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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 | |
|---|---|---|---|---|---|---|
|
BHR
1301
CALL
Braemar Hotels & Resorts
BHR
$142M
| $853K | ﹤0.01% |
+61,105
| New | +$908K |
|
1302
PUT
Banco Bradesco
BBD
$36.7B
| $852K | ﹤0.01% |
181,666
+11,596
| +7% | +$52.6K |
|
|
SKX
1303
PUT
DELISTED
Skechers
SKX
| $851K | ﹤0.01% |
37,100
+35,100
| +1,755% | +$894K |
|
|
FBR
1304
PUT
DELISTED
Fibria Celulose Sa
FBR
| $849K | ﹤0.01% |
+120,000
| New | +$795K |
|
1305
Constellium
CSTM
$3.99B
| $845K | ﹤0.01% |
+117,303
| New | +$702K |
|
|
KATE
1306
PUT
DELISTED
Kate Spade & Company
KATE
| $845K | ﹤0.01% |
+49,300
| New | +$956K |
|
1307
PUT
Ventas
VTR
$47.9B
| $841K | ﹤0.01% |
11,900
-8,500
| -42% | -$617K |
|
|
BEAV
1308
DELISTED
B/E Aerospace Inc
BEAV
| $841K | ﹤0.01% |
16,272
+11,451
| +238% | +$554K |
|
1309
Tenet Healthcare
THC
$21.1B
| $837K | ﹤0.01% |
+36,948
| New | +$962K |
|
1310
Ciena
CIEN
$58.4B
| $836K | ﹤0.01% |
38,333
-26,935
| -41% | -$562K |
|
1311
CALL
Healthpeak Properties
DOC
$14.8B
| $836K | ﹤0.01% |
24,156
+21,960
| +1,000% | +$768K |
|
1312
PUT
Toyota
TM
$225B
| $836K | ﹤0.01% |
7,200
+6,400
| +800% | +$733K |
|
|
CY
1313
CALL
DELISTED
Cypress Semiconductor
CY
| $833K | ﹤0.01% |
68,500
+62,000
| +954% | +$708K |
|
1314
PUT
BCE
BCE
$21.2B
| $831K | ﹤0.01% |
+18,000
| New | +$853K |
|
1315
PUT
Iron Mountain
IRM
$36.1B
| $825K | ﹤0.01% |
+22,000
| New | +$849K |
|
1316
PUT
Suncor Energy
SU
$70.3B
| $825K | ﹤0.01% |
29,600
-90,900
| -75% | -$2.48M |
|
|
ICPT
1317
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $823K | ﹤0.01% |
5,000
| – | – |
|
1318
PUT
Alamos Gold
AGI
$13.9B
| $820K | ﹤0.01% |
100,000
-175,000
| -64% | -$1.52M |
|
1319
CALL
BorgWarner
BWA
$13.9B
| $819K | ﹤0.01% |
26,469
+21,811
| +468% | +$643K |
|
1320
CALL
Eli Lilly
LLY
$1.06T
| $819K | ﹤0.01% |
+10,200
| New | +$816K |
|
1321
PUT
Nokia
NOK
$52.3B
| $817K | ﹤0.01% |
141,000
+6,000
| +4% | +$34.1K |
|
1322
CALL
AngloGold Ashanti
AU
$48.7B
| $816K | ﹤0.01% |
51,200
-301,200
| -85% | -$5.72M |
|
1323
CALL
Canadian Natural Resources
CNQ
$93.8B
| $814K | ﹤0.01% |
+51,867
| New | +$789K |
|
|
ANDV
1324
CALL
DELISTED
Andeavor
ANDV
| $812K | ﹤0.01% |
10,200
+4,200
| +70% | +$324K |
|
1325
PUT
Burlington
BURL
$23.2B
| $811K | ﹤0.01% |
10,000
+2,000
| +25% | +$155K |
|
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.