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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 | |
|---|---|---|---|---|---|---|
|
CERN
326
CALL
DELISTED
Cerner Corp
CERN
| $15.4M | 0.03% |
+250,000
| New | +$15.8M |
|
327
CALL
Colgate-Palmolive
CL
$73.6B
| $15.4M | 0.03% |
207,500
+83,800
| +68% | +$6.19M |
|
328
CALL
Rio Tinto
RIO
$164B
| $15.1M | 0.03% |
453,000
+92,100
| +26% | +$2.93M |
|
329
CALL
Merck
MRK
$322B
| $15M | 0.03% |
251,730
-1,277,616
| -84% | -$74.7M |
|
330
CALL
CSX Corp
CSX
$92.5B
| $15M | 0.03% |
1,473,000
-26,400
| -2% | -$250K |
|
331
CALL
Hasbro
HAS
$13.7B
| $14.9M | 0.03% |
187,900
+183,800
| +4,483% | +$14.9M |
|
332
Accenture
ACN
$110B
| $14.8M | 0.03% |
121,267
+88,755
| +273% | +$10.1M |
|
333
State Street Industrial Select Sector SPDR ETF
XLI
$34.7B
| $14.7M | 0.03% |
252,001
+252,000
| +25,200,000% | +$14.6M |
|
|
GAP
334
PUT
The Gap Inc
GAP
$7.55B
| $14.7M | 0.03% |
661,600
+437,100
| +195% | +$10.5M |
|
335
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.67B
| $14.6M | 0.03% |
94,575
+44,575
| +89% | +$6.39M |
|
336
PUT
Honeywell
HON
$72.9B
| $14.5M | 0.03% |
138,444
-81,241
| -37% | -$8.49M |
|
337
PUT
Blackstone
BX
$118B
| $14.4M | 0.03% |
566,000
+238,700
| +73% | +$6.3M |
|
338
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.9B
| $14.4M | 0.03% |
200,000
-298,200
| -60% | -$21.9M |
|
339
PUT
Corning
GLW
$137B
| $14.4M | 0.03% |
608,900
+278,600
| +84% | +$6.21M |
|
340
CALL
Herbalife
HLF
$1.23B
| $14.3M | 0.03% |
462,000
+262,000
| +131% | +$8.27M |
|
|
FIT
341
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $14.2M | 0.03% |
956,800
+755,700
| +376% | +$11M |
|
342
CALL
NetEase
NTES
$81.9B
| $14.1M | 0.03% |
293,500
+168,000
| +134% | +$7.15M |
|
343
W.W. Grainger
GWW
$61.3B
| $14.1M | 0.03% |
+62,801
| New | +$14.1M |
|
344
PUT
Biogen
BIIB
$30.1B
| $14.1M | 0.03% |
+45,000
| New | +$13.3M |
|
|
DD
345
DELISTED
Du Pont De Nemours E I
DD
| $14M | 0.03% |
209,519
+102,921
| +97% | +$6.99M |
|
346
CALL
Hain Celestial
HAIN
$48.8M
| $13.9M | 0.03% |
+390,800
| New | +$17.1M |
|
|
CELG
347
PUT
DELISTED
Celgene Corp
CELG
| $13.8M | 0.03% |
132,500
+90,300
| +214% | +$9.77M |
|
348
PUT
Royal Gold
RGLD
$19.8B
| $13.8M | 0.03% |
178,800
+173,100
| +3,037% | +$13.9M |
|
349
PUT
ConocoPhillips
COP
$151B
| $13.8M | 0.03% |
317,200
+78,500
| +33% | +$3.26M |
|
350
VanEck Gold Miners ETF
GDX
$27.5B
| $13.8M | 0.03% |
521,370
+521,369
| +52,136,900% | +$15M |
|
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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.