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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 | |
|---|---|---|---|---|---|---|
|
HES
1026
PUT
DELISTED
Hess
HES
| $1.88M | ﹤0.01% |
35,100
+12,700
| +57% | +$681K |
|
1027
CALL
Coty
COTY
$2.51B
| $1.88M | ﹤0.01% |
+80,000
| New | +$2.11M |
|
1028
Hartford Financial Services
HIG
$38.7B
| $1.88M | ﹤0.01% |
+43,912
| New | +$1.84M |
|
1029
Invesco DB Agriculture Fund
DBA
$1.24B
| $1.88M | ﹤0.01% |
93,901
+4,229
| +5% | +$87.7K |
|
1030
CALL
Martin Marietta Materials
MLM
$33B
| $1.86M | ﹤0.01% |
10,400
-54,800
| -84% | -$10.5M |
|
1031
Lumen
LUMN
$6.85B
| $1.86M | ﹤0.01% |
+67,703
| New | +$1.98M |
|
|
SWN
1032
CALL
DELISTED
Southwestern Energy Company
SWN
| $1.85M | ﹤0.01% |
134,000
-46,000
| -26% | -$638K |
|
1033
CALL
Lazard
LAZ
$4.16B
| $1.85M | ﹤0.01% |
50,800
+47,300
| +1,351% | +$1.65M |
|
1034
PUT
Itaú Unibanco
ITUB
$86.9B
| $1.83M | ﹤0.01% |
+379,150
| New | +$1.79M |
|
1035
PUT
Dick's Sporting Goods
DKS
$19.2B
| $1.83M | ﹤0.01% |
32,200
+30,200
| +1,510% | +$1.66M |
|
1036
CALL
Ecolab
ECL
$79.7B
| $1.83M | ﹤0.01% |
15,000
+11,300
| +305% | +$1.36M |
|
1037
PUT
FirstEnergy
FE
$27.1B
| $1.82M | ﹤0.01% |
55,100
+50,600
| +1,124% | +$1.72M |
|
1038
PUT
Marriott International
MAR
$90.9B
| $1.82M | ﹤0.01% |
27,000
-118,700
| -81% | -$8.37M |
|
1039
Under Armour
UAA
$2.5B
| $1.81M | ﹤0.01% |
46,926
-42,420
| -47% | -$1.71M |
|
1040
CALL
Hilton Worldwide
HLT
$70B
| $1.81M | ﹤0.01% |
26,333
-20,400
| -44% | -$1.44M |
|
1041
PUT
Johnson Controls International
JCI
$91.3B
| $1.8M | ﹤0.01% |
38,760
+33,030
| +576% | +$1.53M |
|
1042
Qorvo
QRVO
$8.56B
| $1.8M | ﹤0.01% |
32,356
+12,562
| +63% | +$713K |
|
1043
CALL
NetApp
NTAP
$39B
| $1.8M | ﹤0.01% |
50,100
+10,300
| +26% | +$314K |
|
1044
CALL
Vail Resorts
MTN
$5.21B
| $1.79M | ﹤0.01% |
11,400
+7,500
| +192% | +$1.14M |
|
|
CXO
1045
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.79M | ﹤0.01% |
13,000
+12,600
| +3,150% | +$1.6M |
|
|
ZNGA
1046
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $1.75M | ﹤0.01% |
600,000
+112,500
| +23% | +$314K |
|
1047
ON Semiconductor
ON
$31.1B
| $1.74M | ﹤0.01% |
+141,376
| New | +$1.46M |
|
|
CTXS
1048
PUT
DELISTED
Citrix Systems Inc
CTXS
| $1.74M | ﹤0.01% |
25,618
+21,976
| +603% | +$1.5M |
|
|
WUBA
1049
PUT
DELISTED
58.com Inc
WUBA
| $1.74M | ﹤0.01% |
36,400
-18,600
| -34% | -$909K |
|
1050
PUT
Kroger
KR
$34.6B
| $1.73M | ﹤0.01% |
58,200
-11,400
| -16% | -$379K |
|
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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.