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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 | |
|---|---|---|---|---|---|---|
1751
PUT
Annaly Capital Management
NLY
$17.4B
| $255K | ﹤0.01% |
6,075
+5,075
| +508% | +$220K |
|
1752
PUT
Precigen
PGEN
$2.59B
| $255K | ﹤0.01% |
9,182
-91,718
| -91% | -$2.43M |
|
|
SAVE
1753
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $255K | ﹤0.01% |
6,000
+3,900
| +186% | +$162K |
|
1754
CALL
Lennar Class A
LEN
$21.2B
| $254K | ﹤0.01% |
6,303
-20,907
| -77% | -$926K |
|
1755
Public Storage
PSA
$61.3B
| $254K | ﹤0.01% |
+1,138
| New | +$266K |
|
1756
PUT
Veeva Systems
VEEV
$37.4B
| $253K | ﹤0.01% |
6,100
-9,900
| -62% | -$384K |
|
|
XIN
1757
CALL
DELISTED
Xinyuan Real Estate
XIN
| $253K | ﹤0.01% |
+4,000
| New | +$230K |
|
1758
CALL
Methode Electronics
MEI
$592M
| $252K | ﹤0.01% |
7,200
+1,300
| +22% | +$45.7K |
|
1759
CALL
Televisa
TV
$1.49B
| $252K | ﹤0.01% |
9,800
-1,800
| -16% | -$47.5K |
|
|
SPLK
1760
PUT
DELISTED
Splunk Inc
SPLK
| $252K | ﹤0.01% |
4,300
-7,000
| -62% | -$419K |
|
|
FL
1761
PUT
DELISTED
Foot Locker
FL
| $250K | ﹤0.01% |
3,700
-31,900
| -90% | -$1.99M |
|
1762
PUT
Interactive Brokers
IBKR
$39.8B
| $248K | ﹤0.01% |
+28,000
| New | +$248K |
|
1763
Dolby
DLB
$5.79B
| $247K | ﹤0.01% |
+4,552
| New | +$228K |
|
1764
PUT
Middleby
MIDD
$6.08B
| $247K | ﹤0.01% |
2,000
-1,200
| -38% | -$147K |
|
|
WRK
1765
PUT
DELISTED
WestRock Company
WRK
| $247K | ﹤0.01% |
5,100
| – | – |
|
|
FRC
1766
CALL
DELISTED
First Republic Bank
FRC
| $247K | ﹤0.01% |
3,200
-26,800
| -89% | -$1.97M |
|
|
DNB
1767
CALL
DELISTED
Dun & Bradstreet
DNB
| $246K | ﹤0.01% |
+1,800
| New | +$241K |
|
1768
CALL
BlackBerry
BB
$5.26B
| $245K | ﹤0.01% |
30,700
+3,800
| +14% | +$28.5K |
|
|
BRSL
1769
PUT
Brightstar Lottery PLC
BRSL
$2.03B
| $245K | ﹤0.01% |
+10,000
| New | +$221K |
|
1770
GoPro
GPRO
$126M
| $244K | ﹤0.01% |
14,653
-79,382
| -84% | -$1.09M |
|
1771
PUT
PG&E
PCG
$38.5B
| $244K | ﹤0.01% |
+4,000
| New | +$254K |
|
|
GWPH
1772
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $243K | ﹤0.01% |
+1,833
| New | +$175K |
|
|
MLNX
1773
PUT
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $243K | ﹤0.01% |
+5,600
| New | +$248K |
|
1774
PUT
Flex
FLEX
$44.8B
| $242K | ﹤0.01% |
23,621
+22,427
| +1,878% | +$218K |
|
|
NETI
1775
DELISTED
Eneti Inc.
NETI
| $242K | ﹤0.01% |
+7,532
| New | +$234K |
|
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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.