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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 | |
|---|---|---|---|---|---|---|
|
CHK
1076
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $1.57M | ﹤0.01% |
1,250
-1,400
| -53% | -$1.61M |
|
1077
Intercontinental Exchange
ICE
$84.7B
| $1.56M | ﹤0.01% |
+29,020
| New | +$1.58M |
|
1078
CALL
Marriott Vacations Worldwide
VAC
$3.92B
| $1.56M | ﹤0.01% |
21,300
+19,300
| +965% | +$1.43M |
|
|
NGD
1079
DELISTED
New Gold Inc
NGD
| $1.55M | ﹤0.01% |
356,134
-129,253
| -27% | -$644K |
|
|
LNKD
1080
CALL
DELISTED
LinkedIn Corporation
LNKD
| $1.55M | ﹤0.01% |
8,100
-8,100
| -50% | -$1.55M |
|
|
PXD
1081
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
| $1.54M | ﹤0.01% |
8,300
-11,800
| -59% | -$2.01M |
|
1082
PUT
Amphenol
APH
$209B
| $1.54M | ﹤0.01% |
94,800
+82,800
| +690% | +$1.26M |
|
1083
CALL
Cathay General Bancorp
CATY
$4.22B
| $1.54M | ﹤0.01% |
50,000
| – | – |
|
|
CHL
1084
CALL
DELISTED
China Mobile Limited
CHL
| $1.54M | ﹤0.01% |
25,000
-80,000
| -76% | -$4.91M |
|
1085
CALL
Cinemark Holdings
CNK
$4.36B
| $1.53M | ﹤0.01% |
+40,000
| New | +$1.51M |
|
1086
PUT
Darling Ingredients
DAR
$10B
| $1.52M | ﹤0.01% |
+112,900
| New | +$1.63M |
|
1087
PUT
Danaher
DHR
$147B
| $1.52M | ﹤0.01% |
21,883
+17,122
| +360% | +$1.21M |
|
1088
PUT
Jazz Pharmaceuticals
JAZZ
$16.7B
| $1.52M | ﹤0.01% |
+12,500
| New | +$1.68M |
|
|
DATA
1089
DELISTED
Tableau Software, Inc.
DATA
| $1.52M | ﹤0.01% |
27,473
+24,241
| +750% | +$1.33M |
|
1090
PUT
Public Storage
PSA
$60.7B
| $1.52M | ﹤0.01% |
6,800
+5,500
| +423% | +$1.28M |
|
|
SIX
1091
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
| $1.52M | ﹤0.01% |
28,300
+24,100
| +574% | +$1.3M |
|
1092
PUT
Bunge Global
BG
$21.7B
| $1.51M | ﹤0.01% |
+25,500
| New | +$1.59M |
|
|
YHOO
1093
CALL
DELISTED
Yahoo Inc
YHOO
| $1.51M | ﹤0.01% |
35,000
-1,060,300
| -97% | -$43.5M |
|
1094
Altria Group
MO
$110B
| $1.51M | ﹤0.01% |
+23,850
| New | +$1.58M |
|
1095
CALL
BHP
BHP
$230B
| $1.51M | ﹤0.01% |
48,764
-443,691
| -90% | -$12.2M |
|
1096
PUT
Invesco DB Agriculture Fund
DBA
$1.24B
| $1.5M | ﹤0.01% |
75,000
| – | – |
|
1097
PUT
CarMax
KMX
$8.44B
| $1.5M | ﹤0.01% |
28,100
-700
| -2% | -$39.7K |
|
1098
PUT
Weibo
WB
$1.96B
| $1.49M | ﹤0.01% |
29,750
+27,750
| +1,388% | +$1.15M |
|
1099
CALL
Dollar General
DG
$27.2B
| $1.49M | ﹤0.01% |
21,300
-69,800
| -77% | -$5.91M |
|
1100
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.87B
| $1.49M | ﹤0.01% |
55,446
-152,434
| -73% | -$4.03M |
|
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.