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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 | |
|---|---|---|---|---|---|---|
501
iShares MSCI South Korea ETF
EWY
$21.9B
| $8.23M | 0.02% |
154,720
+100,049
| +183% | +$5.47M |
|
502
PUT
Johnson & Johnson
JNJ
$618B
| $8.21M | 0.02% |
71,300
+19,300
| +37% | +$2.23M |
|
503
CALL
Paychex
PAYX
$41.6B
| $8.19M | 0.02% |
134,600
-43,900
| -25% | -$2.53M |
|
|
CATM
504
CALL
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $8.19M | 0.02% |
150,000
-50,000
| -25% | -$2.54M |
|
|
DISH
505
CALL
DELISTED
DISH Network Corp.
DISH
| $8.17M | 0.02% |
+141,000
| New | +$8.05M |
|
506
PUT
Trip.com Group
TCOM
$29.6B
| $8.15M | 0.02% |
203,800
+110,200
| +118% | +$4.82M |
|
507
CALL
Estee Lauder
EL
$30.4B
| $8.11M | 0.02% |
106,000
-44,000
| -29% | -$3.58M |
|
508
Ralph Lauren
RL
$22.6B
| $8.06M | 0.02% |
89,247
+58,064
| +186% | +$5.9M |
|
509
CALL
Intel
INTC
$455B
| $8.05M | 0.02% |
222,100
-3,287,000
| -94% | -$118M |
|
510
CALL
UnitedHealth
UNH
$376B
| $8.05M | 0.02% |
50,300
-13,100
| -21% | -$1.96M |
|
511
CALL
ConocoPhillips
COP
$147B
| $8.02M | 0.02% |
160,000
-77,200
| -33% | -$3.56M |
|
512
CALL
Yelp
YELP
$1.45B
| $8.02M | 0.02% |
210,200
+103,600
| +97% | +$3.83M |
|
513
Las Vegas Sands
LVS
$31.7B
| $8M | 0.02% |
+149,739
| New | +$8.73M |
|
|
GOLD
514
PUT
DELISTED
Randgold Resources Ltd
GOLD
| $7.9M | 0.02% |
103,500
-203,900
| -66% | -$16.2M |
|
515
CALL
AutoZone
AZO
$49.2B
| $7.9M | 0.02% |
10,000
| – | – |
|
516
PUT
Warner Bros
WBD
$65.9B
| $7.88M | 0.02% |
+287,500
| New | +$7.8M |
|
517
PUT
Restaurant Brands International
QSR
$25.7B
| $7.88M | 0.02% |
165,250
+42,200
| +34% | +$1.95M |
|
518
CALL
Howmet Aerospace
HWM
$113B
| $7.87M | 0.02% |
+553,348
| New | +$8.32M |
|
519
CALL
Herbalife
HLF
$1.29B
| $7.86M | 0.02% |
326,400
-135,600
| -29% | -$3.7M |
|
520
CALL
Banco Bradesco
BBD
$39.3B
| $7.84M | 0.02% |
1,739,351
+1,727,369
| +14,416% | +$8.1M |
|
521
CALL
Chubb
CB
$135B
| $7.83M | 0.02% |
59,300
+43,300
| +271% | +$5.52M |
|
522
CALL
AbbVie
ABBV
$443B
| $7.76M | 0.02% |
124,000
+75,000
| +153% | +$4.58M |
|
523
CALL
First Solar
FSLR
$22.7B
| $7.75M | 0.02% |
+241,400
| New | +$8.47M |
|
|
524
PUT
Yelp
YELP
$1.45B
| $7.73M | 0.02% |
202,800
+97,300
| +92% | +$3.6M |
|
525
CALL
McKesson
MCK
$100B
| $7.72M | 0.02% |
55,000
| – | – |
|
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.