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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 | |
|---|---|---|---|---|---|---|
|
HTZ
776
CALL
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $3.23M | 0.01% |
172,650
+20,142
| +13% | +$504K |
|
777
CALL
J.M. Smucker
SJM
$12.6B
| $3.23M | 0.01% |
25,200
-3,400
| -12% | -$441K |
|
778
CALL
Rockwell Automation
ROK
$53B
| $3.23M | 0.01% |
24,000
+15,200
| +173% | +$1.94M |
|
779
PUT
Southern Company
SO
$108B
| $3.23M | 0.01% |
65,600
+52,200
| +390% | +$2.56M |
|
780
CALL
Public Storage
PSA
$60.8B
| $3.22M | 0.01% |
14,400
+9,200
| +177% | +$1.96M |
|
|
CLR
781
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $3.21M | 0.01% |
62,400
+60,400
| +3,020% | +$3.12M |
|
782
D.R. Horton
DHI
$40.6B
| $3.21M | 0.01% |
117,570
-102,954
| -47% | -$2.94M |
|
783
PUT
Entergy
ETR
$50.5B
| $3.21M | 0.01% |
+87,200
| New | +$3.13M |
|
|
ANDV
784
PUT
DELISTED
Andeavor
ANDV
| $3.2M | 0.01% |
36,600
-3,100
| -8% | -$263K |
|
785
PUT
Carnival Corporation Ltd
CCL
$38.9B
| $3.19M | 0.01% |
61,300
-35,000
| -36% | -$1.75M |
|
|
EQC
786
DELISTED
Equity Commonwealth
EQC
| $3.18M | 0.01% |
105,203
-810
| -0.8% | -$24K |
|
787
PUT
Crown Castle
CCI
$33.8B
| $3.17M | 0.01% |
36,600
+34,600
| +1,730% | +$3.03M |
|
788
CALL
Ralph Lauren
RL
$22.3B
| $3.16M | 0.01% |
35,000
-2,600
| -7% | -$264K |
|
789
AerCap
AER
$24B
| $3.16M | 0.01% |
75,886
+48,682
| +179% | +$2.05M |
|
790
CALL
American Electric Power
AEP
$69.5B
| $3.13M | 0.01% |
49,800
+47,800
| +2,390% | +$2.95M |
|
|
DFS
791
DELISTED
Discover Financial Services
DFS
| $3.11M | 0.01% |
43,188
+8,517
| +25% | +$541K |
|
|
MTOR
792
CALL
DELISTED
MERITOR, Inc.
MTOR
| $3.1M | 0.01% |
+250,000
| New | +$2.94M |
|
|
MTOR
793
PUT
DELISTED
MERITOR, Inc.
MTOR
| $3.1M | 0.01% |
+250,000
| New | +$2.94M |
|
794
Eldorado Gold
EGO
$8.22B
| $3.09M | 0.01% |
192,034
+32,621
| +20% | +$513K |
|
795
PUT
Northrop Grumman
NOC
$77.4B
| $3.09M | 0.01% |
+13,300
| New | +$3.09M |
|
796
CALL
Clorox
CLX
$11.8B
| $3.08M | 0.01% |
25,700
+8,000
| +45% | +$943K |
|
797
PUT
Lennar Class A
LEN
$20.3B
| $3.08M | 0.01% |
75,430
+62,823
| +498% | +$2.54M |
|
798
MetLife
MET
$61.8B
| $3.08M | 0.01% |
64,091
-44,235
| -41% | -$2.03M |
|
799
Universal Health Services
UHS
$10.3B
| $3.08M | 0.01% |
+28,937
| New | +$3.43M |
|
800
CALL
Phillips 66
PSX
$83.7B
| $3.06M | 0.01% |
35,400
-83,200
| -70% | -$6.92M |
|
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.