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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 | |
|---|---|---|---|---|---|---|
1451
Community Health Systems
CYH
$423M
| $567K | ﹤0.01% |
49,155
-331,728
| -87% | -$3.82M |
|
|
STMP
1452
CALL
DELISTED
Stamps.com, Inc.
STMP
| $567K | ﹤0.01% |
+6,000
| New | +$520K |
|
1453
PUT
BorgWarner
BWA
$13.9B
| $566K | ﹤0.01% |
18,290
+16,018
| +705% | +$472K |
|
|
MRSH
1454
Marsh
MRSH
$91.5B
| $565K | ﹤0.01% |
+8,408
| New | +$563K |
|
1455
Sinclair Inc
SBGI
$1.03B
| $565K | ﹤0.01% |
19,566
+19,532
| +57,447% | +$566K |
|
1456
PUT
Tower Semiconductor
TSEM
$28.5B
| $563K | ﹤0.01% |
37,100
+22,100
| +147% | +$319K |
|
1457
PUT
DTE Energy
DTE
$29.1B
| $562K | ﹤0.01% |
7,050
-2,350
| -25% | -$191K |
|
1458
CALL
TotalEnergies
TTE
$190B
| $553K | ﹤0.01% |
93,616,371
-146,197,555
| -61% | -$102K |
|
1459
Precigen
PGEN
$2.59B
| $552K | ﹤0.01% |
19,892
-91,430
| -82% | -$2.42M |
|
1460
Dominion Energy
D
$59.3B
| $550K | ﹤0.01% |
+7,401
| New | +$564K |
|
1461
CALL
Radware
RDWR
$1.19B
| $550K | ﹤0.01% |
+40,000
| New | +$521K |
|
1462
PUT
Old Dominion Freight Line
ODFL
$44.9B
| $549K | ﹤0.01% |
24,000
+18,000
| +300% | +$407K |
|
1463
PUT
Tyler Technologies
TYL
$12.8B
| $547K | ﹤0.01% |
+3,200
| New | +$533K |
|
1464
PUT
Vornado Realty Trust
VNO
$7.38B
| $546K | ﹤0.01% |
6,680
+4,577
| +218% | +$379K |
|
1465
O'Reilly Automotive
ORLY
$76.3B
| $545K | ﹤0.01% |
+29,190
| New | +$547K |
|
1466
PENN Entertainment
PENN
$2.71B
| $542K | ﹤0.01% |
39,919
-26,913
| -40% | -$379K |
|
|
WFM
1467
CALL
DELISTED
Whole Foods Market Inc
WFM
| $539K | ﹤0.01% |
19,000
-272,800
| -93% | -$8.4M |
|
1468
CALL
American Eagle Outfitters
AEO
$3.01B
| $536K | ﹤0.01% |
30,000
+29,600
| +7,400% | +$531K |
|
|
SKX
1469
CALL
DELISTED
Skechers
SKX
| $536K | ﹤0.01% |
23,300
+20,300
| +677% | +$517K |
|
1470
National Health Investors
NHI
$3.65B
| $535K | ﹤0.01% |
+6,818
| New | +$536K |
|
1471
PUT
PACCAR
PCAR
$70.1B
| $535K | ﹤0.01% |
13,650
-1,650
| -11% | -$62.8K |
|
|
TPH
1472
DELISTED
Tri Pointe Homes
TPH
| $534K | ﹤0.01% |
+40,509
| New | +$535K |
|
|
CRR
1473
CALL
DELISTED
Carbo Ceramics Inc.
CRR
| $533K | ﹤0.01% |
+48,700
| New | +$626K |
|
1474
Primoris Services
PRIM
$4.45B
| $532K | ﹤0.01% |
+25,804
| New | +$487K |
|
|
RTN
1475
PUT
DELISTED
Raytheon Company
RTN
| $531K | ﹤0.01% |
3,900
+3,600
| +1,200% | +$501K |
|
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.