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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 | |
|---|---|---|---|---|---|---|
|
RICE
2101
CALL
DELISTED
Rice Energy Inc.
RICE
| $104K | ﹤0.01% |
4,000
| – | – |
|
2102
CALL
Jacobs Solutions
J
$17B
| $103K | ﹤0.01% |
2,418
-2,418
| -50% | -$105K |
|
2103
CALL
Winnebago Industries
WGO
$909M
| $103K | ﹤0.01% |
+4,400
| New | +$102K |
|
2104
AptarGroup
ATR
$8.61B
| $102K | ﹤0.01% |
1,317
+1,314
| +43,800% | +$103K |
|
2105
Robert Half
RHI
$4.37B
| $102K | ﹤0.01% |
+2,684
| New | +$102K |
|
|
SNP
2106
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $102K | ﹤0.01% |
+1,381
| New | +$99.3K |
|
|
BMS
2107
PUT
DELISTED
Bemis
BMS
| $102K | ﹤0.01% |
+2,000
| New | +$103K |
|
|
CUDA
2108
PUT
DELISTED
Barracuda Networks, Inc.
CUDA
| $102K | ﹤0.01% |
+4,000
| New | +$87.8K |
|
2109
CALL
Republic Services
RSG
$65.7B
| $101K | ﹤0.01% |
2,000
-12,000
| -86% | -$615K |
|
2110
Weibo
WB
$1.95B
| $101K | ﹤0.01% |
2,014
+1,650
| +453% | +$68.3K |
|
|
SNI
2111
PUT
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
| $101K | ﹤0.01% |
1,600
-10,000
| -86% | -$640K |
|
2112
Gogo Inc
GOGO
$492M
| $100K | ﹤0.01% |
9,063
-87,596
| -91% | -$930K |
|
2113
CALL
Paycom
PAYC
$9.69B
| $100K | ﹤0.01% |
+2,000
| New | +$97.7K |
|
|
DBD
2114
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
| $100K | ﹤0.01% |
4,000
-8,000
| -67% | -$212K |
|
2115
PUT
AGCO
AGCO
$7.2B
| $99K | ﹤0.01% |
2,000
-8,000
| -80% | -$384K |
|
2116
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
| $99K | ﹤0.01% |
2,914
-289,153
| -99% | -$10.2M |
|
2117
Ameren
AEE
$30.1B
| $98K | ﹤0.01% |
+1,991
| New | +$102K |
|
2118
CALL
B&G Foods
BGS
$286M
| $98K | ﹤0.01% |
2,000
-2,000
| -50% | -$96.2K |
|
2119
Interactive Brokers
IBKR
$39.8B
| $98K | ﹤0.01% |
11,140
+8,804
| +377% | +$78K |
|
2120
Veeva Systems
VEEV
$37.4B
| $98K | ﹤0.01% |
2,369
-9,601
| -80% | -$372K |
|
2121
CALL
Voya Financial
VOYA
$9.19B
| $98K | ﹤0.01% |
3,400
+1,300
| +62% | +$35.5K |
|
|
NSR
2122
PUT
DELISTED
Neustar Inc
NSR
| $98K | ﹤0.01% |
3,700
| – | – |
|
2123
PUT
AutoNation
AN
$6.92B
| $97K | ﹤0.01% |
2,000
-7,500
| -79% | -$369K |
|
|
FOCL
2124
EDAP TMS S.A.
FOCL
$233M
| $97K | ﹤0.01% |
33,293
+400
| +1% | +$1.22K |
|
|
ANDX
2125
PUT
DELISTED
Andeavor Logistics LP
ANDX
| $97K | ﹤0.01% |
2,000
| – | – |
|
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.