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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 | |
|---|---|---|---|---|---|---|
1876
Omnicom Group
OMC
$23.4B
| $176K | ﹤0.01% |
2,067
-5,185
| -71% | -$435K |
|
1877
CALL
Starwood Property Trust
STWD
$6.09B
| $176K | ﹤0.01% |
+7,800
| New | +$172K |
|
|
BERY
1878
CALL
DELISTED
Berry Global Group, Inc.
BERY
| $176K | ﹤0.01% |
+4,356
| New | +$171K |
|
|
SGI
1879
CALL
Somnigroup International
SGI
$13.7B
| $175K | ﹤0.01% |
12,400
-12,400
| -50% | -$221K |
|
|
NGD
1880
PUT
DELISTED
New Gold Inc
NGD
| $174K | ﹤0.01% |
+40,000
| New | +$199K |
|
|
MYCC
1881
CALL
DELISTED
ClubCorp Holdings, Inc.
MYCC
| $174K | ﹤0.01% |
+12,000
| New | +$175K |
|
1882
PUT
Carter's
CRI
$1.47B
| $173K | ﹤0.01% |
+2,000
| New | +$201K |
|
1883
Hyatt Hotels
H
$16.7B
| $173K | ﹤0.01% |
3,512
-5,341
| -60% | -$275K |
|
1884
PUT
TransDigm Group
TDG
$67.7B
| $173K | ﹤0.01% |
600
-3,300
| -85% | -$926K |
|
1885
Moody's
MCO
$82.7B
| $172K | ﹤0.01% |
+1,593
| New | +$168K |
|
1886
Cardinal Health
CAH
$55.4B
| $171K | ﹤0.01% |
+2,198
| New | +$178K |
|
1887
CALL
Sanmina
SANM
$10.9B
| $171K | ﹤0.01% |
6,000
-1,000
| -14% | -$27.1K |
|
1888
Seagate
STX
$184B
| $171K | ﹤0.01% |
+4,434
| New | +$144K |
|
|
ETP
1889
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
| $171K | ﹤0.01% |
+6,000
| New | +$174K |
|
1890
PUT
Rogers Communications
RCI
$18.6B
| $170K | ﹤0.01% |
+4,000
| New | +$172K |
|
|
SAVE
1891
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $170K | ﹤0.01% |
+4,000
| New | +$166K |
|
|
OAK
1892
PUT
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $170K | ﹤0.01% |
+4,000
| New | +$179K |
|
|
GIMO
1893
CALL
DELISTED
Gigamon Inc.
GIMO
| $170K | ﹤0.01% |
3,100
-146,900
| -98% | -$6.68M |
|
1894
PUT
Quest Diagnostics
DGX
$26.3B
| $169K | ﹤0.01% |
2,000
-7,700
| -79% | -$647K |
|
1895
CALL
Flex
FLEX
$44.8B
| $169K | ﹤0.01% |
16,455
+5,839
| +55% | +$56.7K |
|
|
COL
1896
CALL
DELISTED
Rockwell Collins
COL
| $169K | ﹤0.01% |
2,000
| – | – |
|
1897
PUT
CMS Energy
CMS
$22.3B
| $168K | ﹤0.01% |
4,000
-4,000
| -50% | -$175K |
|
1898
CALL
NovaGold Resources
NG
$3.33B
| $168K | ﹤0.01% |
+30,000
| New | +$187K |
|
1899
PUT
Pricesmart
PSMT
$5.46B
| $168K | ﹤0.01% |
2,000
-1,200
| -38% | -$98.8K |
|
1900
Olin
OLN
$2.12B
| $167K | ﹤0.01% |
8,115
-9,175
| -53% | -$197K |
|
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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.