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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 | |
|---|---|---|---|---|---|---|
1826
PUT
Xylem
XYL
$28.1B
| $210K | ﹤0.01% |
4,000
+1,000
| +33% | +$49K |
|
1827
PUT
Ericsson
ERIC
$33.3B
| $209K | ﹤0.01% |
+29,000
| New | +$210K |
|
|
PARA
1828
DELISTED
Paramount Global Class B
PARA
| $208K | ﹤0.01% |
+3,791
| New | +$201K |
|
1829
Protolabs
PRLB
$2.13B
| $208K | ﹤0.01% |
3,476
-15,953
| -82% | -$918K |
|
|
INVN
1830
CALL
DELISTED
Invensense Inc
INVN
| $207K | ﹤0.01% |
+27,900
| New | +$198K |
|
1831
H&R Block
HRB
$5.86B
| $205K | ﹤0.01% |
+8,847
| New | +$207K |
|
1832
Kimberly-Clark
KMB
$36.5B
| $204K | ﹤0.01% |
+1,620
| New | +$210K |
|
1833
CALL
POSCO
PKX
$17.5B
| $204K | ﹤0.01% |
+4,000
| New | +$197K |
|
1834
PUT
VeriSign
VRSN
$26.6B
| $204K | ﹤0.01% |
2,600
-27,600
| -91% | -$2.21M |
|
1835
CALL
Cogent Communications
CCOI
$508M
| $203K | ﹤0.01% |
+5,500
| New | +$212K |
|
|
HW
1836
PUT
DELISTED
Headwaters Inc
HW
| $203K | ﹤0.01% |
+12,000
| New | +$221K |
|
1837
PUT
Cimpress
CMPR
$2.31B
| $202K | ﹤0.01% |
2,000
-4,300
| -68% | -$419K |
|
1838
PUT
Republic Services
RSG
$65.7B
| $202K | ﹤0.01% |
4,000
-7,000
| -64% | -$359K |
|
1839
PG&E
PCG
$38.5B
| $201K | ﹤0.01% |
+3,294
| New | +$209K |
|
|
PF
1840
PUT
DELISTED
Pinnacle Foods, Inc.
PF
| $200K | ﹤0.01% |
+4,000
| New | +$198K |
|
1841
Ally Financial
ALLY
$13.3B
| $199K | ﹤0.01% |
+10,224
| New | +$190K |
|
1842
PUT
Carpenter Technology
CRS
$28.4B
| $199K | ﹤0.01% |
+4,800
| New | +$181K |
|
|
FISV
1843
PUT
Fiserv Inc
FISV
$27.9B
| $199K | ﹤0.01% |
4,000
-32,000
| -89% | -$1.68M |
|
1844
CALL
Williams-Sonoma
WSM
$29.6B
| $199K | ﹤0.01% |
7,800
-48,200
| -86% | -$1.26M |
|
1845
Equinix
EQIX
$103B
| $198K | ﹤0.01% |
549
-702
| -56% | -$260K |
|
|
XYZ
1846
PUT
Block Inc
XYZ
$47.5B
| $198K | ﹤0.01% |
+17,000
| New | +$186K |
|
1847
CALL
Ameren
AEE
$30.1B
| $197K | ﹤0.01% |
4,000
+2,000
| +100% | +$102K |
|
|
GTLS
1848
PUT
DELISTED
Chart Industries
GTLS
| $197K | ﹤0.01% |
+6,000
| New | +$174K |
|
1849
PUT
Hyatt Hotels
H
$16.7B
| $196K | ﹤0.01% |
4,000
-10,000
| -71% | -$515K |
|
1850
PUT
Huntsman Corp
HUN
$1.77B
| $196K | ﹤0.01% |
12,000
+2,000
| +20% | +$31.7K |
|
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.