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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 | |
|---|---|---|---|---|---|---|
701
CALL
Belden
BDC
$4.85B
| $4.11M | 0.01% |
55,000
| – | – |
|
702
PUT
Republic Services
RSG
$64.8B
| $4.09M | 0.01% |
71,700
+67,700
| +1,693% | +$3.63M |
|
|
BWLD
703
CALL
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $4.09M | 0.01% |
26,500
-36,800
| -58% | -$5.72M |
|
704
CALL
AvalonBay Communities
AVB
$26.5B
| $4.08M | 0.01% |
23,000
+21,800
| +1,817% | +$3.67M |
|
705
CALL
iShares US Transportation ETF
IYT
$2.23B
| $4.07M | 0.01% |
100,000
+72,800
| +268% | +$2.83M |
|
706
CALL
C.H. Robinson
CHRW
$17.4B
| $4.07M | 0.01% |
55,500
-60,800
| -52% | -$4.4M |
|
|
WRK
707
PUT
DELISTED
WestRock Company
WRK
| $4.06M | 0.01% |
80,000
+74,900
| +1,469% | +$3.68M |
|
708
CALL
Signet Jewelers
SIG
$3.61B
| $4.05M | 0.01% |
43,000
-99,900
| -70% | -$8.76M |
|
709
CALL
Tapestry
TPR
$30.8B
| $4.02M | 0.01% |
114,800
-6,700
| -6% | -$245K |
|
|
KSU
710
DELISTED
Kansas City Southern
KSU
| $4M | 0.01% |
+47,171
| New | +$4.16M |
|
711
Middleby
MIDD
$6.04B
| $3.98M | 0.01% |
30,916
+30,155
| +3,963% | +$3.8M |
|
712
CALL
Gen Digital
GEN
$16.4B
| $3.98M | 0.01% |
166,400
+164,400
| +8,220% | +$4.04M |
|
713
PUT
Palo Alto Networks
PANW
$270B
| $3.95M | 0.01% |
189,600
+16,200
| +9% | +$388K |
|
714
PUT
Cemex
CX
$17.1B
| $3.94M | 0.01% |
510,328
-605,800
| -54% | -$4.81M |
|
715
CALL
Restaurant Brands International
QSR
$25.7B
| $3.93M | 0.01% |
82,500
+37,500
| +83% | +$1.73M |
|
716
PUT
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.61B
| $3.9M | 0.01% |
126,854
-24,934
| -16% | -$763K |
|
717
PUT
General Mills
GIS
$19.1B
| $3.87M | 0.01% |
62,600
+53,000
| +552% | +$3.28M |
|
718
United States Oil Fund
USO
$2.02B
| $3.87M | 0.01% |
41,224
+39,419
| +2,184% | +$3.48M |
|
719
CALL
United States Natural Gas Fund
UNG
$470M
| $3.85M | 0.01% |
25,769
+2,775
| +12% | +$377K |
|
720
PUT
iShares Russell 2000 Growth ETF
IWO
$14.3B
| $3.85M | 0.01% |
25,000
| – | – |
|
721
CALL
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $3.83M | 0.01% |
158,200
-1,231,800
| -89% | -$29.4M |
|
722
NOV
NOV
$6.93B
| $3.81M | 0.01% |
101,792
+40,385
| +66% | +$1.47M |
|
|
JNPR
723
CALL
DELISTED
Juniper Networks
JNPR
| $3.79M | 0.01% |
134,200
+44,900
| +50% | +$1.17M |
|
|
MRO
724
CALL
DELISTED
Marathon Oil Corporation
MRO
| $3.79M | 0.01% |
218,600
-65,400
| -23% | -$1.05M |
|
725
Energizer
ENR
$1.44B
| $3.77M | 0.01% |
84,387
-383,691
| -82% | -$17.5M |
|
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.