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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 | |
|---|---|---|---|---|---|---|
|
ETFC
1126
PUT
DELISTED
E*Trade Financial Corporation
ETFC
| $1.38M | ﹤0.01% |
47,600
+45,600
| +2,280% | +$1.18M |
|
1127
PUT
Advanced Micro Devices
AMD
$773B
| $1.38M | ﹤0.01% |
200,000
+137,900
| +222% | +$880K |
|
|
PGTI
1128
CALL
DELISTED
PGT, Inc.
PGTI
| $1.37M | ﹤0.01% |
+128,800
| New | +$1.48M |
|
1129
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.29B
| $1.37M | ﹤0.01% |
12,467
+11,731
| +1,594% | +$1.28M |
|
1130
Kraft Heinz
KHC
$29.4B
| $1.37M | ﹤0.01% |
+15,328
| New | +$1.36M |
|
1131
CALL
NOV
NOV
$7.4B
| $1.37M | ﹤0.01% |
37,400
+27,400
| +274% | +$920K |
|
1132
Northern Trust
NTRS
$34.4B
| $1.37M | ﹤0.01% |
20,171
+17,159
| +570% | +$1.17M |
|
1133
Waste Management
WM
$90.5B
| $1.37M | ﹤0.01% |
21,481
+12,914
| +151% | +$844K |
|
1134
AutoZone
AZO
$50B
| $1.37M | ﹤0.01% |
+1,781
| New | +$1.39M |
|
1135
PUT
Ecolab
ECL
$79.5B
| $1.36M | ﹤0.01% |
11,200
-190,000
| -94% | -$22.9M |
|
1136
PUT
Terex
TEX
$7.57B
| $1.36M | ﹤0.01% |
53,600
+600
| +1% | +$14K |
|
1137
ProShares Ultra Bloomberg Crude Oil
UCO
$427M
| $1.36M | ﹤0.01% |
10,448
+9,568
| +1,087% | +$1.18M |
|
1138
Bunge Global
BG
$21.7B
| $1.35M | ﹤0.01% |
+22,820
| New | +$1.42M |
|
1139
CALL
Cognizant
CTSH
$26.3B
| $1.35M | ﹤0.01% |
28,400
-136,300
| -83% | -$7.75M |
|
1140
PUT
C.H. Robinson
CHRW
$17.4B
| $1.35M | ﹤0.01% |
19,100
-14,000
| -42% | -$982K |
|
1141
PUT
T. Rowe Price
TROW
$24.3B
| $1.34M | ﹤0.01% |
20,200
+17,000
| +531% | +$1.18M |
|
1142
PUT
Principal Financial Group
PFG
$24.4B
| $1.34M | ﹤0.01% |
+26,000
| New | +$1.22M |
|
1143
PUT
Boston Properties
BXP
$10.9B
| $1.34M | ﹤0.01% |
9,800
-1,000
| -9% | -$139K |
|
|
ARIA
1144
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $1.34M | ﹤0.01% |
97,592
-240,097
| -71% | -$2.41M |
|
|
FIT
1145
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $1.33M | ﹤0.01% |
+89,986
| New | +$1.31M |
|
|
WPX
1146
PUT
DELISTED
WPX Energy, Inc.
WPX
| $1.32M | ﹤0.01% |
100,000
| – | – |
|
1147
CALL
Kinross Gold
KGC
$32.7B
| $1.32M | ﹤0.01% |
313,100
+3,100
| +1% | +$14.9K |
|
|
TPH
1148
PUT
DELISTED
Tri Pointe Homes
TPH
| $1.32M | ﹤0.01% |
+100,000
| New | +$1.32M |
|
1149
PUT
Flowers Foods
FLO
$1.51B
| $1.31M | ﹤0.01% |
+86,900
| New | +$1.44M |
|
|
ASNA
1150
PUT
DELISTED
Ascena Retail Group, Inc.
ASNA
| $1.31M | ﹤0.01% |
11,695
-205
| -2% | -$31.1K |
|
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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.