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 | |
|---|---|---|---|---|---|---|
1926
PUT
Southern Copper
SCCO
$166B
| $158K | ﹤0.01% |
+6,472
| New | +$156K |
|
1927
United States Oil Fund
USO
$1.67B
| $158K | ﹤0.01% |
1,805
-51,140
| -97% | -$4.3M |
|
|
MJN
1928
PUT
DELISTED
Mead Johnson Nutrition Company
MJN
| $158K | ﹤0.01% |
2,000
-3,200
| -62% | -$273K |
|
1929
PUT
Designer Brands
DBI
$333M
| $156K | ﹤0.01% |
7,600
-2,400
| -24% | -$56.3K |
|
1930
TE Connectivity
TEL
$62.6B
| $156K | ﹤0.01% |
2,418
-844
| -26% | -$51.6K |
|
|
MLNX
1931
CALL
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $156K | ﹤0.01% |
3,600
-96,800
| -96% | -$4.28M |
|
|
LABL
1932
DELISTED
Multi-Color Corp
LABL
| $156K | ﹤0.01% |
+2,360
| New | +$155K |
|
1933
PUT
AptarGroup
ATR
$8.61B
| $155K | ﹤0.01% |
+2,000
| New | +$156K |
|
1934
Unilever
UL
$136B
| $155K | ﹤0.01% |
+2,905
| New | +$153K |
|
1935
PUT
Global Payments
GPN
$22.8B
| $154K | ﹤0.01% |
2,000
+1,000
| +100% | +$75.3K |
|
1936
Axalta
AXTA
$8.17B
| $153K | ﹤0.01% |
+5,419
| New | +$152K |
|
1937
CALL
Cadence Design Systems
CDNS
$93.4B
| $153K | ﹤0.01% |
6,000
+2,000
| +50% | +$50K |
|
1938
PUT
Televisa
TV
$1.49B
| $153K | ﹤0.01% |
6,000
-6,000
| -50% | -$158K |
|
1939
Copart
CPRT
$27.5B
| $152K | ﹤0.01% |
22,752
-94,976
| -81% | -$606K |
|
1940
CALL
Pinnacle West Capital
PNW
$12.2B
| $152K | ﹤0.01% |
2,000
| – | – |
|
|
1941
PUT
Pinnacle West Capital
PNW
$12.2B
| $152K | ﹤0.01% |
2,000
| – | – |
|
|
BID
1942
PUT
DELISTED
Sotheby's
BID
| $152K | ﹤0.01% |
+4,000
| New | +$141K |
|
1943
CALL
Cincinnati Financial
CINF
$27.1B
| $151K | ﹤0.01% |
+2,000
| New | +$151K |
|
1944
PUT
TripAdvisor
TRIP
$1.26B
| $151K | ﹤0.01% |
2,400
-143,500
| -98% | -$9.23M |
|
|
STMP
1945
PUT
DELISTED
Stamps.com, Inc.
STMP
| $151K | ﹤0.01% |
1,600
-5,800
| -78% | -$503K |
|
1946
PUT
Gen Digital
GEN
$17.5B
| $150K | ﹤0.01% |
6,000
-2,388,100
| -100% | -$54.3M |
|
1947
CALL
Iron Mountain
IRM
$36.1B
| $150K | ﹤0.01% |
4,000
+1,800
| +82% | +$69.4K |
|
1948
Children's Place
PLCE
$59.8M
| $150K | ﹤0.01% |
1,876
+1,160
| +162% | +$95.6K |
|
|
CHK
1949
DELISTED
Chesapeake Energy Corporation
CHK
| $150K | ﹤0.01% |
119
-234
| -66% | -$270K |
|
|
CSC
1950
DELISTED
Computer Sciences
CSC
| $150K | ﹤0.01% |
2,875
+1,685
| +142% | +$81.4K |
|
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.