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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 | |
|---|---|---|---|---|---|---|
2201
TJX Companies
TJX
$178B
| $83K | ﹤0.01% |
2,232
-1,424
| -39% | -$55.7K |
|
2202
Zillow
ZG
$7.63B
| $83K | ﹤0.01% |
2,411
-13,691
| -85% | -$491K |
|
2203
CALL
Designer Brands
DBI
$333M
| $82K | ﹤0.01% |
4,000
-900
| -18% | -$21.1K |
|
2204
CALL
Sprouts Farmers Market
SFM
$8.01B
| $82K | ﹤0.01% |
4,000
+2,000
| +100% | +$44.4K |
|
2205
PUT
Texas Roadhouse
TXRH
$13.7B
| $82K | ﹤0.01% |
+2,100
| New | +$93.9K |
|
|
CAMP
2206
CALL
DELISTED
CalAmp Corp.
CAMP
| $82K | ﹤0.01% |
+257
| New | +$88.1K |
|
|
KCG
2207
PUT
DELISTED
KCG Holdings, Inc.
KCG
| $82K | ﹤0.01% |
+5,300
| New | +$76.9K |
|
2208
Ericsson
ERIC
$33.3B
| $81K | ﹤0.01% |
+11,280
| New | +$81.8K |
|
|
BIG
2209
PUT
DELISTED
Big Lots, Inc.
BIG
| $81K | ﹤0.01% |
1,700
-14,400
| -89% | -$737K |
|
2210
PUT
Boyd Gaming
BYD
$6.06B
| $80K | ﹤0.01% |
+4,000
| New | +$76.9K |
|
2211
PUT
United Natural Foods
UNFI
$2.85B
| $80K | ﹤0.01% |
+2,000
| New | +$91.8K |
|
2212
Xtrackers Harvest CSI 300 China A-Shares ETF
ASHR
$1.6B
| $79K | ﹤0.01% |
3,230
-61,315
| -95% | -$1.51M |
|
2213
Norwegian Cruise Line
NCLH
$8.84B
| $79K | ﹤0.01% |
2,100
-16,534
| -89% | -$641K |
|
2214
CALL
PetMed Express
PETS
$42.3M
| $79K | ﹤0.01% |
3,900
+1,600
| +70% | +$32.2K |
|
2215
CALL
Wayfair
W
$14.6B
| $79K | ﹤0.01% |
2,000
-2,000
| -50% | -$80.8K |
|
|
XXIA
2216
CALL
DELISTED
Ixia
XXIA
| $79K | ﹤0.01% |
+6,300
| New | +$72.1K |
|
2217
PUT
Bath & Body Works
BBWI
$4.1B
| $78K | ﹤0.01% |
1,361
| – | – |
|
2218
CALL
BJ's Restaurants
BJRI
$1.48B
| $78K | ﹤0.01% |
2,200
| – | – |
|
2219
LKQ Corp
LKQ
$6.29B
| $78K | ﹤0.01% |
+2,192
| New | +$76K |
|
2220
PUT
Range Resources
RRC
$8.95B
| $78K | ﹤0.01% |
2,000
-300
| -13% | -$12.1K |
|
2221
PUT
Tanger
SKT
$4.52B
| $78K | ﹤0.01% |
+2,000
| New | +$80.8K |
|
2222
CALL
Sensata Technologies
ST
$6.79B
| $78K | ﹤0.01% |
2,000
| – | – |
|
|
CLGX
2223
PUT
DELISTED
Corelogic, Inc.
CLGX
| $78K | ﹤0.01% |
+2,000
| New | +$79.7K |
|
|
NTRI
2224
DELISTED
NutriSystem, Inc.
NTRI
| $78K | ﹤0.01% |
2,628
+2,409
| +1,100% | +$67.9K |
|
|
CLC
2225
PUT
DELISTED
Clarcor
CLC
| $78K | ﹤0.01% |
+1,200
| New | +$75.8K |
|
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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.