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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 | |
|---|---|---|---|---|---|---|
826
CALL
Flowserve
FLS
$10.1B
| $3.38M | 0.01% |
+70,000
| New | +$3.32M |
|
827
PUT
Rockwell Automation
ROK
$48.3B
| $3.38M | 0.01% |
27,600
+23,500
| +573% | +$2.75M |
|
828
PUT
Harley-Davidson
HOG
$2.72B
| $3.37M | 0.01% |
64,000
-184,200
| -74% | -$9.52M |
|
829
CALL
Stanley Black & Decker
SWK
$15.5B
| $3.36M | 0.01% |
27,300
+14,200
| +108% | +$1.71M |
|
830
CALL
Carnival Corporation Ltd
CCL
$38B
| $3.35M | 0.01% |
68,700
-16,000
| -19% | -$740K |
|
831
Travelers Companies
TRV
$78.3B
| $3.34M | 0.01% |
29,151
+28,320
| +3,408% | +$3.32M |
|
|
GMLP
832
CALL
DELISTED
Golar LNG Partners LP
GMLP
| $3.28M | 0.01% |
167,300
-151,400
| -48% | -$2.86M |
|
|
CELG
833
CALL
DELISTED
Celgene Corp
CELG
| $3.28M | 0.01% |
31,400
+6,700
| +27% | +$725K |
|
834
CALL
Teck Resources
TECK
$32.8B
| $3.28M | 0.01% |
181,900
+26,900
| +17% | +$429K |
|
835
CALL
Zimmer Biomet
ZBH
$18.7B
| $3.28M | 0.01% |
25,956
+24,617
| +1,838% | +$3.04M |
|
836
PUT
Blackrock
BLK
$175B
| $3.26M | 0.01% |
9,000
-32,800
| -78% | -$11.9M |
|
837
Teva Pharmaceuticals
TEVA
$42.1B
| $3.26M | 0.01% |
+70,884
| New | +$3.7M |
|
|
RHT
838
PUT
DELISTED
Red Hat Inc
RHT
| $3.25M | 0.01% |
40,200
-288,100
| -88% | -$21.4M |
|
839
PUT
Hartford Financial Services
HIG
$38.7B
| $3.25M | 0.01% |
75,900
+59,600
| +366% | +$2.49M |
|
840
CALL
Campbell Soup
CPB
$6.69B
| $3.25M | 0.01% |
59,400
+26,300
| +79% | +$1.59M |
|
841
Tractor Supply
TSCO
$18B
| $3.25M | 0.01% |
+240,970
| New | +$4.01M |
|
842
CALL
Tootsie Roll Industries
TR
$2.97B
| $3.24M | 0.01% |
118,265
| – | – |
|
|
ATVI
843
DELISTED
Activision Blizzard
ATVI
| $3.22M | 0.01% |
+72,658
| New | +$3.04M |
|
|
EQC
844
DELISTED
Equity Commonwealth
EQC
| $3.2M | 0.01% |
+106,013
| New | +$3.2M |
|
845
iShares MSCI South Korea ETF
EWY
$25.2B
| $3.18M | 0.01% |
54,671
-6,238
| -10% | -$348K |
|
|
TUP
846
PUT
DELISTED
Tupperware Brands Corporation
TUP
| $3.16M | 0.01% |
+48,400
| New | +$3.05M |
|
|
ANDV
847
PUT
DELISTED
Andeavor
ANDV
| $3.16M | 0.01% |
39,700
+14,900
| +60% | +$1.15M |
|
|
TSRO
848
DELISTED
TESARO, Inc.
TSRO
| $3.16M | 0.01% |
+31,508
| New | +$2.94M |
|
849
Ralph Lauren
RL
$24.2B
| $3.15M | 0.01% |
31,183
+15,161
| +95% | +$1.52M |
|
|
RAD
850
PUT
DELISTED
Rite Aid Corporation
RAD
| $3.15M | 0.01% |
20,500
+500
| +3% | +$74.6K |
|
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.