
|
1008
PUT
Aflac
AFL
$61.2B
| $1.98M | ﹤0.01% |
55,200
-120,800
| -69% | -$4.4M |
|
|
HIMX
1009
Himax Technologies
HIMX
$2.57B
| $1.98M | ﹤0.01% |
230,628
+54,358
| +31% | +$509K |
|
1010
PUT
M&T Bank
MTB
$36.3B
| $1.97M | ﹤0.01% |
17,000
+600
| +4% | +$69.7K |
|
1011
CALL
Realty Income
O
$58.6B
| $1.97M | ﹤0.01% |
+30,341
| New | +$2M |
|
|
DFS
1012
DELISTED
Discover Financial Services
DFS
| $1.96M | ﹤0.01% |
+34,671
| New | +$1.99M |
|
|
MNDT
1013
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
| $1.96M | ﹤0.01% |
132,700
+121,700
| +1,106% | +$1.87M |
|
|
HOLX
1014
CALL
DELISTED
Hologic
HOLX
| $1.94M | ﹤0.01% |
+50,000
| New | +$1.89M |
|
|
MXWL
1015
PUT
DELISTED
Maxwell Technologies Inc
MXWL
| $1.94M | ﹤0.01% |
375,000
+300,000
| +400% | +$1.56M |
|
|
TAHO
1016
CALL
DELISTED
Tahoe Resources Inc
TAHO
| $1.93M | ﹤0.01% |
150,000
-134,800
| -47% | -$2M |
|
1017
Automatic Data Processing
ADP
$109B
| $1.91M | ﹤0.01% |
21,669
+14,592
| +206% | +$1.32M |
|
1018
CALL
Kohl's
KSS
$2.16B
| $1.91M | ﹤0.01% |
43,600
+33,200
| +319% | +$1.39M |
|
1019
CALL
LGI Homes
LGIH
$1.32B
| $1.91M | ﹤0.01% |
+51,800
| New | +$1.83M |
|
1020
Eaton
ETN
$173B
| $1.91M | ﹤0.01% |
29,018
-31,801
| -52% | -$2.06M |
|
|
WWAV
1021
CALL
DELISTED
The WhiteWave Foods Company
WWAV
| $1.91M | ﹤0.01% |
35,000
+24,200
| +224% | +$1.33M |
|
|
AGU
1022
PUT
DELISTED
Agrium
AGU
| $1.9M | ﹤0.01% |
21,000
-18,400
| -47% | -$1.69M |
|
1023
PUT
Labcorp
LH
$26.1B
| $1.9M | ﹤0.01% |
16,063
+5,354
| +50% | +$631K |
|
|
GAP
1024
The Gap Inc
GAP
$7.74B
| $1.9M | ﹤0.01% |
+85,227
| New | +$2.06M |
|
1025
PUT
Best Buy
BBY
$17.4B
| $1.89M | ﹤0.01% |
49,600
-32,700
| -40% | -$1.15M |
|
Similar funds
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.