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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 | |
|---|---|---|---|---|---|---|
601
CALL
Dycom Industries
DY
$12B
| $5.69M | 0.01% |
70,900
+66,800
| +1,629% | +$5.41M |
|
602
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
| $5.67M | 0.01% |
109,600
-434,600
| -80% | -$22.5M |
|
603
CALL
Cardinal Health
CAH
$53.9B
| $5.66M | 0.01% |
+78,700
| New | +$5.69M |
|
604
CALL
Eastman Chemical
EMN
$8B
| $5.63M | 0.01% |
74,800
-101,000
| -57% | -$7.29M |
|
|
SCHW
605
PUT
Charles Schwab
SCHW
$183B
| $5.61M | 0.01% |
142,000
+71,900
| +103% | +$2.57M |
|
606
CALL
State Street
STT
$50.6B
| $5.6M | 0.01% |
72,100
+47,300
| +191% | +$3.56M |
|
|
RDS.A
607
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
| $5.6M | 0.01% |
103,000
| – | – |
|
608
Humana
HUM
$43.7B
| $5.59M | 0.01% |
+27,381
| New | +$5.22M |
|
|
TTM
609
PUT
DELISTED
Tata Motors Limited
TTM
| $5.59M | 0.01% |
162,400
+10,400
| +7% | +$383K |
|
610
PUT
Nucor
NUE
$58.6B
| $5.55M | 0.01% |
93,300
-535,700
| -85% | -$30M |
|
611
AstraZeneca
AZN
$263B
| $5.54M | 0.01% |
+101,486
| New | +$5.76M |
|
612
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $5.54M | 0.01% |
274,340
+274,339
| +27,433,900% | +$5.7M |
|
613
PUT
Eli Lilly
LLY
$1.02T
| $5.52M | 0.01% |
+75,000
| New | +$5.59M |
|
614
PUT
Harley-Davidson
HOG
$2.58B
| $5.48M | 0.01% |
94,000
+30,000
| +47% | +$1.71M |
|
|
LSI
615
PUT
DELISTED
Life Storage, Inc.
LSI
| $5.46M | 0.01% |
96,000
-20,700
| -18% | -$1.15M |
|
616
PUT
Royal Gold
RGLD
$16.8B
| $5.42M | 0.01% |
85,500
-93,300
| -52% | -$6.35M |
|
617
Trip.com Group
TCOM
$29.6B
| $5.4M | 0.01% |
134,994
+47,202
| +54% | +$2.06M |
|
618
CALL
Chemours
CC
$2.5B
| $5.39M | 0.01% |
244,000
+198,000
| +430% | +$4.06M |
|
619
PUT
The Mosaic Company
MOS
$7.03B
| $5.39M | 0.01% |
183,700
-15,000
| -8% | -$402K |
|
620
CALL
Alcoa
AA
$11.9B
| $5.38M | 0.01% |
191,449
-153,588
| -45% | -$4.17M |
|
621
PUT
Zillow
ZG
$7.94B
| $5.37M | 0.01% |
147,200
+2,000
| +1% | +$70K |
|
622
PUT
Royal Caribbean
RCL
$85.1B
| $5.36M | 0.01% |
65,400
-25,500
| -28% | -$2.01M |
|
|
RTN
623
CALL
DELISTED
Raytheon Company
RTN
| $5.35M | 0.01% |
37,700
+29,000
| +333% | +$4.12M |
|
624
PUT
Fastenal
FAST
$54.7B
| $5.35M | 0.01% |
455,200
+56,800
| +14% | +$623K |
|
|
ANDV
625
DELISTED
Andeavor
ANDV
| $5.33M | 0.01% |
60,889
+56,524
| +1,295% | +$4.8M |
|
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.