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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 | |
|---|---|---|---|---|---|---|
1776
PUT
Casey's General Stores
CASY
$30.9B
| $240K | ﹤0.01% |
2,000
+1,900
| +1,900% | +$245K |
|
|
RPTP
1777
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
| $240K | ﹤0.01% |
26,775
-53,500
| -67% | -$380K |
|
1778
Jacobs Solutions
J
$17B
| $239K | ﹤0.01% |
5,583
-6,574
| -54% | -$285K |
|
|
SNMX
1779
CALL
DELISTED
Senomyx, Inc.
SNMX
| $239K | ﹤0.01% |
+56,000
| New | +$203K |
|
|
SCTY
1780
DELISTED
SolarCity Corporation
SCTY
| $239K | ﹤0.01% |
12,200
+12,190
| +121,900% | +$273K |
|
|
FNSR
1781
CALL
DELISTED
Finisar Corp
FNSR
| $239K | ﹤0.01% |
+8,000
| New | +$175K |
|
1782
CALL
Weibo
WB
$1.95B
| $238K | ﹤0.01% |
+4,750
| New | +$196K |
|
|
ENDP
1783
DELISTED
Endo International plc
ENDP
| $237K | ﹤0.01% |
11,747
-11,739
| -50% | -$233K |
|
1784
PUT
RPM International
RPM
$15B
| $236K | ﹤0.01% |
+4,400
| New | +$233K |
|
1785
CALL
UFP Industries
UFPI
$5.19B
| $236K | ﹤0.01% |
+7,200
| New | +$250K |
|
|
1786
UFP Industries
UFPI
$5.19B
| $236K | ﹤0.01% |
+7,188
| New | +$249K |
|
|
MBLY
1787
CALL
DELISTED
Mobileye N.V.
MBLY
| $235K | ﹤0.01% |
5,500
-56,800
| -91% | -$2.63M |
|
1788
BJ's Restaurants
BJRI
$1.48B
| $234K | ﹤0.01% |
+6,595
| New | +$265K |
|
1789
CALL
Sabre
SABR
$835M
| $234K | ﹤0.01% |
8,300
-5,300
| -39% | -$148K |
|
1790
PUT
Plains GP Holdings
PAGP
$4.9B
| $233K | ﹤0.01% |
6,759
-94,630
| -93% | -$2.85M |
|
1791
PUT
Raymond James Financial
RJF
$34B
| $232K | ﹤0.01% |
6,000
-24,000
| -80% | -$884K |
|
|
SF
1792
PUT
Stifel
SF
$12.6B
| $231K | ﹤0.01% |
+13,500
| New | +$217K |
|
|
JWN
1793
DELISTED
Nordstrom
JWN
| $229K | ﹤0.01% |
4,418
-8,169
| -65% | -$384K |
|
1794
PUT
Lazard
LAZ
$4.31B
| $229K | ﹤0.01% |
+6,300
| New | +$220K |
|
1795
Jabil
JBL
$35.8B
| $228K | ﹤0.01% |
10,460
+2,966
| +40% | +$61.7K |
|
1796
CALL
Jones Lang LaSalle
JLL
$16.7B
| $228K | ﹤0.01% |
+2,000
| New | +$223K |
|
1797
PUT
Robert Half
RHI
$4.37B
| $227K | ﹤0.01% |
+6,000
| New | +$229K |
|
1798
Box
BOX
$4.6B
| $226K | ﹤0.01% |
14,324
-27,613
| -66% | -$350K |
|
1799
PUT
Core Laboratories
CLB
$521M
| $225K | ﹤0.01% |
+2,000
| New | +$230K |
|
1800
Toll Brothers
TOL
$14.5B
| $225K | ﹤0.01% |
7,534
+7,066
| +1,510% | +$204K |
|
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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.