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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
+4.86%
1 Year Est. Return
+45.89%
3 Year Est. Return
+130.57%
5 Year Est. Return
+159.2%
10 Year Est. Return
+646.93%
AUM
$51.1B
AUM Growth
-$2.88B
(-5.3%)
Cap. Flow
-$4.1B
Cap. Flow
% of AUM
-8.02%
Top 10 Holdings %
Top 10 Hldgs %
42.82%
Holding
4,986
New
948
Increased
907
Reduced
959
Closed
792
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$347M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$309M |
| 3 |
Bank of America
BAC
|
+$58.5M |
| 4 |
General Motors
GM
|
+$50.6M |
| 5 |
Mondelez International
MDLZ
|
+$46.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Emerging Markets ETF
EEM
|
+$118M |
| 2 |
iShares Russell 2000 ETF
IWM
|
+$109M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$101M |
| 4 |
iShares MSCI EAFE ETF
EFA
|
+$95.6M |
| 5 |
Goldman Sachs
GS
|
+$94.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 1.01% |
| 2 | Financials | 0.65% |
| 3 | Consumer Staples | 0.6% |
| 4 | Technology | 0.49% |
| 5 | Industrials | 0.39% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
401
CALL
Truist Financial
TFC
$63.3B
| $11.8M | 0.02% |
250,600
+185,200
| +283% | +$7.88M |
|
402
CALL
Regions Financial
RF
$26.4B
| $11.6M | 0.02% |
810,500
-83,000
| -9% | -$1.03M |
|
403
CALL
CSX Corp
CSX
$93.4B
| $11.6M | 0.02% |
971,700
-501,300
| -34% | -$5.62M |
|
404
PUT
American Tower
AMT
$80.8B
| $11.5M | 0.02% |
109,200
+15,400
| +16% | +$1.67M |
|
405
PUT
Halliburton
HAL
$26.9B
| $11.5M | 0.02% |
213,300
-225,100
| -51% | -$11.2M |
|
406
CALL
Dollar General
DG
$28B
| $11.4M | 0.02% |
153,500
+132,200
| +621% | +$9.65M |
|
407
PUT
Macy's
M
$6.53B
| $11.3M | 0.02% |
315,700
+19,700
| +7% | +$766K |
|
408
CALL
Zions Bancorporation
ZION
$10.2B
| $11.2M | 0.02% |
261,000
+6,600
| +3% | +$243K |
|
|
LNW
409
CALL
DELISTED
Light & Wonder
LNW
| $11.2M | 0.02% |
800,300
+101,500
| +15% | +$1.39M |
|
410
PUT
Zillow
Z
$7.79B
| $11.1M | 0.02% |
305,500
+15,100
| +5% | +$532K |
|
411
CALL
United Parks & Resorts
PRKS
$2.1B
| $11.1M | 0.02% |
586,100
+155,500
| +36% | +$2.55M |
|
412
PUT
Sarepta Therapeutics
SRPT
$1.57B
| $11M | 0.02% |
400,000
+64,800
| +19% | +$2.6M |
|
413
PUT
Vale
VALE
$64.1B
| $10.9M | 0.02% |
1,436,000
-652,200
| -31% | -$4.78M |
|
414
PUT
PayPal
PYPL
$48.9B
| $10.9M | 0.02% |
276,900
-513,700
| -65% | -$20.6M |
|
|
CIT
415
PUT
DELISTED
CIT Group Inc.
CIT
| $10.9M | 0.02% |
255,900
+246,400
| +2,594% | +$9.7M |
|
416
CALL
Acuity Brands
AYI
$9.83B
| $10.8M | 0.02% |
46,900
+25,700
| +121% | +$6.24M |
|
417
PUT
American International
AIG
$41.7B
| $10.8M | 0.02% |
165,700
-48,500
| -23% | -$3.05M |
|
418
PUT
Campbell Soup
CPB
$6.55B
| $10.8M | 0.02% |
178,500
+30,500
| +21% | +$1.71M |
|
|
AKS
419
CALL
DELISTED
AK Steel Holding Corp
AKS
| $10.7M | 0.02% |
1,049,200
+246,400
| +31% | +$1.87M |
|
420
CALL
NVIDIA
NVDA
$4.86T
| $10.7M | 0.02% |
4,000,000
-5,624,000
| -58% | -$11.8M |
|
421
PUT
Eastman Chemical
EMN
$8B
| $10.5M | 0.02% |
139,900
+109,600
| +362% | +$7.91M |
|
422
PUT
Franco-Nevada
FNV
$41.1B
| $10.5M | 0.02% |
175,200
+80,400
| +85% | +$4.91M |
|
423
CALL
Advance Auto Parts
AAP
$3.35B
| $10.5M | 0.02% |
+61,800
| New | +$9.72M |
|
424
CALL
AMN Healthcare
AMN
$1.3B
| $10.4M | 0.02% |
270,000
+269,300
| +38,471% | +$9.2M |
|
425
CALL
Tyson Foods
TSN
$20.4B
| $10.3M | 0.02% |
167,800
-206,900
| -55% | -$13.6M |
|
Similar funds
Parallax Volatility Advisers's Q4 2016 Portfolio in Review
As of Q4 2016, Parallax Volatility Advisers held 4,986 positions worth $51.1B, down 5.3% from $54B the previous quarter. Its ten largest holdings account for 43% of the portfolio.
Parallax Volatility Advisers withdrew a net $4.1B in Q4 2016, closing 792 positions and reducing 959 holdings. Its most notable exit was Goldman Sachs, an estimated $94.8M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 1% of assets, up from 0.78% a quarter earlier, followed by Financials and Consumer Staples.
Against the trend, Parallax Volatility Advisers opened a new position in Bank of America worth $67.2M.
- Parallax Volatility Advisers's largest Q4 2016 buy was Bank of America: 3,038,508 shares worth $67.2M.
- Parallax Volatility Advisers added most to State Street SPDR S&P 500 ETF Trust in Q4 2016, an estimated $347M increase.
- Parallax Volatility Advisers's biggest Q4 2016 reduction was iShares MSCI Emerging Markets ETF, cutting an estimated $118M.
- Parallax Volatility Advisers fully exited Goldman Sachs in Q4 2016, selling an estimated $94.8M.
- Parallax Volatility Advisers's ten largest holdings make up 43% of its $51.1B portfolio in Q4 2016.
- Parallax Volatility Advisers opened 948 new positions and closed 792 in Q4 2016.
- Parallax Volatility Advisers's portfolio value fell 5.3% quarter-over-quarter to $51.1B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2016, filed 14 Feb 2017.