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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 | |
|---|---|---|---|---|---|---|
576
PUT
UnitedHealth
UNH
$376B
| $6.43M | 0.01% |
40,200
+26,000
| +183% | +$3.88M |
|
577
Infosys
INFY
$48.7B
| $6.41M | 0.01% |
864,664
+335,382
| +63% | +$2.52M |
|
578
CALL
EOG Resources
EOG
$79.2B
| $6.37M | 0.01% |
63,000
| – | – |
|
|
VMW
579
PUT
DELISTED
VMware, Inc
VMW
| $6.34M | 0.01% |
80,600
-41,400
| -34% | -$3.21M |
|
580
PUT
Visa
V
$684B
| $6.33M | 0.01% |
81,100
-2,300
| -3% | -$185K |
|
581
PUT
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$19.2M
| $6.31M | 0.01% |
5,000
| – | – |
|
|
CATM
582
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $6.29M | 0.01% |
115,272
-105,799
| -48% | -$5.38M |
|
583
CALL
America Movil
AMX
$76.1B
| $6.29M | 0.01% |
500,000
+498,000
| +24,900% | +$6.03M |
|
584
PUT
Bath & Body Works
BBWI
$4.06B
| $6.27M | 0.01% |
117,762
+116,401
| +8,553% | +$6.62M |
|
|
DISH
585
DELISTED
DISH Network Corp.
DISH
| $6.27M | 0.01% |
108,173
-236,308
| -69% | -$13.5M |
|
|
GWPH
586
PUT
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $6.2M | 0.01% |
55,500
| – | – |
|
|
YHOO
587
PUT
DELISTED
Yahoo Inc
YHOO
| $5.99M | 0.01% |
155,000
+100,000
| +182% | +$4.1M |
|
|
SRG
588
CALL
Seritage Growth Properties
SRG
$136M
| $5.98M | 0.01% |
+140,000
| New | +$6.52M |
|
589
PUT
Travel + Leisure Co
TNL
$4.66B
| $5.96M | 0.01% |
172,770
+17,055
| +11% | +$548K |
|
|
PARA
590
CALL
DELISTED
Paramount Global Class B
PARA
| $5.95M | 0.01% |
+93,500
| New | +$5.55M |
|
|
KATE
591
DELISTED
Kate Spade & Company
KATE
| $5.94M | 0.01% |
317,982
+296,958
| +1,412% | +$4.87M |
|
592
PUT
Energizer
ENR
$1.44B
| $5.89M | 0.01% |
132,100
-1,365,400
| -91% | -$62.3M |
|
|
RAD
593
CALL
DELISTED
Rite Aid Corporation
RAD
| $5.88M | 0.01% |
35,675
+20,000
| +128% | +$3.02M |
|
|
CHL
594
PUT
DELISTED
China Mobile Limited
CHL
| $5.86M | 0.01% |
111,800
+110,400
| +7,886% | +$6.2M |
|
|
HDS
595
DELISTED
HD Supply Holdings, Inc.
HDS
| $5.83M | 0.01% |
+137,107
| New | +$5.05M |
|
|
SMC
596
CALL
Summit Midstream
SMC
$426M
| $5.82M | 0.01% |
15,413
-3,514
| -19% | -$1.2M |
|
597
PUT
Axalta
AXTA
$7.66B
| $5.77M | 0.01% |
+212,000
| New | +$5.58M |
|
598
Honeywell
HON
$77B
| $5.75M | 0.01% |
+54,971
| New | +$5.59M |
|
|
WUBA
599
CALL
DELISTED
58.com Inc
WUBA
| $5.75M | 0.01% |
205,300
-21,900
| -10% | -$813K |
|
600
CALL
Cognizant
CTSH
$24.9B
| $5.7M | 0.01% |
101,700
+73,300
| +258% | +$3.92M |
|
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.