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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 | |
|---|---|---|---|---|---|---|
1726
IPG Photonics
IPGP
$3.84B
| $269K | ﹤0.01% |
+3,268
| New | +$273K |
|
1727
CALL
Oshkosh
OSK
$9.59B
| $269K | ﹤0.01% |
+4,800
| New | +$253K |
|
1728
iShares TIPS Bond ETF
TIP
$14.7B
| $269K | ﹤0.01% |
2,309
+2,308
| +230,800% | +$268K |
|
1729
PUT
Realty Income
O
$59.1B
| $268K | ﹤0.01% |
4,128
-16,202
| -80% | -$1.07M |
|
|
AVP
1730
DELISTED
Avon Products, Inc.
AVP
| $268K | ﹤0.01% |
47,353
+19,965
| +73% | +$99.7K |
|
1731
PUT
KeyCorp
KEY
$24.4B
| $267K | ﹤0.01% |
22,000
+20,000
| +1,000% | +$239K |
|
|
EXPR
1732
DELISTED
Express, Inc.
EXPR
| $267K | ﹤0.01% |
+1,134
| New | +$307K |
|
1733
Huntington Bancshares
HBAN
$35.5B
| $266K | ﹤0.01% |
27,024
-30,194
| -53% | -$288K |
|
1734
PUT
Truist Financial
TFC
$64B
| $263K | ﹤0.01% |
7,000
-6,300
| -47% | -$235K |
|
1735
CALL
Vornado Realty Trust
VNO
$7.38B
| $263K | ﹤0.01% |
+3,216
| New | +$267K |
|
1736
CALL
XPO
XPO
$23.7B
| $263K | ﹤0.01% |
+20,818
| New | +$235K |
|
|
BEAV
1737
CALL
DELISTED
B/E Aerospace Inc
BEAV
| $263K | ﹤0.01% |
5,100
-21,700
| -81% | -$1.05M |
|
1738
Williams-Sonoma
WSM
$29.6B
| $262K | ﹤0.01% |
10,274
-5,236
| -34% | -$137K |
|
|
SONC
1739
CALL
DELISTED
Sonic Corp
SONC
| $261K | ﹤0.01% |
10,000
-156,600
| -94% | -$4.31M |
|
1740
Bread Financial
BFH
$4.38B
| $259K | ﹤0.01% |
1,512
+1,076
| +247% | +$183K |
|
1741
PUT
Equity Residential
EQR
$25.1B
| $258K | ﹤0.01% |
4,000
-16,600
| -81% | -$1.11M |
|
1742
PUT
Power Integrations
POWI
$3.61B
| $258K | ﹤0.01% |
8,200
+4,200
| +105% | +$119K |
|
1743
PUT
TE Connectivity
TEL
$62.6B
| $258K | ﹤0.01% |
4,000
+2,000
| +100% | +$122K |
|
|
BID
1744
CALL
DELISTED
Sotheby's
BID
| $258K | ﹤0.01% |
6,800
+4,800
| +240% | +$170K |
|
|
IDTI
1745
PUT
DELISTED
Integrated Device Technology I
IDTI
| $258K | ﹤0.01% |
11,200
+2,100
| +23% | +$43.4K |
|
1746
PUT
American Electric Power
AEP
$68.4B
| $257K | ﹤0.01% |
4,000
-14,200
| -78% | -$955K |
|
1747
PUT
Copart
CPRT
$27.5B
| $257K | ﹤0.01% |
38,400
+25,600
| +200% | +$163K |
|
1748
CALL
Equifax
EFX
$21.4B
| $256K | ﹤0.01% |
1,900
-5,200
| -73% | -$689K |
|
1749
CALL
Pentair
PNR
$11B
| $256K | ﹤0.01% |
5,956
| – | – |
|
1750
Teradata
TDC
$2.55B
| $256K | ﹤0.01% |
8,247
-12,708
| -61% | -$378K |
|
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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.