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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 | |
|---|---|---|---|---|---|---|
676
CALL
Williams Companies
WMB
$87.9B
| $4.95M | 0.01% |
160,900
+99,900
| +164% | +$2.65M |
|
677
Freeport-McMoran
FCX
$98.7B
| $4.94M | 0.01% |
454,469
-57,499
| -11% | -$661K |
|
678
PUT
Diageo
DEO
$54B
| $4.92M | 0.01% |
42,400
+40,400
| +2,020% | +$4.62M |
|
679
PUT
Phillips 66
PSX
$86B
| $4.89M | 0.01% |
60,700
-24,900
| -29% | -$1.94M |
|
680
Bausch Health
BHC
$2.37B
| $4.86M | 0.01% |
198,118
-30,949
| -14% | -$801K |
|
681
PUT
The Mosaic Company
MOS
$7.46B
| $4.86M | 0.01% |
198,700
-1,071,500
| -84% | -$29.2M |
|
682
PUT
Air Products & Chemicals
APD
$68.6B
| $4.86M | 0.01% |
34,916
+25,944
| +289% | +$3.6M |
|
683
CALL
TechnipFMC
FTI
$29.1B
| $4.82M | 0.01% |
218,400
+110,880
| +103% | +$2.24M |
|
684
FirstEnergy
FE
$27.1B
| $4.82M | 0.01% |
145,650
+136,644
| +1,517% | +$4.64M |
|
685
PUT
Northern Trust
NTRS
$34.4B
| $4.81M | 0.01% |
70,800
+65,800
| +1,316% | +$4.47M |
|
686
CALL
OneMain Financial
OMF
$7.27B
| $4.8M | 0.01% |
+155,000
| New | +$4.46M |
|
|
TWX
687
CALL
DELISTED
Time Warner Inc
TWX
| $4.79M | 0.01% |
60,200
-232,900
| -79% | -$18.2M |
|
688
Vodafone
VOD
$36.4B
| $4.78M | 0.01% |
+163,950
| New | +$4.99M |
|
|
SPA
689
DELISTED
Sparton
SPA
| $4.77M | 0.01% |
181,717
+22,142
| +14% | +$508K |
|
690
PUT
Emerson Electric
EMR
$88.5B
| $4.76M | 0.01% |
87,300
+63,400
| +265% | +$3.4M |
|
691
CALL
Archer Daniels Midland
ADM
$38.8B
| $4.74M | 0.01% |
112,500
+56,400
| +101% | +$2.44M |
|
|
DFS
692
CALL
DELISTED
Discover Financial Services
DFS
| $4.74M | 0.01% |
83,800
-488,400
| -85% | -$28M |
|
693
PUT
Travel + Leisure Co
TNL
$4.5B
| $4.73M | 0.01% |
155,715
+14,841
| +11% | +$474K |
|
694
CALL
Plains All American Pipeline
PAA
$16.4B
| $4.71M | 0.01% |
150,000
-277,900
| -65% | -$7.95M |
|
695
PUT
Carnival Corporation Ltd
CCL
$38B
| $4.7M | 0.01% |
96,300
+55,500
| +136% | +$2.57M |
|
696
CVS Health
CVS
$122B
| $4.68M | 0.01% |
+52,542
| New | +$4.96M |
|
697
PUT
MBIA
MBI
$257M
| $4.67M | 0.01% |
599,700
+549,700
| +1,099% | +$4.33M |
|
698
CALL
H&R Block
HRB
$5.82B
| $4.67M | 0.01% |
201,800
+6,800
| +3% | +$159K |
|
699
PUT
CSX Corp
CSX
$92.8B
| $4.67M | 0.01% |
459,000
+115,500
| +34% | +$1.09M |
|
700
CALL
Fastenal
FAST
$59.8B
| $4.65M | 0.01% |
445,200
+249,200
| +127% | +$2.65M |
|
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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.