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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 | |
|---|---|---|---|---|---|---|
1676
CALL
Marvell Technology
MRVL
$196B
| $303K | ﹤0.01% |
22,800
+18,800
| +470% | +$221K |
|
1677
Textron
TXT
$15.4B
| $303K | ﹤0.01% |
7,618
+6,349
| +500% | +$250K |
|
1678
PUT
Cincinnati Financial
CINF
$27.1B
| $302K | ﹤0.01% |
4,000
-7,600
| -66% | -$575K |
|
1679
CALL
Cheesecake Factory
CAKE
$5.33B
| $300K | ﹤0.01% |
6,000
-13,000
| -68% | -$664K |
|
1680
CALL
TJX Companies
TJX
$178B
| $300K | ﹤0.01% |
8,000
-42,000
| -84% | -$1.64M |
|
1681
BCE
BCE
$21.2B
| $299K | ﹤0.01% |
+6,474
| New | +$307K |
|
1682
PUT
EPR Properties
EPR
$4.77B
| $299K | ﹤0.01% |
3,800
+2,000
| +111% | +$160K |
|
1683
PUT
BlackBerry
BB
$5.26B
| $298K | ﹤0.01% |
37,300
-667,200
| -95% | -$5.01M |
|
|
XRM
1684
PUT
DELISTED
Xerium Technologies Inc (new)
XRM
| $298K | ﹤0.01% |
+37,500
| New | +$299K |
|
1685
CALL
Alaska Air
ALK
$5.58B
| $297K | ﹤0.01% |
4,500
+2,500
| +125% | +$164K |
|
1686
CALL
Compañía de Minas Buenaventura
BVN
$8.67B
| $295K | ﹤0.01% |
+21,300
| New | +$298K |
|
|
GRA
1687
PUT
DELISTED
W.R. Grace & Co.
GRA
| $295K | ﹤0.01% |
+4,000
| New | +$302K |
|
1688
CALL
Dover
DOV
$28.4B
| $294K | ﹤0.01% |
4,952
-80,222
| -94% | -$4.64M |
|
|
IDTI
1689
DELISTED
Integrated Device Technology I
IDTI
| $294K | ﹤0.01% |
12,709
+11,004
| +645% | +$227K |
|
1690
PUT
Autohome
ATHM
$2.62B
| $292K | ﹤0.01% |
+12,000
| New | +$279K |
|
1691
PUT
BJ's Restaurants
BJRI
$1.48B
| $292K | ﹤0.01% |
8,200
+6,000
| +273% | +$241K |
|
1692
CALL
Karyopharm Therapeutics
KPTI
$48M
| $292K | ﹤0.01% |
+2,000
| New | +$240K |
|
1693
PUT
Trinity Industries
TRN
$2.38B
| $292K | ﹤0.01% |
+16,807
| New | +$277K |
|
|
SC
1694
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $291K | ﹤0.01% |
23,922
-16,774
| -41% | -$194K |
|
|
CPN
1695
CALL
DELISTED
Calpine Corporation
CPN
| $291K | ﹤0.01% |
+23,000
| New | +$310K |
|
1696
PUT
iShares US Transportation ETF
IYT
$2.28B
| $290K | ﹤0.01% |
+8,000
| New | +$282K |
|
1697
CALL
ManpowerGroup
MAN
$2.63B
| $290K | ﹤0.01% |
+4,000
| New | +$276K |
|
1698
S&P Global
SPGI
$120B
| $290K | ﹤0.01% |
2,291
-1,323
| -37% | -$159K |
|
1699
PUT
Affiliated Managers Group
AMG
$9.76B
| $289K | ﹤0.01% |
+2,000
| New | +$286K |
|
1700
Equity Residential
EQR
$25.1B
| $289K | ﹤0.01% |
4,491
-9,465
| -68% | -$631K |
|
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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.