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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 | |
|---|---|---|---|---|---|---|
|
PPL
576
PPL Corp
PPL
$26.3B
| $6.61M | 0.01% |
+191,271
| New | +$6.88M |
|
577
CALL
NextEra Energy
NEE
$177B
| $6.61M | 0.01% |
216,000
+98,000
| +83% | +$3.09M |
|
|
AKS
578
PUT
DELISTED
AK Steel Holding Corp
AKS
| $6.59M | 0.01% |
1,364,000
-86,000
| -6% | -$437K |
|
579
PUT
Eaton
ETN
$173B
| $6.58M | 0.01% |
100,200
-22,000
| -18% | -$1.42M |
|
580
Newmont
NEM
$124B
| $6.54M | 0.01% |
+166,369
| New | +$6.9M |
|
581
PUT
Cigna
CI
$73.6B
| $6.52M | 0.01% |
+50,000
| New | +$6.53M |
|
582
PUT
Chevron
CVX
$382B
| $6.51M | 0.01% |
63,300
-99,300
| -61% | -$10.1M |
|
|
SMC
583
CALL
Summit Midstream
SMC
$440M
| $6.51M | 0.01% |
+18,927
| New | +$6.54M |
|
|
GOLD
584
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $6.5M | 0.01% |
65,000
-120,000
| -65% | -$13M |
|
|
ENLK
585
DELISTED
EnLink Midstream Partners, LP
ENLK
| $6.5M | 0.01% |
367,032
+85,492
| +30% | +$1.5M |
|
586
PUT
Medtronic
MDT
$114B
| $6.48M | 0.01% |
75,000
+70,700
| +1,644% | +$6.16M |
|
587
PUT
Signet Jewelers
SIG
$3.67B
| $6.44M | 0.01% |
86,400
+84,200
| +3,827% | +$7.12M |
|
588
CALL
Lockheed Martin
LMT
$139B
| $6.4M | 0.01% |
26,700
+24,400
| +1,061% | +$6.11M |
|
|
TTM
589
CALL
DELISTED
Tata Motors Limited
TTM
| $6.4M | 0.01% |
160,000
| – | – |
|
590
CALL
Albemarle
ALB
$15.5B
| $6.39M | 0.01% |
74,800
+63,700
| +574% | +$5.25M |
|
591
PUT
Keurig Dr Pepper
KDP
$39.9B
| $6.39M | 0.01% |
70,000
+66,900
| +2,158% | +$6.34M |
|
592
Ulta Beauty
ULTA
$23.6B
| $6.36M | 0.01% |
+26,739
| New | +$6.76M |
|
593
MGM Resorts International
MGM
$10.9B
| $6.33M | 0.01% |
+243,323
| New | +$5.91M |
|
594
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$4.55B
| $6.29M | 0.01% |
237,200
-2,819,800
| -92% | -$75.6M |
|
595
PUT
Canadian Pacific Kansas City
CP
$79.6B
| $6.29M | 0.01% |
206,000
+194,000
| +1,617% | +$5.7M |
|
596
CALL
Accenture
ACN
$109B
| $6.28M | 0.01% |
51,400
-1,100
| -2% | -$125K |
|
597
CALL
Altria Group
MO
$109B
| $6.23M | 0.01% |
98,600
-38,400
| -28% | -$2.55M |
|
598
Ford
F
$55.8B
| $6.23M | 0.01% |
+515,968
| New | +$6.51M |
|
|
P
599
CALL
DELISTED
Pandora Media Inc
P
| $6.19M | 0.01% |
+431,700
| New | +$5.83M |
|
600
PUT
Cintas
CTAS
$81.1B
| $6.16M | 0.01% |
218,800
+199,200
| +1,016% | +$5.46M |
|
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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.