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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 | |
|---|---|---|---|---|---|---|
2026
PUT
Cinemark Holdings
CNK
$4.32B
| $123K | ﹤0.01% |
+3,200
| New | +$121K |
|
2027
PUT
Molina Healthcare
MOH
$10.3B
| $123K | ﹤0.01% |
+2,100
| New | +$116K |
|
2028
Xylem
XYL
$28.1B
| $123K | ﹤0.01% |
+2,350
| New | +$115K |
|
|
RDC
2029
CALL
DELISTED
Rowan Companies Plc
RDC
| $123K | ﹤0.01% |
8,100
| – | – |
|
2030
PUT
TechnipFMC
FTI
$27.3B
| $122K | ﹤0.01% |
+5,510
| New | +$111K |
|
2031
CALL
PG&E
PCG
$38.5B
| $122K | ﹤0.01% |
2,000
-2,200
| -52% | -$140K |
|
|
CHS
2032
DELISTED
Chicos FAS, Inc.
CHS
| $122K | ﹤0.01% |
10,216
-10,523
| -51% | -$124K |
|
2033
CALL
NETGEAR
NTGR
$635M
| $121K | ﹤0.01% |
+2,000
| New | +$109K |
|
2034
Trinity Industries
TRN
$2.38B
| $121K | ﹤0.01% |
6,924
-39,012
| -85% | -$642K |
|
2035
PUT
Western Union
WU
$2.21B
| $121K | ﹤0.01% |
5,800
+4,000
| +222% | +$82.2K |
|
|
CEMP
2036
CALL
DELISTED
Cempra, Inc.
CEMP
| $121K | ﹤0.01% |
5,000
| – | – |
|
2037
CALL
Boyd Gaming
BYD
$6.06B
| $120K | ﹤0.01% |
+6,000
| New | +$115K |
|
2038
PUT
Guidewire Software
GWRE
$14.2B
| $120K | ﹤0.01% |
2,000
| – | – |
|
2039
Power Integrations
POWI
$3.61B
| $120K | ﹤0.01% |
+3,792
| New | +$108K |
|
2040
PUT
Protolabs
PRLB
$2.13B
| $120K | ﹤0.01% |
2,000
-18,000
| -90% | -$1.04M |
|
2041
T. Rowe Price
TROW
$24.3B
| $120K | ﹤0.01% |
+1,808
| New | +$126K |
|
2042
PUT
WEC Energy
WEC
$35.1B
| $120K | ﹤0.01% |
2,000
-10,000
| -83% | -$624K |
|
|
EPAY
2043
PUT
DELISTED
Bottomline Technologies Inc
EPAY
| $120K | ﹤0.01% |
+5,100
| New | +$112K |
|
|
GIMO
2044
PUT
DELISTED
Gigamon Inc.
GIMO
| $120K | ﹤0.01% |
+2,200
| New | +$100K |
|
|
ATW
2045
DELISTED
Atwood Oceanics
ATW
| $120K | ﹤0.01% |
+13,854
| New | +$131K |
|
|
CYBR
2046
PUT
DELISTED
CyberArk
CYBR
| $119K | ﹤0.01% |
+2,400
| New | +$128K |
|
2047
CALL
Emcor
EME
$36B
| $119K | ﹤0.01% |
+2,000
| New | +$111K |
|
|
FL
2048
DELISTED
Foot Locker
FL
| $119K | ﹤0.01% |
+1,756
| New | +$110K |
|
|
BKS
2049
CALL
DELISTED
Barnes & Noble
BKS
| $119K | ﹤0.01% |
10,500
-43,900
| -81% | -$530K |
|
2050
PUT
Silicon Laboratories
SLAB
$7.23B
| $118K | ﹤0.01% |
2,000
-4,000
| -67% | -$216K |
|
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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.