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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 | |
|---|---|---|---|---|---|---|
751
Philip Morris
PM
$290B
| $4.1M | 0.01% |
+42,183
| New | +$4.23M |
|
752
CALL
Antero Resources
AR
$11.4B
| $4.1M | 0.01% |
+152,000
| New | +$4.05M |
|
753
Trip.com Group
TCOM
$29.7B
| $4.09M | 0.01% |
87,792
-82,988
| -49% | -$3.7M |
|
754
VF Corp
VFC
$5.86B
| $4.09M | 0.01% |
+77,440
| New | +$4.47M |
|
|
GAP
755
CALL
The Gap Inc
GAP
$7.74B
| $4.08M | 0.01% |
183,800
+148,200
| +416% | +$3.58M |
|
|
JCP
756
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $4.06M | 0.01% |
440,600
-159,400
| -27% | -$1.52M |
|
|
JOYY
757
JOYY Inc
JOYY
$3.77B
| $4.05M | 0.01% |
+75,957
| New | +$3.47M |
|
758
CALL
Macerich
MAC
$6.9B
| $4.04M | 0.01% |
50,000
-60,000
| -55% | -$5.07M |
|
759
PUT
Allstate
ALL
$68.2B
| $4.04M | 0.01% |
58,400
+10,900
| +23% | +$751K |
|
760
CALL
Apollo Global Management
APO
$76B
| $4.04M | 0.01% |
224,900
-140,300
| -38% | -$2.46M |
|
761
CALL
Sherwin-Williams
SHW
$88.1B
| $4.04M | 0.01% |
43,800
+14,100
| +47% | +$1.37M |
|
762
CALL
iShares US Real Estate ETF
IYR
$4.52B
| $4.04M | 0.01% |
50,100
-176,300
| -78% | -$14.6M |
|
|
CVA
763
CALL
DELISTED
Covanta Holding Corporation
CVA
| $4.02M | 0.01% |
+261,300
| New | +$4.06M |
|
764
IMAX
IMAX
$2.81B
| $4M | 0.01% |
+138,142
| New | +$4.21M |
|
765
CALL
Johnson & Johnson
JNJ
$631B
| $3.99M | 0.01% |
33,800
-413,800
| -92% | -$50.2M |
|
766
United Parks & Resorts
PRKS
$2.07B
| $3.98M | 0.01% |
295,597
-36,577
| -11% | -$501K |
|
|
ETP
767
CALL
DELISTED
Energy Transfer Partners, L.P.
ETP
| $3.98M | 0.01% |
140,000
+138,000
| +6,900% | +$4.01M |
|
|
TMX
768
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
| $3.98M | 0.01% |
176,174
-47,776
| -21% | -$1.2M |
|
769
CALL
The Mosaic Company
MOS
$7.46B
| $3.97M | 0.01% |
162,100
-47,100
| -23% | -$1.28M |
|
|
LNKD
770
DELISTED
LinkedIn Corporation
LNKD
| $3.94M | 0.01% |
20,606
-5,838
| -22% | -$1.12M |
|
771
Monster Beverage
MNST
$89.6B
| $3.92M | 0.01% |
160,056
+135,372
| +548% | +$3.51M |
|
772
Stellantis
STLA
$21B
| $3.9M | 0.01% |
+612,051
| New | +$4.02M |
|
773
PUT
Vanguard FTSE Europe ETF
VGK
$31B
| $3.9M | 0.01% |
80,000
| – | – |
|
774
CALL
Wynn Resorts
WYNN
$10.6B
| $3.9M | 0.01% |
40,000
+23,500
| +142% | +$2.29M |
|
|
AKS
775
CALL
DELISTED
AK Steel Holding Corp
AKS
| $3.88M | 0.01% |
802,800
+524,300
| +188% | +$2.66M |
|
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.