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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 | |
|---|---|---|---|---|---|---|
1226
PUT
Healthpeak Properties
DOC
$14.8B
| $1.09M | ﹤0.01% |
31,403
-11,858
| -27% | -$415K |
|
|
SINA
1227
DELISTED
Sina Corp
SINA
| $1.09M | ﹤0.01% |
14,713
-52,494
| -78% | -$3.47M |
|
1228
PUT
Dover
DOV
$28.4B
| $1.08M | ﹤0.01% |
18,199
+8,171
| +81% | +$473K |
|
|
SEE
1229
PUT
DELISTED
Sealed Air
SEE
| $1.08M | ﹤0.01% |
23,600
+22,500
| +2,045% | +$1.06M |
|
|
NTUS
1230
PUT
DELISTED
Natus Medical Inc
NTUS
| $1.08M | ﹤0.01% |
27,500
| – | – |
|
1231
CALL
Rockwell Automation
ROK
$49B
| $1.08M | ﹤0.01% |
8,800
+3,500
| +66% | +$409K |
|
1232
CALL
Kraft Heinz
KHC
$30B
| $1.07M | ﹤0.01% |
12,000
-20,900
| -64% | -$1.85M |
|
1233
Kroger
KR
$34.8B
| $1.07M | ﹤0.01% |
36,187
+36,141
| +78,567% | +$1.2M |
|
1234
PUT
Progressive
PGR
$125B
| $1.07M | ﹤0.01% |
34,000
+20,800
| +158% | +$677K |
|
1235
CALL
Western Union
WU
$2.21B
| $1.06M | ﹤0.01% |
51,100
+49,100
| +2,455% | +$1.01M |
|
1236
CALL
Open Text
OTEX
$6.04B
| $1.06M | ﹤0.01% |
32,800
+24,800
| +310% | +$775K |
|
1237
PUT
NetEase
NTES
$84.7B
| $1.06M | ﹤0.01% |
22,000
+6,000
| +38% | +$255K |
|
1238
PUT
Olin
OLN
$2.12B
| $1.05M | ﹤0.01% |
51,400
-44,000
| -46% | -$947K |
|
1239
AerCap
AER
$23.8B
| $1.05M | ﹤0.01% |
+27,204
| New | +$1.03M |
|
1240
CALL
Genuine Parts
GPC
$18.7B
| $1.04M | ﹤0.01% |
10,400
+6,500
| +167% | +$659K |
|
1241
CALL
Zillow
ZG
$7.63B
| $1.03M | ﹤0.01% |
30,000
| – | – |
|
1242
Johnson Controls International
JCI
$92.2B
| $1.03M | ﹤0.01% |
+22,139
| New | +$1.03M |
|
1243
PUT
Viatris
VTRS
$18.9B
| $1.03M | ﹤0.01% |
27,000
| – | – |
|
1244
CALL
Check Point Software Technologies
CHKP
$13.1B
| $1.01M | ﹤0.01% |
13,100
-3,000
| -19% | -$233K |
|
|
APC
1245
CALL
DELISTED
Anadarko Petroleum
APC
| $1.01M | ﹤0.01% |
16,000
+6,000
| +60% | +$334K |
|
|
ARRY
1246
PUT
DELISTED
Array Biopharma Inc
ARRY
| $1.01M | ﹤0.01% |
150,000
-90,000
| -38% | -$348K |
|
|
ISEE
1247
PUT
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $1.01M | ﹤0.01% |
21,900
-2,100
| -9% | -$118K |
|
|
CTXS
1248
DELISTED
Citrix Systems Inc
CTXS
| $1.01M | ﹤0.01% |
14,885
+10,082
| +210% | +$687K |
|
1249
PUT
ArcelorMittal
MT
$55.3B
| $1.01M | ﹤0.01% |
55,633
+28,666
| +106% | +$508K |
|
|
ENDP
1250
CALL
DELISTED
Endo International plc
ENDP
| $1.01M | ﹤0.01% |
+50,000
| New | +$994K |
|
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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.