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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 | |
|---|---|---|---|---|---|---|
1351
Methanex
MEOH
$4.12B
| $746K | ﹤0.01% |
20,914
+17,009
| +436% | +$501K |
|
|
DNKN
1352
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $744K | ﹤0.01% |
14,300
-70,900
| -83% | -$3.37M |
|
1353
Harley-Davidson
HOG
$2.71B
| $739K | ﹤0.01% |
14,043
+9,616
| +217% | +$497K |
|
1354
CALL
Newell Brands
NWL
$2.56B
| $737K | ﹤0.01% |
+14,000
| New | +$724K |
|
1355
CALL
Chemours
CC
$2.37B
| $736K | ﹤0.01% |
46,000
+36,000
| +360% | +$411K |
|
1356
CALL
GATX Corp
GATX
$6.27B
| $735K | ﹤0.01% |
16,500
| – | – |
|
1357
iShares MSCI Germany ETF
EWG
$1.68B
| $732K | ﹤0.01% |
27,866
-12,486
| -31% | -$320K |
|
|
GG
1358
DELISTED
Goldcorp Inc
GG
| $732K | ﹤0.01% |
+44,323
| New | +$781K |
|
1359
CALL
Blackrock
BLK
$176B
| $725K | ﹤0.01% |
2,000
-11,100
| -85% | -$4.04M |
|
|
RICE
1360
DELISTED
Rice Energy Inc.
RICE
| $724K | ﹤0.01% |
+27,730
| New | +$688K |
|
1361
CALL
KeyCorp
KEY
$24.4B
| $718K | ﹤0.01% |
59,000
+2,300
| +4% | +$27.5K |
|
|
SSNI
1362
CALL
DELISTED
Silver Spring Networks, Inc.
SSNI
| $709K | ﹤0.01% |
50,000
+40,500
| +426% | +$535K |
|
|
CBI
1363
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
| $707K | ﹤0.01% |
25,200
+200
| +0.8% | +$6.49K |
|
1364
PUT
Westlake Corp
WLK
$9.9B
| $706K | ﹤0.01% |
13,200
+12,200
| +1,220% | +$589K |
|
|
WR
1365
DELISTED
Westar Energy Inc
WR
| $706K | ﹤0.01% |
+12,439
| New | +$688K |
|
1366
CALL
Ingredion
INGR
$6.58B
| $705K | ﹤0.01% |
5,300
-4,300
| -45% | -$574K |
|
1367
CALL
Thor Industries
THO
$4.14B
| $703K | ﹤0.01% |
+8,300
| New | +$645K |
|
1368
Advanced Micro Devices
AMD
$789B
| $701K | ﹤0.01% |
101,437
+37,284
| +58% | +$238K |
|
1369
CALL
Graphic Packaging
GPK
$3.58B
| $700K | ﹤0.01% |
+50,000
| New | +$687K |
|
1370
ProShares UltraShort S&P500
SDS
$369M
| $698K | ﹤0.01% |
+426
| New | +$709K |
|
1371
PUT
Ashland
ASH
$3.5B
| $696K | ﹤0.01% |
12,264
-32,704
| -73% | -$1.88M |
|
|
TERP
1372
PUT
DELISTED
TerraForm Power, Inc
TERP
| $696K | ﹤0.01% |
50,000
| – | – |
|
1373
Flowers Foods
FLO
$1.57B
| $695K | ﹤0.01% |
45,950
+45,058
| +5,051% | +$747K |
|
1374
Acadia Healthcare
ACHC
$2.94B
| $693K | ﹤0.01% |
13,990
+7,319
| +110% | +$381K |
|
|
PE
1375
DELISTED
PARSLEY ENERGY INC
PE
| $692K | ﹤0.01% |
+20,654
| New | +$646K |
|
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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.