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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 | |
|---|---|---|---|---|---|---|
451
Synchrony
SYF
$24.7B
| $9.42M | 0.02% |
+259,676
| New | +$8.29M |
|
452
Children's Place
PLCE
$54.3M
| $9.37M | 0.02% |
92,782
+90,906
| +4,846% | +$8.19M |
|
453
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
| $9.36M | 0.02% |
307,800
+70,600
| +30% | +$2.03M |
|
454
PUT
Weyerhaeuser
WY
$18B
| $9.36M | 0.02% |
311,000
-3,000
| -1% | -$92.5K |
|
455
Masco
MAS
$14.1B
| $9.33M | 0.02% |
294,994
+293,782
| +24,239% | +$9.42M |
|
456
PUT
Philip Morris
PM
$297B
| $9.3M | 0.02% |
101,600
-325,100
| -76% | -$30.1M |
|
457
Campbell Soup
CPB
$6.55B
| $9.29M | 0.02% |
153,696
+23,420
| +18% | +$1.31M |
|
458
CALL
Accenture
ACN
$102B
| $9.28M | 0.02% |
79,200
+27,800
| +54% | +$3.3M |
|
459
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
| $9.27M | 0.02% |
30,723
+30,722
| +3,072,200% | +$8.88M |
|
460
CALL
Franco-Nevada
FNV
$41.1B
| $9.26M | 0.02% |
154,900
+4,300
| +3% | +$263K |
|
461
CALL
Halliburton
HAL
$26.9B
| $9.25M | 0.02% |
171,000
-242,400
| -59% | -$12.1M |
|
|
FITB
462
CALL
Fifth Third Bancorp
FITB
$51.2B
| $9.21M | 0.02% |
341,300
+70,400
| +26% | +$1.69M |
|
|
MBLY
463
PUT
DELISTED
Mobileye N.V.
MBLY
| $9.2M | 0.02% |
241,300
+238,800
| +9,552% | +$8.98M |
|
464
PUT
Regeneron Pharmaceuticals
REGN
$78.5B
| $9.18M | 0.02% |
25,000
| – | – |
|
465
CALL
Dillards
DDS
$9.19B
| $9.15M | 0.02% |
146,000
+139,900
| +2,293% | +$9.19M |
|
466
PUT
Norfolk Southern
NSC
$75.4B
| $9.14M | 0.02% |
84,600
-33,700
| -28% | -$3.4M |
|
467
CALL
MetLife
MET
$61.9B
| $9.13M | 0.02% |
190,179
-73,491
| -28% | -$3.37M |
|
468
CALL
VanEck Junior Gold Miners ETF
GDXJ
$6.89B
| $9.09M | 0.02% |
288,000
| – | – |
|
469
PUT
Invesco CurrencyShares Japanese Yen Trust
FXY
$438M
| $9.08M | 0.02% |
+110,000
| New | +$9.72M |
|
470
CALL
Gilead Sciences
GILD
$162B
| $9.07M | 0.02% |
126,700
-108,900
| -46% | -$8.09M |
|
|
WFM
471
PUT
DELISTED
Whole Foods Market Inc
WFM
| $9.01M | 0.02% |
293,000
+278,700
| +1,949% | +$8.38M |
|
472
PUT
Ovintiv
OVV
$17.3B
| $8.97M | 0.02% |
152,800
+2,800
| +2% | +$160K |
|
473
CALL
APA Corp
APA
$13.2B
| $8.97M | 0.02% |
141,300
+119,100
| +536% | +$7.5M |
|
474
Booking.com
BKNG
$149B
| $8.92M | 0.02% |
+152,125
| New | +$9.09M |
|
475
PUT
Constellation Brands
STZ
$22.2B
| $8.88M | 0.02% |
57,900
-42,900
| -43% | -$6.81M |
|
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.