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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 | |
|---|---|---|---|---|---|---|
1601
M&T Bank
MTB
$36.2B
| $370K | ﹤0.01% |
3,190
-4,698
| -60% | -$546K |
|
1602
PUT
Dell
DELL
$293B
| $368K | ﹤0.01% |
+27,437
| New | +$373K |
|
1603
CALL
Bread Financial
BFH
$4.38B
| $365K | ﹤0.01% |
2,130
+1,002
| +89% | +$171K |
|
1604
PUT
Shutterstock
SSTK
$219M
| $363K | ﹤0.01% |
5,700
-700
| -11% | -$40.2K |
|
1605
CALL
Idexx Laboratories
IDXX
$46.2B
| $361K | ﹤0.01% |
3,200
-29,300
| -90% | -$3.09M |
|
1606
PUT
NRG Energy
NRG
$24.8B
| $360K | ﹤0.01% |
32,100
-400
| -1% | -$5.21K |
|
1607
PUT
Starwood Property Trust
STWD
$6.09B
| $360K | ﹤0.01% |
16,000
+14,700
| +1,131% | +$325K |
|
|
KATE
1608
DELISTED
Kate Spade & Company
KATE
| $360K | ﹤0.01% |
+21,024
| New | +$408K |
|
|
SC
1609
PUT
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $359K | ﹤0.01% |
29,500
| – | – |
|
1610
CALL
Clean Energy Fuels
CLNE
$346M
| $358K | ﹤0.01% |
80,000
| – | – |
|
1611
CALL
KB Home
KBH
$3.59B
| $358K | ﹤0.01% |
22,200
-7,400
| -25% | -$117K |
|
1612
PUT
AvalonBay Communities
AVB
$26.8B
| $356K | ﹤0.01% |
2,000
-5,900
| -75% | -$1.06M |
|
|
HBI
1613
PUT
DELISTED
Hanesbrands
HBI
| $355K | ﹤0.01% |
+14,000
| New | +$369K |
|
1614
PUT
Urban Outfitters
URBN
$6.59B
| $351K | ﹤0.01% |
10,200
+2,000
| +24% | +$65.5K |
|
1615
PUT
Methode Electronics
MEI
$592M
| $350K | ﹤0.01% |
+10,000
| New | +$351K |
|
1616
PUT
Fortune Brands Innovations
FBIN
$6.06B
| $348K | ﹤0.01% |
7,020
+2,340
| +50% | +$122K |
|
1617
Universal Display
OLED
$4.19B
| $348K | ﹤0.01% |
6,268
+4,909
| +361% | +$311K |
|
1618
PUT
Xerox
XRX
$425M
| $348K | ﹤0.01% |
13,055
-7,552
| -37% | -$195K |
|
1619
CALL
Corpay
CPAY
$25.7B
| $347K | ﹤0.01% |
2,000
+600
| +43% | +$96.1K |
|
|
ANDV
1620
DELISTED
Andeavor
ANDV
| $347K | ﹤0.01% |
+4,365
| New | +$336K |
|
|
AUY
1621
DELISTED
Yamana Gold, Inc.
AUY
| $346K | ﹤0.01% |
+80,353
| New | +$414K |
|
|
1622
CALL
Urban Outfitters
URBN
$6.59B
| $345K | ﹤0.01% |
10,000
-4,000
| -29% | -$131K |
|
1623
PUT
Magna International
MGA
$18.8B
| $344K | ﹤0.01% |
8,000
+6,900
| +627% | +$272K |
|
1624
Oceaneering
OII
$4.77B
| $344K | ﹤0.01% |
12,500
+3,384
| +37% | +$93.7K |
|
|
1625
PUT
Oceaneering
OII
$4.77B
| $344K | ﹤0.01% |
12,500
| – | – |
|
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.