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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 | |
|---|---|---|---|---|---|---|
|
PNRA
1026
PUT
DELISTED
Panera Bread Co
PNRA
| $1.74M | ﹤0.01% |
+8,500
| New | +$1.72M |
|
1027
Applied Materials
AMAT
$411B
| $1.74M | ﹤0.01% |
+53,865
| New | +$1.64M |
|
1028
PUT
SBA Communications
SBAC
$19B
| $1.74M | ﹤0.01% |
+16,800
| New | +$1.77M |
|
|
RHT
1029
PUT
DELISTED
Red Hat Inc
RHT
| $1.74M | ﹤0.01% |
24,900
-15,300
| -38% | -$1.18M |
|
1030
PUT
Factset
FDS
$9.59B
| $1.73M | ﹤0.01% |
+10,600
| New | +$1.69M |
|
|
AMJ
1031
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $1.73M | ﹤0.01% |
54,734
-16,631
| -23% | -$508K |
|
1032
PUT
Best Buy
BBY
$18B
| $1.72M | ﹤0.01% |
40,400
-9,200
| -19% | -$391K |
|
1033
CALL
Lesaka Technologies
LSAK
$401M
| $1.72M | ﹤0.01% |
+150,000
| New | +$1.65M |
|
1034
PUT
Oneok
OKE
$55.6B
| $1.72M | ﹤0.01% |
+30,000
| New | +$1.57M |
|
1035
CALL
Kohl's
KSS
$2.28B
| $1.72M | ﹤0.01% |
34,700
-8,900
| -20% | -$440K |
|
1036
PUT
InterDigital
IDCC
$7.98B
| $1.71M | ﹤0.01% |
+18,700
| New | +$1.5M |
|
1037
CALL
Canadian National Railway
CNI
$76.1B
| $1.7M | ﹤0.01% |
25,200
+7,000
| +38% | +$462K |
|
1038
PUT
Weibo
WB
$2.01B
| $1.7M | ﹤0.01% |
41,750
+12,000
| +40% | +$573K |
|
1039
CALL
Banco Santander
SAN
$206B
| $1.68M | ﹤0.01% |
339,130
| – | – |
|
1040
CALL
CME Group
CME
$95.7B
| $1.68M | ﹤0.01% |
14,600
-9,400
| -39% | -$1.05M |
|
1041
Travel + Leisure Co
TNL
$4.72B
| $1.68M | ﹤0.01% |
+48,814
| New | +$1.57M |
|
1042
PUT
PACCAR
PCAR
$69.5B
| $1.68M | ﹤0.01% |
39,450
+25,800
| +189% | +$1.04M |
|
1043
PUT
J.M. Smucker
SJM
$12.6B
| $1.68M | ﹤0.01% |
13,100
-17,400
| -57% | -$2.26M |
|
1044
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.69B
| $1.67M | ﹤0.01% |
+30,000
| New | +$1.47M |
|
1045
CALL
Sherwin-Williams
SHW
$86B
| $1.67M | ﹤0.01% |
18,600
-25,200
| -58% | -$2.23M |
|
1046
PUT
Post Holdings
POST
$4.09B
| $1.66M | ﹤0.01% |
31,477
-125,907
| -80% | -$6.36M |
|
1047
PUT
POSCO
PKX
$16B
| $1.66M | ﹤0.01% |
31,500
| – | – |
|
1048
Zillow
ZG
$8.19B
| $1.65M | ﹤0.01% |
45,178
+42,767
| +1,774% | +$1.5M |
|
1049
PUT
Ciena
CIEN
$55.3B
| $1.65M | ﹤0.01% |
67,500
+61,500
| +1,025% | +$1.34M |
|
1050
PUT
Casey's General Stores
CASY
$31.8B
| $1.64M | ﹤0.01% |
13,800
+11,800
| +590% | +$1.4M |
|
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.