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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 | |
|---|---|---|---|---|---|---|
1401
CALL
Abercrombie & Fitch
ANF
$5B
| $634K | ﹤0.01% |
39,800
+10,900
| +38% | +$210K |
|
1402
CALL
Expeditors International
EXPD
$23.2B
| $634K | ﹤0.01% |
12,300
-183,800
| -94% | -$9.3M |
|
1403
Kinder Morgan
KMI
$68.7B
| $629K | ﹤0.01% |
+27,191
| New | +$576K |
|
1404
CALL
Worthington Enterprises
WOR
$2.86B
| $629K | ﹤0.01% |
+21,248
| New | +$568K |
|
|
SDRL
1405
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $628K | ﹤0.01% |
990
| – | – |
|
|
CHK
1406
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $627K | ﹤0.01% |
+500
| New | +$577K |
|
|
WFT
1407
DELISTED
Weatherford International plc
WFT
| $626K | ﹤0.01% |
111,440
+74,159
| +199% | +$421K |
|
1408
PUT
Workday
WDAY
$44.4B
| $623K | ﹤0.01% |
6,800
-4,400
| -39% | -$367K |
|
1409
PUT
Microchip Technology
MCHP
$46B
| $622K | ﹤0.01% |
20,000
+7,800
| +64% | +$227K |
|
1410
PUT
Open Text
OTEX
$6.04B
| $622K | ﹤0.01% |
19,200
+11,200
| +140% | +$350K |
|
1411
PUT
Canadian Imperial Bank of Commerce
CM
$108B
| $620K | ﹤0.01% |
+16,000
| New | +$616K |
|
1412
PUT
Jacobs Solutions
J
$17B
| $620K | ﹤0.01% |
14,508
+968
| +7% | +$42K |
|
|
1413
PUT
Expeditors International
EXPD
$23.2B
| $618K | ﹤0.01% |
12,000
-264,500
| -96% | -$13.4M |
|
1414
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$126B
| $617K | ﹤0.01% |
+16,400
| New | +$611K |
|
1415
Teucrium Corn Fund
CORN
$165M
| $616K | ﹤0.01% |
33,001
| – | – |
|
1416
CALL
Entergy
ETR
$50B
| $613K | ﹤0.01% |
16,000
+7,600
| +90% | +$302K |
|
1417
PUT
General Mills
GIS
$19.7B
| $613K | ﹤0.01% |
9,600
-61,200
| -86% | -$4.26M |
|
1418
Cigna
CI
$74.6B
| $610K | ﹤0.01% |
+4,682
| New | +$611K |
|
1419
PUT
PPG Industries
PPG
$26.6B
| $610K | ﹤0.01% |
5,900
-27,100
| -82% | -$2.84M |
|
|
SONC
1420
PUT
DELISTED
Sonic Corp
SONC
| $609K | ﹤0.01% |
23,300
-138,300
| -86% | -$3.81M |
|
1421
NNN REIT
NNN
$8.99B
| $608K | ﹤0.01% |
11,957
+3,567
| +43% | +$182K |
|
1422
CALL
Aptiv
APTV
$10.3B
| $607K | ﹤0.01% |
8,500
+6,500
| +325% | +$438K |
|
1423
CALL
Ryder
R
$10.1B
| $607K | ﹤0.01% |
9,200
+3,900
| +74% | +$255K |
|
1424
Cleveland-Cliffs
CLF
$6.99B
| $606K | ﹤0.01% |
103,528
+66,865
| +182% | +$436K |
|
1425
CALL
ArcelorMittal
MT
$55.3B
| $604K | ﹤0.01% |
33,333
+6,666
| +25% | +$118K |
|
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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.