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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 | |
|---|---|---|---|---|---|---|
1476
CALL
Opko Health
OPK
$1.02B
| $530K | ﹤0.01% |
+50,000
| New | +$498K |
|
|
CLVS
1477
PUT
DELISTED
Clovis Oncology, Inc.
CLVS
| $530K | ﹤0.01% |
+14,700
| New | +$315K |
|
1478
Cadence Design Systems
CDNS
$93.4B
| $528K | ﹤0.01% |
20,683
-8,502
| -29% | -$213K |
|
1479
CALL
MBIA
MBI
$260M
| $526K | ﹤0.01% |
67,500
+900
| +1% | +$7.08K |
|
|
FBR
1480
DELISTED
Fibria Celulose Sa
FBR
| $526K | ﹤0.01% |
+74,368
| New | +$492K |
|
1481
Mercado Libre
MELI
$92.3B
| $522K | ﹤0.01% |
2,824
-3,712
| -57% | -$615K |
|
1482
CALL
Boston Properties
BXP
$11.1B
| $518K | ﹤0.01% |
3,800
-38,500
| -91% | -$5.34M |
|
1483
CALL
Casey's General Stores
CASY
$30.9B
| $516K | ﹤0.01% |
+4,300
| New | +$554K |
|
1484
PUT
Abercrombie & Fitch
ANF
$5B
| $514K | ﹤0.01% |
32,300
-93,000
| -74% | -$1.8M |
|
1485
Under Armour Class C
UA
$2.53B
| $513K | ﹤0.01% |
15,152
+4,500
| +42% | +$162K |
|
1486
CALL
British American Tobacco
BTI
$128B
| $511K | ﹤0.01% |
+8,000
| New | +$507K |
|
|
SPLK
1487
CALL
DELISTED
Splunk Inc
SPLK
| $511K | ﹤0.01% |
8,700
-77,100
| -90% | -$4.62M |
|
1488
CALL
Omnicom Group
OMC
$23.4B
| $510K | ﹤0.01% |
+6,000
| New | +$503K |
|
1489
Charter Communications
CHTR
$18.2B
| $509K | ﹤0.01% |
+1,887
| New | +$477K |
|
1490
PUT
Lennar Class A
LEN
$21.2B
| $509K | ﹤0.01% |
12,607
-73,959
| -85% | -$3.28M |
|
|
HAR
1491
CALL
DELISTED
Harman International Industries
HAR
| $507K | ﹤0.01% |
6,000
+200
| +3% | +$16.4K |
|
1492
CALL
S&P Global
SPGI
$120B
| $506K | ﹤0.01% |
+4,000
| New | +$480K |
|
|
PHH
1493
PUT
DELISTED
PHH Corporation
PHH
| $506K | ﹤0.01% |
35,000
| – | – |
|
1494
PUT
Jabil
JBL
$35.8B
| $500K | ﹤0.01% |
22,900
+16,400
| +252% | +$341K |
|
1495
CALL
AutoNation
AN
$6.92B
| $496K | ﹤0.01% |
10,200
+8,700
| +580% | +$428K |
|
1496
PUT
Box
BOX
$4.6B
| $494K | ﹤0.01% |
31,300
+2,000
| +7% | +$25.3K |
|
1497
PUT
Timken Company
TKR
$9.03B
| $492K | ﹤0.01% |
+14,000
| New | +$461K |
|
1498
Cboe Global Markets
CBOE
$29.9B
| $490K | ﹤0.01% |
+7,560
| New | +$515K |
|
1499
CALL
Kroger
KR
$34.8B
| $489K | ﹤0.01% |
16,500
-10,100
| -38% | -$336K |
|
|
CA
1500
DELISTED
CA, Inc.
CA
| $489K | ﹤0.01% |
14,795
+11,817
| +397% | +$398K |
|
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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.