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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 | |
|---|---|---|---|---|---|---|
|
SWN
976
PUT
DELISTED
Southwestern Energy Company
SWN
| $1.99M | ﹤0.01% |
184,000
+178,000
| +2,967% | +$2.04M |
|
|
PRXL
977
PUT
DELISTED
Parexel International Corp
PRXL
| $1.97M | ﹤0.01% |
+30,000
| New | +$1.88M |
|
978
PUT
lululemon athletica
LULU
$14B
| $1.96M | ﹤0.01% |
30,100
-169,800
| -85% | -$10.1M |
|
979
CALL
A.O. Smith
AOS
$8.25B
| $1.95M | ﹤0.01% |
41,200
+33,200
| +415% | +$1.6M |
|
980
PUT
Veeva Systems
VEEV
$33.5B
| $1.95M | ﹤0.01% |
48,000
+41,900
| +687% | +$1.71M |
|
|
RHT
981
CALL
DELISTED
Red Hat Inc
RHT
| $1.95M | ﹤0.01% |
28,000
-3,800
| -12% | -$293K |
|
|
WWAV
982
CALL
DELISTED
The WhiteWave Foods Company
WWAV
| $1.95M | ﹤0.01% |
35,000
| – | – |
|
983
CALL
Digital Realty Trust
DLR
$70.7B
| $1.94M | ﹤0.01% |
19,700
+6,500
| +49% | +$604K |
|
984
CALL
Marriott International
MAR
$91.5B
| $1.93M | ﹤0.01% |
23,380
-111,400
| -83% | -$8.38M |
|
|
PPL
985
PUT
PPL Corp
PPL
$26.5B
| $1.93M | ﹤0.01% |
56,600
-334,000
| -86% | -$11.2M |
|
986
PUT
Mercado Libre
MELI
$96.3B
| $1.92M | ﹤0.01% |
12,300
-2,700
| -18% | -$446K |
|
987
Dillards
DDS
$9.57B
| $1.91M | ﹤0.01% |
30,478
+30,324
| +19,691% | +$1.99M |
|
988
Weyerhaeuser
WY
$18.2B
| $1.91M | ﹤0.01% |
63,477
-51,282
| -45% | -$1.58M |
|
989
CALL
Wolfspeed
WOLF
$1.27B
| $1.91M | ﹤0.01% |
72,100
-9,900
| -12% | -$246K |
|
990
Amgen
AMGN
$204B
| $1.9M | ﹤0.01% |
+12,961
| New | +$1.95M |
|
991
CALL
PACCAR
PCAR
$69.5B
| $1.89M | ﹤0.01% |
44,400
-89,850
| -67% | -$3.62M |
|
992
CALL
AGCO
AGCO
$7.28B
| $1.89M | ﹤0.01% |
+32,700
| New | +$1.77M |
|
993
PUT
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
| $1.89M | ﹤0.01% |
46,300
-123,700
| -73% | -$4.67M |
|
994
CALL
Chipotle Mexican Grill
CMG
$47.5B
| $1.89M | ﹤0.01% |
250,000
-560,000
| -69% | -$4.42M |
|
995
PUT
Vail Resorts
MTN
$5.32B
| $1.87M | ﹤0.01% |
+11,600
| New | +$1.84M |
|
996
PUT
Wheaton Precious Metals
WPM
$50.8B
| $1.87M | ﹤0.01% |
96,600
-10,800
| -10% | -$225K |
|
997
CALL
Steel Dynamics
STLD
$37B
| $1.86M | ﹤0.01% |
52,400
-626,400
| -92% | -$19.7M |
|
998
PUT
Immersion
IMMR
$248M
| $1.86M | ﹤0.01% |
+175,000
| New | +$1.65M |
|
999
PUT
Tenet Healthcare
THC
$20.1B
| $1.85M | ﹤0.01% |
125,000
| – | – |
|
|
ZAYO
1000
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $1.85M | ﹤0.01% |
56,384
+53,487
| +1,846% | +$1.75M |
|
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.