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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 | |
|---|---|---|---|---|---|---|
526
PUT
Textron
TXT
$15.3B
| $7.85M | 0.01% |
197,500
+169,700
| +610% | +$6.68M |
|
527
PUT
Ovintiv
OVV
$17.6B
| $7.85M | 0.01% |
+150,000
| New | +$6.73M |
|
|
VMW
528
CALL
DELISTED
VMware, Inc
VMW
| $7.85M | 0.01% |
107,000
-228,000
| -68% | -$16M |
|
529
CALL
VeriSign
VRSN
$26.5B
| $7.8M | 0.01% |
99,700
+83,800
| +527% | +$6.72M |
|
530
CALL
Johnson Controls International
JCI
$91.3B
| $7.77M | 0.01% |
167,045
+105,448
| +171% | +$4.89M |
|
531
CALL
CF Industries
CF
$18.4B
| $7.76M | 0.01% |
318,600
-9,000
| -3% | -$220K |
|
532
PUT
Las Vegas Sands
LVS
$29.4B
| $7.76M | 0.01% |
134,800
-104,500
| -44% | -$5.39M |
|
533
CALL
AutoZone
AZO
$50.1B
| $7.68M | 0.01% |
10,000
-25,800
| -72% | -$20.1M |
|
|
534
PUT
AutoZone
AZO
$50.1B
| $7.68M | 0.01% |
10,000
+5,000
| +100% | +$3.89M |
|
535
PUT
Hershey
HSY
$36.7B
| $7.65M | 0.01% |
80,000
-22,000
| -22% | -$2.33M |
|
536
PUT
Broadcom
AVGO
$2.01T
| $7.64M | 0.01% |
443,000
+247,000
| +126% | +$4.13M |
|
537
PUT
BP
BP
$110B
| $7.62M | 0.01% |
257,547
-1,167,936
| -82% | -$33.9M |
|
|
QEP
538
PUT
DELISTED
QEP RESOURCES, INC.
QEP
| $7.62M | 0.01% |
390,000
+240,000
| +160% | +$4.42M |
|
|
ARIA
539
PUT
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $7.6M | 0.01% |
555,000
-15,000
| -3% | -$151K |
|
540
Hasbro
HAS
$13.3B
| $7.57M | 0.01% |
+95,374
| New | +$7.75M |
|
541
Dollar Tree
DLTR
$24.9B
| $7.55M | 0.01% |
95,614
+66,482
| +228% | +$5.98M |
|
542
PUT
Gilead Sciences
GILD
$165B
| $7.54M | 0.01% |
95,300
+60,000
| +170% | +$4.87M |
|
543
PUT
Norwegian Cruise Line
NCLH
$8.52B
| $7.46M | 0.01% |
198,000
+196,000
| +9,800% | +$7.6M |
|
544
PUT
Vulcan Materials
VMC
$37B
| $7.45M | 0.01% |
65,500
-1,000
| -2% | -$118K |
|
|
STI
545
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $7.45M | 0.01% |
170,000
+145,200
| +585% | +$6.22M |
|
546
PUT
Ralph Lauren
RL
$24.2B
| $7.42M | 0.01% |
73,400
+33,400
| +84% | +$3.35M |
|
547
PUT
ASML
ASML
$666B
| $7.42M | 0.01% |
67,700
+52,500
| +345% | +$5.56M |
|
548
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.55B
| $7.42M | 0.01% |
279,700
+104,700
| +60% | +$2.81M |
|
549
CALL
Emerson Electric
EMR
$88.5B
| $7.4M | 0.01% |
135,800
+82,000
| +152% | +$4.39M |
|
|
GWPH
550
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $7.37M | 0.01% |
+55,500
| New | +$5.3M |
|
Similar funds
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.