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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 | |
|---|---|---|---|---|---|---|
2001
CALL
BCE
BCE
$21.2B
| $129K | ﹤0.01% |
+2,800
| New | +$133K |
|
|
DVAX
2002
CALL
DELISTED
Dynavax Technologies
DVAX
| $129K | ﹤0.01% |
12,300
| – | – |
|
2003
PUT
Enovis
ENOV
$1.53B
| $129K | ﹤0.01% |
2,382
-12,143
| -84% | -$612K |
|
2004
CALL
Manitowoc
MTW
$675M
| $129K | ﹤0.01% |
6,750
-15,625
| -70% | -$316K |
|
|
ODP
2005
CALL
DELISTED
ODP
ODP
| $129K | ﹤0.01% |
+3,600
| New | +$128K |
|
2006
CALL
American Electric Power
AEP
$68.4B
| $128K | ﹤0.01% |
2,000
-23,700
| -92% | -$1.59M |
|
2007
CALL
Arrow Electronics
ARW
$10.4B
| $128K | ﹤0.01% |
2,000
| – | – |
|
2008
CALL
American Vanguard Corp
AVD
$68.9M
| $128K | ﹤0.01% |
8,000
-500
| -6% | -$8.12K |
|
2009
PUT
Globe Life
GL
$14.3B
| $128K | ﹤0.01% |
+2,000
| New | +$126K |
|
2010
Pool Corp
POOL
$7.5B
| $128K | ﹤0.01% |
1,353
+1,020
| +306% | +$100K |
|
2011
Vanguard FTSE Emerging Markets ETF
VWO
$124B
| $128K | ﹤0.01% |
3,410
+2,432
| +249% | +$90.5K |
|
2012
CALL
IMAX
IMAX
$2.66B
| $127K | ﹤0.01% |
4,400
+400
| +10% | +$12.2K |
|
2013
PUT
Bank OZK
OZK
$5.61B
| $127K | ﹤0.01% |
+3,300
| New | +$125K |
|
2014
CALL
Shutterstock
SSTK
$219M
| $127K | ﹤0.01% |
2,000
-1,100
| -35% | -$63.2K |
|
|
TTSH
2015
CALL
DELISTED
Tile Shop Holdings
TTSH
| $127K | ﹤0.01% |
+7,700
| New | +$132K |
|
|
TGP
2016
DELISTED
Teekay LNG Partners L.P.
TGP
| $127K | ﹤0.01% |
+8,416
| New | +$106K |
|
2017
Century Aluminum
CENX
$5.07B
| $126K | ﹤0.01% |
18,093
+11,944
| +194% | +$81.6K |
|
|
2018
CALL
Enovis
ENOV
$1.53B
| $126K | ﹤0.01% |
2,324
-29,631
| -93% | -$1.49M |
|
|
ARRY
2019
DELISTED
Array Biopharma Inc
ARRY
| $126K | ﹤0.01% |
18,715
-163,524
| -90% | -$632K |
|
2020
Chord Energy
CHRD
$7.39B
| $125K | ﹤0.01% |
10,914
+9,069
| +492% | +$82.9K |
|
2021
Verisk Analytics
VRSK
$25B
| $125K | ﹤0.01% |
1,535
-39,025
| -96% | -$3.23M |
|
|
NTRI
2022
PUT
DELISTED
NutriSystem, Inc.
NTRI
| $125K | ﹤0.01% |
4,200
+2,000
| +91% | +$56.4K |
|
2023
CALL
Kirby Corp
KEX
$6.93B
| $124K | ﹤0.01% |
+2,000
| New | +$115K |
|
|
2024
PUT
Kirby Corp
KEX
$6.93B
| $124K | ﹤0.01% |
+2,000
| New | +$115K |
|
2025
CALL
Microchip Technology
MCHP
$46B
| $124K | ﹤0.01% |
4,000
+200
| +5% | +$5.82K |
|
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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.