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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 | |
|---|---|---|---|---|---|---|
1276
PUT
NOV
NOV
$7B
| $923K | ﹤0.01% |
25,100
-26,900
| -52% | -$903K |
|
1277
CALL
Sony
SONY
$138B
| $923K | ﹤0.01% |
139,000
+63,500
| +84% | +$407K |
|
1278
CALL
Labcorp
LH
$25.9B
| $921K | ﹤0.01% |
7,799
-19,904
| -72% | -$2.35M |
|
|
WFT
1279
PUT
DELISTED
Weatherford International plc
WFT
| $921K | ﹤0.01% |
163,800
+68,500
| +72% | +$389K |
|
1280
CALL
Eaton
ETN
$174B
| $919K | ﹤0.01% |
14,000
+7,300
| +109% | +$472K |
|
|
TRCO
1281
CALL
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
| $913K | ﹤0.01% |
25,000
| – | – |
|
1282
Cracker Barrel
CBRL
$1.29B
| $912K | ﹤0.01% |
6,899
+4,056
| +143% | +$623K |
|
1283
PUT
Roper Technologies
ROP
$39.8B
| $912K | ﹤0.01% |
5,000
-14,100
| -74% | -$2.46M |
|
1284
PUT
Under Armour Class C
UA
$2.53B
| $908K | ﹤0.01% |
26,800
-155,700
| -85% | -$5.62M |
|
1285
PUT
Regions Financial
RF
$26.8B
| $903K | ﹤0.01% |
91,600
+64,600
| +239% | +$605K |
|
1286
PUT
Pentair
PNR
$11B
| $899K | ﹤0.01% |
20,846
+8,041
| +63% | +$339K |
|
|
CLVS
1287
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
| $898K | ﹤0.01% |
+24,900
| New | +$534K |
|
1288
PUT
Aon
AON
$76B
| $889K | ﹤0.01% |
7,900
-24,200
| -75% | -$2.67M |
|
1289
Darling Ingredients
DAR
$9.44B
| $875K | ﹤0.01% |
+64,746
| New | +$934K |
|
1290
Reinsurance Group of America
RGA
$16.1B
| $874K | ﹤0.01% |
+8,096
| New | +$826K |
|
1291
PUT
Marriott Vacations Worldwide
VAC
$4.25B
| $873K | ﹤0.01% |
+11,900
| New | +$883K |
|
1292
Mohawk Industries
MHK
$9.22B
| $872K | ﹤0.01% |
4,351
-3,852
| -47% | -$792K |
|
|
WFT
1293
CALL
DELISTED
Weatherford International plc
WFT
| $871K | ﹤0.01% |
+155,100
| New | +$881K |
|
1294
CALL
WIX.com
WIX
$2.52B
| $869K | ﹤0.01% |
+20,000
| New | +$762K |
|
|
ATW
1295
PUT
DELISTED
Atwood Oceanics
ATW
| $869K | ﹤0.01% |
+100,000
| New | +$949K |
|
1296
CALL
Prologis
PLD
$133B
| $867K | ﹤0.01% |
16,200
+12,800
| +376% | +$675K |
|
|
JJG
1297
DELISTED
iPath Bloomberg Grains Subindex Total Return ETN due October 22, 2037
JJG
| $862K | ﹤0.01% |
30,997
-10,704
| -26% | -$308K |
|
1298
PUT
KB Home
KBH
$3.59B
| $859K | ﹤0.01% |
53,300
-12,600
| -19% | -$198K |
|
1299
CALL
Cameco
CCJ
$42.4B
| $856K | ﹤0.01% |
100,000
| – | – |
|
1300
PUT
British American Tobacco
BTI
$128B
| $855K | ﹤0.01% |
+13,400
| New | +$850K |
|
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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.