We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1251
Calix
CALX
$2.39B
| $1.01M | ﹤0.01% |
+136,833
| New | +$1.03M |
|
|
AVP
1252
CALL
DELISTED
Avon Products, Inc.
AVP
| $1M | ﹤0.01% |
177,200
+90,000
| +103% | +$449K |
|
|
LVLT
1253
DELISTED
Level 3 Communications Inc
LVLT
| $1M | ﹤0.01% |
21,570
+11,640
| +117% | +$589K |
|
1254
PUT
Marathon Petroleum
MPC
$83.7B
| $997K | ﹤0.01% |
24,600
+9,900
| +67% | +$402K |
|
1255
CALL
iShares US Transportation ETF
IYT
$2.28B
| $987K | ﹤0.01% |
+27,200
| New | +$960K |
|
1256
PUT
Kohl's
KSS
$2.19B
| $985K | ﹤0.01% |
22,500
+700
| +3% | +$29.3K |
|
|
HAPN
1257
CALL
Happen Inc
HAPN
$2.24B
| $980K | ﹤0.01% |
31,700
-23,000
| -42% | -$597K |
|
1258
PUT
GameStop
GME
$8.6B
| $979K | ﹤0.01% |
142,000
+68,000
| +92% | +$496K |
|
1259
CALL
Mattel
MAT
$4.23B
| $972K | ﹤0.01% |
32,100
+13,900
| +76% | +$454K |
|
1260
CALL
DigitalBridge
DBRG
$2.95B
| $970K | ﹤0.01% |
18,750
| – | – |
|
|
1261
PUT
DigitalBridge
DBRG
$2.95B
| $970K | ﹤0.01% |
18,750
| – | – |
|
|
AMTD
1262
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $960K | ﹤0.01% |
27,300
+16,300
| +148% | +$508K |
|
|
KEM
1263
DELISTED
KEMET Corporation
KEM
| $959K | ﹤0.01% |
268,614
-290,730
| -52% | -$973K |
|
1264
CALL
STAG Industrial
STAG
$7.19B
| $958K | ﹤0.01% |
+39,100
| New | +$956K |
|
|
AGU
1265
DELISTED
Agrium
AGU
| $948K | ﹤0.01% |
10,451
+8,108
| +346% | +$745K |
|
1266
Comscore
SCOR
$109M
| $947K | ﹤0.01% |
1,545
-38
| -2% | -$21.6K |
|
1267
Intuit
INTU
$89B
| $945K | ﹤0.01% |
+8,588
| New | +$961K |
|
1268
Ventas
VTR
$47.9B
| $942K | ﹤0.01% |
+13,342
| New | +$969K |
|
1269
CALL
Weyerhaeuser
WY
$18.4B
| $942K | ﹤0.01% |
29,500
+15,100
| +105% | +$477K |
|
|
CVT
1270
DELISTED
CVENT, INC.
CVT
| $942K | ﹤0.01% |
+29,722
| New | +$970K |
|
|
RDC
1271
PUT
DELISTED
Rowan Companies Plc
RDC
| $940K | ﹤0.01% |
62,000
+42,000
| +210% | +$615K |
|
1272
Etsy
ETSY
$7.85B
| $936K | ﹤0.01% |
+65,512
| New | +$829K |
|
|
LVLT
1273
CALL
DELISTED
Level 3 Communications Inc
LVLT
| $933K | ﹤0.01% |
20,100
+10,400
| +107% | +$526K |
|
|
DNB
1274
PUT
DELISTED
Dun & Bradstreet
DNB
| $929K | ﹤0.01% |
+6,800
| New | +$910K |
|
|
SAND
1275
CALL
DELISTED
Sandstorm Gold
SAND
| $926K | ﹤0.01% |
184,100
+94,100
| +105% | +$527K |
|
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.