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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 | |
|---|---|---|---|---|---|---|
|
PARA
1176
PUT
DELISTED
Paramount Global Class B
PARA
| $1.22M | ﹤0.01% |
22,300
+20,900
| +1,493% | +$1.11M |
|
|
BHI
1177
PUT
DELISTED
Baker Hughes
BHI
| $1.22M | ﹤0.01% |
24,200
-116,800
| -83% | -$5.62M |
|
1178
PUT
APA Corp
APA
$14.2B
| $1.22M | ﹤0.01% |
19,100
-12,700
| -40% | -$694K |
|
1179
PUT
Martin Marietta Materials
MLM
$33B
| $1.22M | ﹤0.01% |
6,800
-1,800
| -21% | -$344K |
|
1180
CALL
Carter's
CRI
$1.51B
| $1.21M | ﹤0.01% |
+14,000
| New | +$1.41M |
|
1181
CALL
Quanta Services
PWR
$100B
| $1.2M | ﹤0.01% |
+43,000
| New | +$1.1M |
|
1182
PUT
McCormick & Company Non-Voting
MKC
$14.3B
| $1.2M | ﹤0.01% |
24,000
+15,600
| +186% | +$791K |
|
1183
CALL
Welltower
WELL
$170B
| $1.2M | ﹤0.01% |
16,000
+14,000
| +700% | +$1.07M |
|
1184
CALL
Bank of Montreal
BMO
$128B
| $1.19M | ﹤0.01% |
+18,200
| New | +$1.18M |
|
1185
CALL
Canadian National Railway
CNI
$75.8B
| $1.19M | ﹤0.01% |
+18,200
| New | +$1.15M |
|
1186
Yelp
YELP
$1.35B
| $1.19M | ﹤0.01% |
+28,496
| New | +$999K |
|
|
POT
1187
DELISTED
Potash Corp Of Saskatchewan
POT
| $1.19M | ﹤0.01% |
+72,643
| New | +$1.2M |
|
1188
CALL
M&T Bank
MTB
$36.2B
| $1.18M | ﹤0.01% |
10,200
+9,600
| +1,600% | +$1.12M |
|
|
RTN
1189
CALL
DELISTED
Raytheon Company
RTN
| $1.18M | ﹤0.01% |
8,700
-42,100
| -83% | -$5.85M |
|
1190
PUT
iShares MSCI Germany ETF
EWG
$1.67B
| $1.18M | ﹤0.01% |
45,000
-100,000
| -69% | -$2.56M |
|
1191
PUT
iShares MSCI Taiwan ETF
EWT
$11B
| $1.18M | ﹤0.01% |
37,500
-37,500
| -50% | -$1.13M |
|
1192
International Paper
IP
$21.9B
| $1.18M | ﹤0.01% |
25,932
-41,174
| -61% | -$1.82M |
|
|
ESRX
1193
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $1.18M | ﹤0.01% |
16,700
-369,500
| -96% | -$27.6M |
|
1194
CALL
MGM Resorts International
MGM
$11B
| $1.17M | ﹤0.01% |
45,100
-318,600
| -88% | -$7.73M |
|
|
PXD
1195
DELISTED
Pioneer Natural Resource Co.
PXD
| $1.17M | ﹤0.01% |
6,316
+4,757
| +305% | +$810K |
|
1196
PUT
Kimberly-Clark
KMB
$36B
| $1.17M | ﹤0.01% |
9,300
-12,300
| -57% | -$1.59M |
|
1197
Alphabet (Google) Class A
GOOGL
$4.34T
| $1.17M | ﹤0.01% |
29,060
-13,600
| -32% | -$532K |
|
1198
PUT
Occidental Petroleum
OXY
$58B
| $1.17M | ﹤0.01% |
16,000
-48,200
| -75% | -$3.61M |
|
1199
CALL
Ambarella
AMBA
$3.69B
| $1.17M | ﹤0.01% |
15,900
+13,900
| +695% | +$871K |
|
1200
PUT
Cardinal Health
CAH
$55.3B
| $1.17M | ﹤0.01% |
+15,000
| New | +$1.21M |
|
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.