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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 | |
|---|---|---|---|---|---|---|
|
DISH
976
PUT
DELISTED
DISH Network Corp.
DISH
| $2.19M | ﹤0.01% |
40,000
-12,000
| -23% | -$622K |
|
977
CALL
Vertex Pharmaceuticals
VRTX
$133B
| $2.18M | ﹤0.01% |
+25,000
| New | +$2.36M |
|
|
JNPR
978
CALL
DELISTED
Juniper Networks
JNPR
| $2.15M | ﹤0.01% |
89,300
-22,900
| -20% | -$530K |
|
|
NBIS
979
CALL
Nebius Group N.V.
NBIS
$46.7B
| $2.15M | ﹤0.01% |
102,000
+1,100
| +1% | +$23.9K |
|
980
Melco Resorts & Entertainment
MLCO
$2.12B
| $2.14M | ﹤0.01% |
+133,108
| New | +$1.87M |
|
|
IMPV
981
DELISTED
Imperva, Inc.
IMPV
| $2.14M | ﹤0.01% |
+39,883
| New | +$1.85M |
|
982
Northrop Grumman
NOC
$82.1B
| $2.14M | ﹤0.01% |
+10,003
| New | +$2.17M |
|
983
MBIA
MBI
$256M
| $2.13M | ﹤0.01% |
+273,264
| New | +$2.15M |
|
984
Transocean
RIG
$6.33B
| $2.13M | ﹤0.01% |
199,348
+177,751
| +823% | +$1.88M |
|
|
AMTD
985
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $2.11M | ﹤0.01% |
60,000
+37,800
| +170% | +$1.18M |
|
986
PUT
Snap-on
SNA
$21.3B
| $2.11M | ﹤0.01% |
13,900
+10,300
| +286% | +$1.59M |
|
|
LABL
987
PUT
DELISTED
Multi-Color Corp
LABL
| $2.11M | ﹤0.01% |
+32,000
| New | +$2.11M |
|
988
CALL
Wolfspeed
WOLF
$1.52B
| $2.11M | ﹤0.01% |
82,000
+55,700
| +212% | +$1.44M |
|
|
TIF
989
DELISTED
Tiffany & Co.
TIF
| $2.1M | ﹤0.01% |
28,982
+14,233
| +97% | +$950K |
|
990
CALL
State Street SPDR S&P Retail ETF
XRT
$652M
| $2.1M | ﹤0.01% |
48,300
-176,700
| -79% | -$7.83M |
|
991
Energy Transfer Partners
ET
$70.9B
| $2.1M | ﹤0.01% |
+125,093
| New | +$2.11M |
|
|
ARRS
992
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $2.1M | ﹤0.01% |
73,994
+72,974
| +7,154% | +$1.95M |
|
993
PUT
PVH
PVH
$4.02B
| $2.09M | ﹤0.01% |
+18,900
| New | +$1.95M |
|
994
CALL
American Water Works
AWK
$26.9B
| $2.08M | ﹤0.01% |
27,800
+16,800
| +153% | +$1.31M |
|
995
CALL
HSBC
HSBC
$354B
| $2.07M | ﹤0.01% |
60,885
-224,198
| -79% | -$7.04M |
|
996
CALL
Ventas
VTR
$47.2B
| $2.06M | ﹤0.01% |
29,200
+6,100
| +26% | +$443K |
|
997
CALL
Harley-Davidson
HOG
$2.72B
| $2.05M | ﹤0.01% |
39,000
-311,000
| -89% | -$16.1M |
|
998
PUT
Eastman Chemical
EMN
$8.39B
| $2.05M | ﹤0.01% |
30,300
+22,900
| +309% | +$1.54M |
|
999
Constellation Brands
STZ
$22.8B
| $2.03M | ﹤0.01% |
12,208
-81,468
| -87% | -$13.4M |
|
|
PGTI
1000
PUT
DELISTED
PGT, Inc.
PGTI
| $2.02M | ﹤0.01% |
+189,800
| New | +$2.19M |
|
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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.