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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 | |
|---|---|---|---|---|---|---|
926
CALL
Exelixis
EXEL
$13.8B
| $2.24M | ﹤0.01% |
+150,000
| New | +$2.16M |
|
|
927
PUT
Exelixis
EXEL
$13.8B
| $2.24M | ﹤0.01% |
+150,000
| New | +$2.16M |
|
|
SRCI
928
CALL
DELISTED
SRC Energy Inc
SRCI
| $2.23M | ﹤0.01% |
+250,000
| New | +$2.04M |
|
929
PUT
Goodyear
GT
$2.02B
| $2.23M | ﹤0.01% |
72,100
-3,600
| -5% | -$111K |
|
930
CALL
Entergy
ETR
$50.4B
| $2.22M | ﹤0.01% |
60,400
+44,400
| +278% | +$1.59M |
|
|
RICE
931
PUT
DELISTED
Rice Energy Inc.
RICE
| $2.22M | ﹤0.01% |
104,000
+4,000
| +4% | +$95.3K |
|
932
Synopsys
SNPS
$75.1B
| $2.22M | ﹤0.01% |
37,654
+36,838
| +4,514% | +$2.19M |
|
933
PUT
Celanese
CE
$4.81B
| $2.2M | ﹤0.01% |
28,000
+21,700
| +344% | +$1.63M |
|
934
PUT
iShares MSCI Taiwan ETF
EWT
$10.2B
| $2.2M | ﹤0.01% |
75,000
+37,500
| +100% | +$1.15M |
|
935
PUT
Royal Bank of Canada
RY
$292B
| $2.19M | ﹤0.01% |
32,400
+25,700
| +384% | +$1.67M |
|
936
Barclays
BCS
$93.8B
| $2.19M | ﹤0.01% |
211,476
-119,837
| -36% | -$1.13M |
|
|
CHK
937
CALL
DELISTED
Chesapeake Energy Corporation
CHK
| $2.18M | ﹤0.01% |
1,555
+1,055
| +211% | +$1.38M |
|
938
CALL
Lennar Class A
LEN
$20.5B
| $2.18M | ﹤0.01% |
53,368
+47,065
| +747% | +$1.9M |
|
939
Post Holdings
POST
$4.09B
| $2.18M | ﹤0.01% |
+41,415
| New | +$2.09M |
|
940
PUT
Air Products & Chemicals
APD
$65.2B
| $2.17M | ﹤0.01% |
15,100
-19,816
| -57% | -$2.77M |
|
941
CALL
Snap-on
SNA
$21.2B
| $2.16M | ﹤0.01% |
12,600
+5,200
| +70% | +$846K |
|
942
CALL
Consolidated Edison
ED
$39.8B
| $2.16M | ﹤0.01% |
+29,300
| New | +$2.12M |
|
943
CALL
Southwest Airlines
LUV
$23B
| $2.15M | ﹤0.01% |
43,200
-111,500
| -72% | -$5M |
|
|
PDCO
944
PUT
DELISTED
Patterson Companies, Inc.
PDCO
| $2.15M | ﹤0.01% |
+52,500
| New | +$2.26M |
|
945
CALL
Campbell Soup
CPB
$6.67B
| $2.15M | ﹤0.01% |
35,600
-23,800
| -40% | -$1.33M |
|
946
PUT
NetEase
NTES
$84.2B
| $2.15M | ﹤0.01% |
50,000
+28,000
| +127% | +$1.34M |
|
|
CHK
947
PUT
DELISTED
Chesapeake Energy Corporation
CHK
| $2.15M | ﹤0.01% |
1,528
+278
| +22% | +$363K |
|
948
CALL
Intuit
INTU
$87.1B
| $2.14M | ﹤0.01% |
18,700
+18,000
| +2,571% | +$2.02M |
|
949
PUT
State Street
STT
$50.5B
| $2.13M | ﹤0.01% |
27,400
+4,900
| +22% | +$369K |
|
950
Hasbro
HAS
$12.9B
| $2.11M | ﹤0.01% |
27,118
-68,256
| -72% | -$5.63M |
|
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.