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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+7.15%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$54B
AUM Growth
+$3.28B
Cap. Flow
+$484M
Cap. Flow %
0.9%
Top 10 Hldgs %
49.67%
Holding
4,754
New
1,010
Increased
851
Reduced
828
Closed
714

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$229M
2
MDLZ icon
Mondelez International
MDLZ
+$142M
3
GM icon
General Motors
GM
+$104M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$96.1M
5
META icon
Meta Platforms (Facebook)
META
+$63.1M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$127M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$72.6M
3
MS icon
Morgan Stanley
MS
+$67.2M
4
QCOM icon
Qualcomm
QCOM
+$46.1M
5
AAL icon
American Airlines Group
AAL
+$45.4M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.54%
2 Consumer Discretionary 0.79%
3 Communication Services 0.5%
4 Technology 0.49%
5 Consumer Staples 0.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RRGB icon
3726
CALL
Red Robin
RRGB
$159M
– –
-103,300
Closed -$4.9M
RSP icon
3727
Invesco S&P 500 Equal Weight ETF
RSP
$99.3B
$0 ﹤0.01%
1
– –
RSPD icon
3728
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$291M
$0 ﹤0.01%
3
– –
RSPG icon
3729
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$644M
$0 ﹤0.01%
1
– –
RSPF icon
3730
Invesco S&P 500 Equal Weight Financials ETF
RSPF
$307M
$0 ﹤0.01%
1
– –
RSPH icon
3731
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$827M
$0 ﹤0.01%
10
– –
RSPM icon
3732
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$188M
$0 ﹤0.01%
5
– –
RSPN icon
3733
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1B
$0 ﹤0.01%
5
– –
RSPS icon
3734
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$243M
$0 ﹤0.01%
5
– –
RSPU icon
3735
Invesco S&P 500 Equal Weight Utilities ETF
RSPU
$526M
$0 ﹤0.01%
2
– –
RSPT icon
3736
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.83B
$0 ﹤0.01%
10
– –
RTH icon
3737
VanEck Retail ETF
RTH
$244M
$0 ﹤0.01%
1
– –
RVNU icon
3738
Xtrackers Municipal Infrastructure Revenue Bond Active ETF
RVNU
$141M
$0 ﹤0.01%
1
– –
RWJ icon
3739
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.06B
$0 ﹤0.01%
3
– –
RWK icon
3740
Invesco S&P MidCap 400 Revenue ETF
RWK
$1.33B
$0 ﹤0.01%
1
– –
RWO icon
3741
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.24B
$0 ﹤0.01%
1
– –
RWL icon
3742
Invesco S&P 500 Revenue ETF
RWL
$9.98B
$0 ﹤0.01%
1
– –
RWR icon
3743
State Street SPDR Dow Jones REIT ETF
RWR
$1.84B
$0 ﹤0.01%
1
– –
RXI icon
3744
iShares Global Consumer Discretionary ETF
RXI
$252M
$0 ﹤0.01%
1
– –
RWX icon
3745
State Street SPDR Dow Jones International Real Estate ETF
RWX
$263M
$0 ﹤0.01%
1
– –
RXL icon
3746
ProShares Ultra Health Care
RXL
$96.1M
$0 ﹤0.01%
8
– –
RZG icon
3747
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$128M
$0 ﹤0.01%
3
– –
RZV icon
3748
Invesco S&P SmallCap 600 Pure Value ETF
RZV
$299M
$0 ﹤0.01%
1
– –
SA
3749
PUT
Seabridge Gold
SA
$3.43B
– –
-83,300
Closed -$1.22M
SAA icon
3750
ProShares Ulta SmallCap600
SAA
$28.4M
$0 ﹤0.01%
10
– –
148 149
150
151 152

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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, 851 increased, 828 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 Miscellaneous at 97% of assets, down from 97% a quarter earlier, followed by Consumer Discretionary and Communication Services.

  • 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.