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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 | |
|---|---|---|---|---|---|---|
1526
PUT
Worthington Enterprises
WOR
$2.86B
| $456K | ﹤0.01% |
+15,409
| New | +$412K |
|
1527
Edgewell Personal Care
EPC
$1.31B
| $455K | ﹤0.01% |
+5,725
| New | +$462K |
|
1528
PUT
Thomson Reuters
TRI
$44.1B
| $455K | ﹤0.01% |
9,479
-3,446
| -27% | -$167K |
|
1529
American Eagle Outfitters
AEO
$3.01B
| $450K | ﹤0.01% |
25,189
+7,743
| +44% | +$139K |
|
1530
CALL
Core Laboratories
CLB
$521M
| $449K | ﹤0.01% |
+4,000
| New | +$461K |
|
|
HDS
1531
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
| $448K | ﹤0.01% |
+14,000
| New | +$485K |
|
1532
Iron Mountain
IRM
$36.1B
| $447K | ﹤0.01% |
+11,910
| New | +$459K |
|
1533
CALL
Fortinet
FTNT
$117B
| $444K | ﹤0.01% |
60,000
+50,000
| +500% | +$349K |
|
1534
PUT
National Grid
NGG
$81.3B
| $441K | ﹤0.01% |
+6,427
| New | +$445K |
|
|
CLVS
1535
DELISTED
Clovis Oncology, Inc.
CLVS
| $441K | ﹤0.01% |
+12,230
| New | +$262K |
|
1536
CALL
McCormick & Company Non-Voting
MKC
$14.2B
| $440K | ﹤0.01% |
8,800
+800
| +10% | +$40.5K |
|
1537
Puma Biotechnology
PBYI
$454M
| $439K | ﹤0.01% |
+6,541
| New | +$331K |
|
1538
iShares Russell 2000 Growth ETF
IWO
$15B
| $437K | ﹤0.01% |
2,933
+2,932
| +293,200% | +$427K |
|
1539
PUT
Toll Brothers
TOL
$14.5B
| $437K | ﹤0.01% |
+14,600
| New | +$422K |
|
1540
CALL
FMC
FMC
$1.33B
| $435K | ﹤0.01% |
+10,377
| New | +$428K |
|
1541
PUT
Omnicom Group
OMC
$23.4B
| $434K | ﹤0.01% |
5,100
+3,100
| +155% | +$260K |
|
|
SNV
1542
PUT
DELISTED
Synovus
SNV
| $432K | ﹤0.01% |
13,300
+1,300
| +11% | +$40.8K |
|
1543
CALL
AGNC Investment
AGNC
$12.9B
| $430K | ﹤0.01% |
22,000
+7,100
| +48% | +$139K |
|
|
1544
PUT
AGNC Investment
AGNC
$12.9B
| $427K | ﹤0.01% |
21,900
-37,700
| -63% | -$739K |
|
|
CY
1545
PUT
DELISTED
Cypress Semiconductor
CY
| $426K | ﹤0.01% |
35,000
+33,000
| +1,650% | +$377K |
|
1546
Amkor Technology
AMKR
$13.7B
| $425K | ﹤0.01% |
43,717
+11,231
| +35% | +$90K |
|
|
JOY
1547
CALL
DELISTED
Joy Global Inc
JOY
| $424K | ﹤0.01% |
15,300
+3,900
| +34% | +$103K |
|
1548
CALL
Deutsche Bank
DB
$71.5B
| $422K | ﹤0.01% |
36,064
+33,600
| +1,364% | +$412K |
|
|
MRO
1549
DELISTED
Marathon Oil Corporation
MRO
| $422K | ﹤0.01% |
+26,673
| New | +$396K |
|
1550
PUT
Celanese
CE
$4.82B
| $419K | ﹤0.01% |
+6,300
| New | +$412K |
|
Similar funds
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.