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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 | |
|---|---|---|---|---|---|---|
|
DNY
1151
CALL
DELISTED
DONNELLEY R R & SONS CO
DNY
| $1.3M | ﹤0.01% |
82,896
+42,896
| +107% | +$674K |
|
|
DNY
1152
PUT
DELISTED
DONNELLEY R R & SONS CO
DNY
| $1.3M | ﹤0.01% |
+82,500
| New | +$1.3M |
|
1153
PUT
Constellium
CSTM
$3.97B
| $1.3M | ﹤0.01% |
+180,000
| New | +$1.08M |
|
|
ETP
1154
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $1.29M | ﹤0.01% |
35,000
| – | – |
|
1155
PUT
Ambarella
AMBA
$3.69B
| $1.29M | ﹤0.01% |
17,500
+11,100
| +173% | +$695K |
|
1156
PUT
Welltower
WELL
$169B
| $1.29M | ﹤0.01% |
17,200
+1,700
| +11% | +$130K |
|
1157
CALL
Digital Realty Trust
DLR
$70.5B
| $1.28M | ﹤0.01% |
13,200
+11,200
| +560% | +$1.14M |
|
|
EEP
1158
DELISTED
Enbridge Energy Partners
EEP
| $1.28M | ﹤0.01% |
+50,384
| New | +$1.21M |
|
1159
Eli Lilly
LLY
$1.08T
| $1.28M | ﹤0.01% |
+15,941
| New | +$1.28M |
|
1160
PUT
Bank of Montreal
BMO
$127B
| $1.28M | ﹤0.01% |
+19,500
| New | +$1.27M |
|
1161
PUT
GoPro
GPRO
$120M
| $1.28M | ﹤0.01% |
76,700
-132,300
| -63% | -$1.82M |
|
1162
Diageo
DEO
$53.7B
| $1.28M | ﹤0.01% |
+11,006
| New | +$1.26M |
|
1163
PUT
Teradata
TDC
$2.56B
| $1.27M | ﹤0.01% |
41,000
+3,100
| +8% | +$92.3K |
|
1164
CALL
T. Rowe Price
TROW
$24.3B
| $1.27M | ﹤0.01% |
19,100
+1,200
| +7% | +$83.6K |
|
1165
PUT
Bread Financial
BFH
$4.35B
| $1.26M | ﹤0.01% |
+7,393
| New | +$1.26M |
|
1166
Hershey
HSY
$36.6B
| $1.26M | ﹤0.01% |
13,190
-48,552
| -79% | -$5.14M |
|
1167
PUT
Southwest Airlines
LUV
$22.1B
| $1.25M | ﹤0.01% |
32,100
-176,400
| -85% | -$6.71M |
|
1168
Jazz Pharmaceuticals
JAZZ
$16.7B
| $1.25M | ﹤0.01% |
+10,257
| New | +$1.38M |
|
1169
PUT
Cracker Barrel
CBRL
$1.24B
| $1.24M | ﹤0.01% |
9,400
+2,000
| +27% | +$307K |
|
1170
CALL
Sanofi
SNY
$105B
| $1.24M | ﹤0.01% |
+32,500
| New | +$1.3M |
|
1171
VistaGen Therapeutics
VTGN
$11.9M
| $1.24M | ﹤0.01% |
9,733
-70
| -0.7% | -$7.6K |
|
1172
Berkshire Hathaway Class B
BRK.B
$1.15T
| $1.23M | ﹤0.01% |
+8,525
| New | +$1.25M |
|
1173
3D Systems Corp
DDD
$616M
| $1.23M | ﹤0.01% |
68,417
+9,439
| +16% | +$142K |
|
1174
PUT
Lear
LEA
$8.06B
| $1.23M | ﹤0.01% |
+10,100
| New | +$1.15M |
|
|
EQY
1175
CALL
DELISTED
Equity One
EQY
| $1.22M | ﹤0.01% |
+40,000
| New | +$1.26M |
|
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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.