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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 | |
|---|---|---|---|---|---|---|
926
CALL
Genworth Financial
GNW
$3.75B
| $2.54M | ﹤0.01% |
511,000
+87,000
| +21% | +$334K |
|
|
CVT
927
CALL
DELISTED
CVENT, INC.
CVT
| $2.53M | ﹤0.01% |
79,900
-100
| -0.1% | -$3.26K |
|
928
Avis
CAR
$4.9B
| $2.53M | ﹤0.01% |
+73,938
| New | +$2.68M |
|
929
CALL
CME Group
CME
$94.8B
| $2.51M | ﹤0.01% |
24,000
+23,800
| +11,900% | +$2.48M |
|
|
QEP
930
DELISTED
QEP RESOURCES, INC.
QEP
| $2.51M | ﹤0.01% |
128,325
+114,302
| +815% | +$2.11M |
|
931
PUT
BHP
BHP
$230B
| $2.5M | ﹤0.01% |
80,936
-81,609
| -50% | -$2.24M |
|
|
WNR
932
PUT
DELISTED
Western Refining Inc
WNR
| $2.49M | ﹤0.01% |
94,000
+4,000
| +4% | +$94.6K |
|
933
CALL
Hecla Mining
HL
$11.8B
| $2.48M | ﹤0.01% |
435,000
-290,000
| -40% | -$1.77M |
|
|
WWAV
934
DELISTED
The WhiteWave Foods Company
WWAV
| $2.48M | ﹤0.01% |
45,525
-36,655
| -45% | -$2.02M |
|
935
CALL
Lam Research
LRCX
$383B
| $2.47M | ﹤0.01% |
261,000
+70,000
| +37% | +$637K |
|
936
CALL
Truist Financial
TFC
$63.4B
| $2.47M | ﹤0.01% |
65,400
+36,000
| +122% | +$1.34M |
|
937
CALL
Cleveland-Cliffs
CLF
$7.13B
| $2.46M | ﹤0.01% |
421,200
+2,000
| +0.5% | +$13.1K |
|
938
PUT
Automatic Data Processing
ADP
$109B
| $2.46M | ﹤0.01% |
27,900
-15,700
| -36% | -$1.42M |
|
939
PUT
Intercontinental Exchange
ICE
$84.5B
| $2.45M | ﹤0.01% |
45,500
-35,000
| -43% | -$1.91M |
|
940
PUT
Goodyear
GT
$1.74B
| $2.45M | ﹤0.01% |
75,700
-7,800
| -9% | -$227K |
|
|
CMA
941
DELISTED
Comerica
CMA
| $2.44M | ﹤0.01% |
51,586
+30,100
| +140% | +$1.36M |
|
|
GRMN
942
PUT
Garmin
GRMN
$60.4B
| $2.44M | ﹤0.01% |
50,700
+33,600
| +196% | +$1.66M |
|
943
PUT
Check Point Software Technologies
CHKP
$13.4B
| $2.43M | ﹤0.01% |
31,300
-14,700
| -32% | -$1.14M |
|
944
Ross Stores
ROST
$81.7B
| $2.42M | ﹤0.01% |
+37,707
| New | +$2.32M |
|
945
CALL
Dollar Tree
DLTR
$24.9B
| $2.42M | ﹤0.01% |
30,700
+14,500
| +90% | +$1.3M |
|
946
CALL
RH
RH
$3.47B
| $2.42M | ﹤0.01% |
70,100
-6,100
| -8% | -$194K |
|
|
RAD
947
CALL
DELISTED
Rite Aid Corporation
RAD
| $2.41M | ﹤0.01% |
15,675
+3,270
| +26% | +$488K |
|
948
Carnival Corporation Ltd
CCL
$38B
| $2.41M | ﹤0.01% |
49,367
+39,429
| +397% | +$1.82M |
|
|
CST
949
CALL
DELISTED
CST Brands, Inc.
CST
| $2.4M | ﹤0.01% |
50,000
| – | – |
|
950
CALL
Toronto Dominion Bank
TD
$200B
| $2.39M | ﹤0.01% |
53,800
+47,800
| +797% | +$2.09M |
|
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.