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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 | |
|---|---|---|---|---|---|---|
901
CALL
HSBC
HSBC
$370B
| $2.34M | ﹤0.01% |
64,427
+3,542
| +6% | +$126K |
|
902
PUT
Phillips 66
PSX
$82.7B
| $2.33M | ﹤0.01% |
27,000
-33,700
| -56% | -$2.8M |
|
903
CALL
Fluor
FLR
$7.01B
| $2.32M | ﹤0.01% |
+44,200
| New | +$2.3M |
|
904
PUT
Tyler Technologies
TYL
$12.5B
| $2.31M | ﹤0.01% |
16,200
+13,000
| +406% | +$2.02M |
|
|
FL
905
PUT
DELISTED
Foot Locker
FL
| $2.31M | ﹤0.01% |
32,600
+28,900
| +781% | +$2.06M |
|
906
PUT
Cintas
CTAS
$81.6B
| $2.3M | ﹤0.01% |
79,600
-139,200
| -64% | -$3.91M |
|
907
PUT
Abbott
ABT
$185B
| $2.3M | ﹤0.01% |
59,800
-23,000
| -28% | -$912K |
|
908
JD.com
JD
$44.6B
| $2.3M | ﹤0.01% |
90,289
-800,254
| -90% | -$20.9M |
|
|
TPH
909
CALL
DELISTED
Tri Pointe Homes
TPH
| $2.3M | ﹤0.01% |
+200,000
| New | +$2.39M |
|
910
Caterpillar
CAT
$382B
| $2.29M | ﹤0.01% |
24,721
-52,198
| -68% | -$4.73M |
|
911
PUT
Whirlpool
WHR
$2.54B
| $2.29M | ﹤0.01% |
12,600
-46,100
| -79% | -$7.63M |
|
912
PUT
First Majestic Silver
AG
$7.74B
| $2.29M | ﹤0.01% |
300,200
+10,200
| +4% | +$85.1K |
|
913
CALL
NextEra Energy
NEE
$181B
| $2.28M | ﹤0.01% |
76,400
-139,600
| -65% | -$4.17M |
|
914
CALL
Northrop Grumman
NOC
$77.9B
| $2.28M | ﹤0.01% |
9,800
+2,100
| +27% | +$488K |
|
915
CALL
Harley-Davidson
HOG
$2.66B
| $2.27M | ﹤0.01% |
39,000
| – | – |
|
916
CALL
Valero Energy
VLO
$88.5B
| $2.27M | ﹤0.01% |
33,300
-289,800
| -90% | -$17.8M |
|
917
CALL
Exelon
EXC
$47B
| $2.27M | ﹤0.01% |
89,588
-272,969
| -75% | -$6.47M |
|
|
918
First Majestic Silver
AG
$7.74B
| $2.26M | ﹤0.01% |
296,514
+37,617
| +15% | +$314K |
|
919
CALL
Southern Company
SO
$107B
| $2.26M | ﹤0.01% |
46,000
-117,400
| -72% | -$5.77M |
|
920
CALL
Hecla Mining
HL
$9.68B
| $2.26M | ﹤0.01% |
431,300
-3,700
| -0.9% | -$21.7K |
|
921
Freeport-McMoran
FCX
$91.5B
| $2.26M | ﹤0.01% |
171,230
-283,239
| -62% | -$3.62M |
|
922
CALL
Universal Display
OLED
$3.67B
| $2.25M | ﹤0.01% |
40,000
| – | – |
|
923
CALL
Avis
CAR
$4.91B
| $2.24M | ﹤0.01% |
61,200
+18,600
| +44% | +$674K |
|
924
CALL
D.R. Horton
DHI
$41B
| $2.24M | ﹤0.01% |
82,000
+8,400
| +11% | +$240K |
|
925
CALL
Royal Gold
RGLD
$17.1B
| $2.24M | ﹤0.01% |
35,400
-215,400
| -86% | -$14.7M |
|
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.