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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 | |
|---|---|---|---|---|---|---|
1551
CALL
SiriusXM
SIRI
$10.1B
| $419K | ﹤0.01% |
10,060
+4,460
| +80% | +$186K |
|
1552
PUT
Royal Bank of Canada
RY
$293B
| $416K | ﹤0.01% |
+6,700
| New | +$412K |
|
1553
Zillow
Z
$7.56B
| $415K | ﹤0.01% |
11,963
+7,424
| +164% | +$266K |
|
1554
Teck Resources
TECK
$32.6B
| $414K | ﹤0.01% |
+22,978
| New | +$366K |
|
1555
CALL
Old Dominion Freight Line
ODFL
$44.9B
| $412K | ﹤0.01% |
+18,000
| New | +$407K |
|
1556
PUT
Ameriprise Financial
AMP
$48.8B
| $409K | ﹤0.01% |
4,100
+100
| +3% | +$9.69K |
|
|
HBI
1557
CALL
DELISTED
Hanesbrands
HBI
| $408K | ﹤0.01% |
16,100
+11,700
| +266% | +$308K |
|
1558
HSBC
HSBC
$356B
| $408K | ﹤0.01% |
+12,000
| New | +$377K |
|
1559
KKR & Co
KKR
$92.3B
| $407K | ﹤0.01% |
+28,563
| New | +$405K |
|
1560
L3Harris
LHX
$53.4B
| $406K | ﹤0.01% |
+4,436
| New | +$394K |
|
|
WFM
1561
PUT
DELISTED
Whole Foods Market Inc
WFM
| $406K | ﹤0.01% |
14,300
-161,900
| -92% | -$4.98M |
|
1562
CALL
Cimpress
CMPR
$2.31B
| $405K | ﹤0.01% |
4,000
+600
| +18% | +$58.5K |
|
1563
PUT
Helmerich & Payne
HP
$3.71B
| $405K | ﹤0.01% |
6,000
-6,000
| -50% | -$377K |
|
|
ACHN
1564
CALL
DELISTED
Achillion Pharmaceuticals
ACHN
| $405K | ﹤0.01% |
50,000
| – | – |
|
1565
CALL
ServiceNow
NOW
$129B
| $403K | ﹤0.01% |
25,500
-271,500
| -91% | -$4M |
|
1566
Snap-on
SNA
$21.5B
| $401K | ﹤0.01% |
+2,640
| New | +$408K |
|
1567
PUT
Fortinet
FTNT
$117B
| $400K | ﹤0.01% |
+54,000
| New | +$377K |
|
1568
PUT
Unilever
UL
$136B
| $399K | ﹤0.01% |
7,467
+3,911
| +110% | +$207K |
|
1569
PUT
Williams-Sonoma
WSM
$29.6B
| $398K | ﹤0.01% |
+15,600
| New | +$408K |
|
|
PAY
1570
PUT
DELISTED
Verifone Systems Inc
PAY
| $398K | ﹤0.01% |
+25,300
| New | +$460K |
|
1571
PUT
Canadian Natural Resources
CNQ
$93.8B
| $397K | ﹤0.01% |
+25,321
| New | +$385K |
|
|
CA
1572
PUT
DELISTED
CA, Inc.
CA
| $397K | ﹤0.01% |
12,000
+4,000
| +50% | +$135K |
|
1573
CALL
A.O. Smith
AOS
$8.7B
| $396K | ﹤0.01% |
8,000
-12,000
| -60% | -$561K |
|
1574
PUT
Ryder
R
$10.1B
| $396K | ﹤0.01% |
6,000
+3,300
| +122% | +$216K |
|
|
IOC
1575
DELISTED
Interoil Corporation
IOC
| $396K | ﹤0.01% |
7,781
+5,242
| +206% | +$257K |
|
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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.