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 | |
|---|---|---|---|---|---|---|
|
K
201
PUT
DELISTED
Kellanova
K
| $31.6M | 0.06% |
434,946
+433,668
| +33,933% | +$33.2M |
|
202
CALL
General Mills
GIS
$20.2B
| $31.4M | 0.06% |
490,800
+45,900
| +10% | +$3.19M |
|
203
CALL
Union Pacific
UNP
$174B
| $31.3M | 0.06% |
321,000
-227,900
| -42% | -$21.3M |
|
204
PUT
Nucor
NUE
$61.9B
| $31.1M | 0.06% |
629,000
+177,400
| +39% | +$9.03M |
|
|
GOLD
205
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $30.8M | 0.06% |
307,400
+116,500
| +61% | +$12.6M |
|
206
PUT
FedEx
FDX
$76.3B
| $30.6M | 0.06% |
175,400
+61,000
| +53% | +$9.99M |
|
207
CALL
Target
TGT
$69.2B
| $30.5M | 0.06% |
443,800
+159,200
| +56% | +$11.4M |
|
208
Oracle
ORCL
$419B
| $30.4M | 0.06% |
+773,767
| New | +$31.5M |
|
209
CALL
Trip.com Group
TCOM
$29.1B
| $30.1M | 0.06% |
646,000
+73,700
| +13% | +$3.28M |
|
|
210
PUT
Union Pacific
UNP
$174B
| $30.1M | 0.06% |
308,400
+69,300
| +29% | +$6.48M |
|
|
GG
211
CALL
DELISTED
Goldcorp Inc
GG
| $30M | 0.06% |
1,814,500
-706,100
| -28% | -$12.4M |
|
212
PUT
LyondellBasell Industries
LYB
$20.7B
| $29.8M | 0.06% |
369,800
-123,200
| -25% | -$9.52M |
|
213
PUT
ExxonMobil
XOM
$657B
| $29.6M | 0.05% |
339,300
-182,700
| -35% | -$16.2M |
|
214
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.7B
| $29.5M | 0.05% |
1,205,000
-2,760,000
| -70% | -$70.1M |
|
215
CALL
VanEck Gold Miners ETF
GDX
$27.5B
| $29.4M | 0.05% |
1,113,200
-2,100,000
| -65% | -$60.3M |
|
216
CALL
DuPont de Nemours
DD
$19.5B
| $29.4M | 0.05% |
223,740
-48,807
| -18% | -$6.51M |
|
|
DD
217
PUT
DELISTED
Du Pont De Nemours E I
DD
| $29.3M | 0.05% |
437,500
+6,400
| +1% | +$435K |
|
218
CALL
Norfolk Southern
NSC
$75.2B
| $29.1M | 0.05% |
300,200
+164,300
| +121% | +$15M |
|
219
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
| $29M | 0.05% |
1,215,800
-430,200
| -26% | -$10.4M |
|
220
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $29M | 0.05% |
544,200
+465,200
| +589% | +$25.3M |
|
|
TWTR
221
CALL
DELISTED
Twitter, Inc.
TWTR
| $28.9M | 0.05% |
1,253,100
-841,000
| -40% | -$15.8M |
|
222
CALL
Alarm.com
ALRM
$2.77B
| $28.9M | 0.05% |
1,000,000
-349,800
| -26% | -$9.75M |
|
223
PUT
Energy Transfer Partners
ET
$71.6B
| $28.8M | 0.05% |
1,716,300
-1,000,000
| -37% | -$16.9M |
|
224
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$231M
| $28.6M | 0.05% |
390,400
+50,000
| +15% | +$3.35M |
|
225
NVIDIA
NVDA
$5.27T
| $28.5M | 0.05% |
16,663,280
+15,551,440
| +1,399% | +$23M |
|
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.