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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 | |
|---|---|---|---|---|---|---|
1576
PUT
Citizens Financial Group
CFG
$30.6B
| $394K | ﹤0.01% |
+16,000
| New | +$368K |
|
1577
PUT
UFP Industries
UFPI
$5.19B
| $394K | ﹤0.01% |
+12,000
| New | +$416K |
|
1578
PUT
Ameren
AEE
$30.1B
| $393K | ﹤0.01% |
8,000
+4,000
| +100% | +$204K |
|
1579
CALL
FIVE9
FIVN
$2.54B
| $392K | ﹤0.01% |
25,000
| – | – |
|
1580
PUT
Ally Financial
ALLY
$13.3B
| $390K | ﹤0.01% |
+20,000
| New | +$372K |
|
1581
CALL
Factset
FDS
$10.2B
| $389K | ﹤0.01% |
2,400
-10,800
| -82% | -$1.86M |
|
1582
PUT
Digital Realty Trust
DLR
$71.7B
| $388K | ﹤0.01% |
4,000
+300
| +8% | +$30.5K |
|
|
SVC
1583
Service Properties Trust
SVC
$1.07B
| $388K | ﹤0.01% |
2,612
+2,291
| +714% | +$349K |
|
1584
CALL
W.P. Carey
WPC
$16.4B
| $387K | ﹤0.01% |
+6,126
| New | +$409K |
|
|
SFUN
1585
CALL
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
| $387K | ﹤0.01% |
1,724
-40
| -2% | -$9.57K |
|
1586
PUT
Penske Automotive Group
PAG
$14.2B
| $386K | ﹤0.01% |
8,000
+4,000
| +100% | +$166K |
|
1587
PUT
Cal-Maine
CALM
$3.99B
| $385K | ﹤0.01% |
+10,000
| New | +$431K |
|
1588
PUT
Fidelity National Information Services
FIS
$22.1B
| $385K | ﹤0.01% |
5,000
-6,000
| -55% | -$469K |
|
1589
CALL
Dillards
DDS
$9.56B
| $384K | ﹤0.01% |
6,100
+4,100
| +205% | +$256K |
|
1590
PUT
Deutsche Bank
DB
$71.5B
| $382K | ﹤0.01% |
32,704
+10,976
| +51% | +$135K |
|
1591
Banco Bradesco
BBD
$36.7B
| $379K | ﹤0.01% |
80,812
-40,380
| -33% | -$183K |
|
1592
PUT
Pool Corp
POOL
$7.5B
| $378K | ﹤0.01% |
4,000
+2,000
| +100% | +$196K |
|
|
SBNY
1593
DELISTED
Signature Bank
SBNY
| $378K | ﹤0.01% |
3,194
-26,894
| -89% | -$3.24M |
|
1594
PUT
IDEX
IEX
$17.3B
| $374K | ﹤0.01% |
4,000
+2,000
| +100% | +$181K |
|
1595
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| $373K | ﹤0.01% |
4,271
+4,270
| +427,000% | +$367K |
|
|
SGI
1596
PUT
Somnigroup International
SGI
$13.7B
| $373K | ﹤0.01% |
+26,400
| New | +$471K |
|
1597
CALL
Polaris
PII
$4.07B
| $372K | ﹤0.01% |
4,800
-20,700
| -81% | -$1.8M |
|
|
BSFT
1598
PUT
DELISTED
BroadSoft, Inc.
BSFT
| $372K | ﹤0.01% |
+8,000
| New | +$357K |
|
1599
Martin Marietta Materials
MLM
$33B
| $371K | ﹤0.01% |
+2,071
| New | +$395K |
|
1600
CALL
Mercado Libre
MELI
$92.3B
| $370K | ﹤0.01% |
2,000
+600
| +43% | +$99.5K |
|
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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.