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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 | |
|---|---|---|---|---|---|---|
|
S
276
DELISTED
Sprint Corporation
S
| $20.3M | 0.04% |
3,055,001
+1,694,097
| +124% | +$10M |
|
277
PUT
VanEck Oil Services ETF
OIH
$1.97B
| $20.2M | 0.04% |
34,500
-28,250
| -45% | -$16M |
|
278
PUT
iShares Silver Trust
SLV
$31.5B
| $20.2M | 0.04% |
1,110,000
| – | – |
|
|
B
279
PUT
Barrick Mining
B
$67.2B
| $20.1M | 0.04% |
1,136,500
-20,800
| -2% | -$415K |
|
280
PUT
Pfizer
PFE
$152B
| $20M | 0.04% |
623,546
-430,770
| -41% | -$14.4M |
|
281
PUT
First Solar
FSLR
$25.9B
| $19.9M | 0.04% |
505,000
+415,000
| +461% | +$17.2M |
|
282
PUT
Halliburton
HAL
$28.2B
| $19.7M | 0.04% |
438,400
+177,800
| +68% | +$7.76M |
|
283
PUT
Herbalife
HLF
$1.23B
| $19.5M | 0.04% |
630,000
+569,800
| +947% | +$18M |
|
284
CALL
American International
AIG
$40.4B
| $19.5M | 0.04% |
328,900
+212,600
| +183% | +$12.1M |
|
285
CALL
Royal Gold
RGLD
$19.8B
| $19.4M | 0.04% |
250,800
-14,200
| -5% | -$1.14M |
|
|
HOUS
286
PUT
DELISTED
Anywhere Real Estate
HOUS
| $19.4M | 0.04% |
+750,000
| New | +$20.8M |
|
287
Workday
WDAY
$44.8B
| $19.3M | 0.04% |
210,392
+50,291
| +31% | +$4.19M |
|
|
DISH
288
DELISTED
DISH Network Corp.
DISH
| $18.9M | 0.04% |
344,481
+222,905
| +183% | +$11.5M |
|
289
CALL
General Dynamics
GD
$106B
| $18.9M | 0.03% |
121,500
+66,200
| +120% | +$9.87M |
|
|
ATVI
290
CALL
DELISTED
Activision Blizzard
ATVI
| $18.8M | 0.03% |
425,400
-1,058,600
| -71% | -$44.3M |
|
291
PUT
Colgate-Palmolive
CL
$73.6B
| $18.7M | 0.03% |
252,100
+58,900
| +30% | +$4.35M |
|
292
CALL
Gilead Sciences
GILD
$168B
| $18.6M | 0.03% |
235,600
+72,900
| +45% | +$5.92M |
|
|
TFCFA
293
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $18.6M | 0.03% |
766,500
+755,700
| +6,997% | +$19.3M |
|
|
294
CALL
Halliburton
HAL
$28.2B
| $18.6M | 0.03% |
413,400
-9,200
| -2% | -$402K |
|
295
CALL
Charter Communications
CHTR
$18.8B
| $18.4M | 0.03% |
68,000
-45,000
| -40% | -$11.4M |
|
296
CALL
Abbott
ABT
$190B
| $18.3M | 0.03% |
433,800
-117,200
| -21% | -$5.02M |
|
297
CALL
Chevron
CVX
$386B
| $18M | 0.03% |
174,800
+23,100
| +15% | +$2.36M |
|
298
PUT
DuPont de Nemours
DD
$19.5B
| $17.9M | 0.03% |
136,392
-15,598
| -10% | -$2.08M |
|
299
CALL
Freeport-McMoran
FCX
$96.4B
| $17.7M | 0.03% |
1,632,200
+272,400
| +20% | +$3.13M |
|
300
PUT
Advance Auto Parts
AAP
$3.19B
| $17.7M | 0.03% |
118,500
+32,100
| +37% | +$5.13M |
|
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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.