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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 | |
|---|---|---|---|---|---|---|
1976
Hormel Foods
HRL
$13.8B
| $139K | ﹤0.01% |
+3,656
| New | +$136K |
|
1977
CALL
Allstate
ALL
$67.5B
| $138K | ﹤0.01% |
2,000
-10,100
| -83% | -$696K |
|
1978
PUT
BOK Financial
BOKF
$8.74B
| $138K | ﹤0.01% |
+2,000
| New | +$133K |
|
1979
PUT
Helen of Troy
HELE
$693M
| $138K | ﹤0.01% |
+1,600
| New | +$150K |
|
1980
PUT
Hilton Worldwide
HLT
$71.5B
| $138K | ﹤0.01% |
2,000
-6,733
| -77% | -$475K |
|
1981
CALL
Meritage Homes
MTH
$4.86B
| $138K | ﹤0.01% |
8,000
-1,600
| -17% | -$29.1K |
|
1982
Leggett & Platt
LEG
$1.31B
| $136K | ﹤0.01% |
+2,980
| New | +$153K |
|
1983
Roper Technologies
ROP
$39.8B
| $136K | ﹤0.01% |
746
-8,765
| -92% | -$1.53M |
|
|
MRSH
1984
PUT
Marsh
MRSH
$91.5B
| $135K | ﹤0.01% |
2,000
-7,800
| -80% | -$522K |
|
1985
CALL
Nasdaq
NDAQ
$52.9B
| $135K | ﹤0.01% |
6,000
-4,500
| -43% | -$104K |
|
|
1986
PUT
Nasdaq
NDAQ
$52.9B
| $135K | ﹤0.01% |
6,000
+4,800
| +400% | +$111K |
|
1987
CALL
Petrobras
PBR
$116B
| $135K | ﹤0.01% |
14,400
-297,300
| -95% | -$2.61M |
|
1988
CALL
Celanese
CE
$4.82B
| $133K | ﹤0.01% |
+2,000
| New | +$131K |
|
1989
CALL
Pediatrix Medical
MD
$2.2B
| $133K | ﹤0.01% |
+2,000
| New | +$137K |
|
1990
PUT
Alaska Air
ALK
$5.58B
| $132K | ﹤0.01% |
2,000
-98,000
| -98% | -$6.44M |
|
1991
Lifecore Biomedical
LFCR
$190M
| $132K | ﹤0.01% |
9,860
-15,630
| -61% | -$189K |
|
1992
PUT
Ciena
CIEN
$58.4B
| $131K | ﹤0.01% |
6,000
-118,500
| -95% | -$2.47M |
|
1993
DigitalBridge
DBRG
$2.95B
| $131K | ﹤0.01% |
2,540
-21,378
| -89% | -$1.02M |
|
1994
CALL
Dell
DELL
$293B
| $131K | ﹤0.01% |
+9,760
| New | +$133K |
|
1995
CALL
OSI Systems
OSIS
$3.89B
| $131K | ﹤0.01% |
2,000
| – | – |
|
1996
Fortune Brands Innovations
FBIN
$6.06B
| $130K | ﹤0.01% |
2,618
-305
| -10% | -$16K |
|
1997
PVH
PVH
$4.04B
| $130K | ﹤0.01% |
+1,172
| New | +$121K |
|
1998
CALL
Watts Water Technologies
WTS
$13.1B
| $130K | ﹤0.01% |
+2,000
| New | +$126K |
|
|
1999
PUT
Watts Water Technologies
WTS
$13.1B
| $130K | ﹤0.01% |
+2,000
| New | +$126K |
|
|
OA
2000
CALL
DELISTED
Orbital ATK, Inc.
OA
| $130K | ﹤0.01% |
+1,700
| New | +$135K |
|
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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.