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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 | |
|---|---|---|---|---|---|---|
|
351
PUT
Mondelez International
MDLZ
$78.9B
| $13.7M | 0.03% |
312,400
+48,300
| +18% | +$2.12M |
|
352
PUT
Berkshire Hathaway Class B
BRK.B
$1.11T
| $13.6M | 0.03% |
94,300
| – | – |
|
|
KSU
353
PUT
DELISTED
Kansas City Southern
KSU
| $13.6M | 0.03% |
145,400
+143,600
| +7,978% | +$13.6M |
|
|
PPL
354
PUT
PPL Corp
PPL
$26.5B
| $13.5M | 0.03% |
390,600
+332,700
| +575% | +$12M |
|
355
PUT
Chipotle Mexican Grill
CMG
$40.5B
| $13.4M | 0.02% |
1,585,000
-85,000
| -5% | -$699K |
|
356
PUT
Kraft Heinz
KHC
$29.2B
| $13.4M | 0.02% |
150,000
+79,100
| +112% | +$7M |
|
357
PUT
Coty
COTY
$2.48B
| $13.4M | 0.02% |
+570,500
| New | +$15.1M |
|
358
PUT
State Street SPDR S&P Bank ETF
KBE
$1.73B
| $13.4M | 0.02% |
400,000
-250,000
| -38% | -$8.13M |
|
359
CALL
Estee Lauder
EL
$31.8B
| $13.3M | 0.02% |
150,000
-13,000
| -8% | -$1.19M |
|
|
PPL
360
CALL
PPL Corp
PPL
$26.5B
| $13.3M | 0.02% |
384,100
+315,000
| +456% | +$11.3M |
|
|
ETP
361
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
| $13.2M | 0.02% |
358,000
| – | – |
|
362
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.1B
| $13M | 0.02% |
46,000
+15,000
| +48% | +$4.23M |
|
|
363
PUT
Estee Lauder
EL
$31.8B
| $12.9M | 0.02% |
+146,200
| New | +$13.3M |
|
364
CALL
Eversource Energy
ES
$26.8B
| $12.9M | 0.02% |
238,900
+233,700
| +4,494% | +$13.2M |
|
365
PUT
Waste Management
WM
$90.7B
| $12.9M | 0.02% |
203,000
+90,700
| +81% | +$5.93M |
|
|
S
366
PUT
DELISTED
Sprint Corporation
S
| $12.9M | 0.02% |
1,945,000
+1,000,000
| +106% | +$5.93M |
|
367
CALL
Cummins
CMI
$87.1B
| $12.8M | 0.02% |
100,200
-215,300
| -68% | -$26.1M |
|
368
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.53B
| $12.8M | 0.02% |
288,000
-99,500
| -26% | -$4.71M |
|
369
PUT
American International
AIG
$40.4B
| $12.7M | 0.02% |
214,200
-148,200
| -41% | -$8.47M |
|
|
APC
370
PUT
DELISTED
Anadarko Petroleum
APC
| $12.6M | 0.02% |
198,600
+50,000
| +34% | +$2.79M |
|
371
Invesco CurrencyShares Euro Currency Trust
FXE
$341M
| $12.6M | 0.02% |
114,825
+114,824
| +11,482,400% | +$12.5M |
|
372
PUT
Prudential Financial
PRU
$42.2B
| $12.5M | 0.02% |
153,600
+29,600
| +24% | +$2.27M |
|
373
PUT
3M
MMM
$94.4B
| $12.5M | 0.02% |
85,036
-143,280
| -63% | -$21.4M |
|
374
Coca-Cola
KO
$372B
| $12.4M | 0.02% |
292,789
+249,771
| +581% | +$10.9M |
|
375
PUT
Valero Energy
VLO
$93.3B
| $12.3M | 0.02% |
232,900
+200,000
| +608% | +$10.7M |
|
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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.