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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 | |
|---|---|---|---|---|---|---|
|
BHI
1051
CALL
DELISTED
Baker Hughes
BHI
| $1.73M | ﹤0.01% |
34,200
+25,600
| +298% | +$1.23M |
|
1052
CALL
State Street
STT
$51.3B
| $1.73M | ﹤0.01% |
24,800
+18,300
| +282% | +$1.2M |
|
1053
Radware
RDWR
$1.2B
| $1.72M | ﹤0.01% |
124,837
+95,550
| +326% | +$1.24M |
|
1054
State Street SPDR S&P Metals & Mining ETF
XME
$4.55B
| $1.7M | ﹤0.01% |
64,105
+64,104
| +6,410,400% | +$1.72M |
|
1055
PUT
HF Sinclair
DINO
$15.2B
| $1.7M | ﹤0.01% |
69,200
+44,200
| +177% | +$1.11M |
|
1056
Sonida Senior Living
SNDA
$1.99B
| $1.69M | ﹤0.01% |
6,716
+894
| +15% | +$237K |
|
1057
CALL
Under Armour Class C
UA
$2.42B
| $1.69M | ﹤0.01% |
50,000
-20,800
| -29% | -$751K |
|
1058
PUT
SL Green Realty
SLG
$3.9B
| $1.69M | ﹤0.01% |
16,115
+14,049
| +680% | +$1.54M |
|
|
1059
PUT
Sonida Senior Living
SNDA
$1.99B
| $1.68M | ﹤0.01% |
6,667
| – | – |
|
1060
Sarepta Therapeutics
SRPT
$1.81B
| $1.68M | ﹤0.01% |
+27,349
| New | +$827K |
|
1061
Coca-Cola Europacific Partners
CCEP
$46.9B
| $1.68M | ﹤0.01% |
42,085
+6,490
| +18% | +$248K |
|
1062
PUT
Puma Biotechnology
PBYI
$442M
| $1.68M | ﹤0.01% |
+25,000
| New | +$1.26M |
|
|
THS
1063
CALL
DELISTED
Treehouse Foods
THS
| $1.67M | ﹤0.01% |
+19,200
| New | +$1.85M |
|
|
HES
1064
CALL
DELISTED
Hess
HES
| $1.66M | ﹤0.01% |
31,000
-10,700
| -26% | -$573K |
|
1065
Corning
GLW
$136B
| $1.65M | ﹤0.01% |
69,732
-31,026
| -31% | -$692K |
|
1066
CALL
Northrop Grumman
NOC
$82.1B
| $1.65M | ﹤0.01% |
7,700
+3,500
| +83% | +$758K |
|
|
TUP
1067
CALL
DELISTED
Tupperware Brands Corporation
TUP
| $1.64M | ﹤0.01% |
+25,000
| New | +$1.57M |
|
1068
ASML
ASML
$666B
| $1.63M | ﹤0.01% |
+14,868
| New | +$1.57M |
|
1069
Axos Financial
AX
$5.63B
| $1.63M | ﹤0.01% |
+72,643
| New | +$1.41M |
|
1070
CALL
Transocean
RIG
$6.33B
| $1.62M | ﹤0.01% |
152,200
-273,900
| -64% | -$2.9M |
|
|
CIT
1071
CALL
DELISTED
CIT Group Inc.
CIT
| $1.61M | ﹤0.01% |
44,500
-25,700
| -37% | -$898K |
|
1072
PUT
POSCO
PKX
$17.7B
| $1.61M | ﹤0.01% |
+31,500
| New | +$1.55M |
|
|
JCP
1073
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $1.6M | ﹤0.01% |
173,400
+12,400
| +8% | +$118K |
|
|
JWN
1074
PUT
DELISTED
Nordstrom
JWN
| $1.58M | ﹤0.01% |
30,500
-29,700
| -49% | -$1.4M |
|
|
1075
PUT
State Street
STT
$51.3B
| $1.57M | ﹤0.01% |
22,500
+19,400
| +626% | +$1.27M |
|
Similar funds
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.