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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 | |
|---|---|---|---|---|---|---|
|
GLOG
1051
CALL
DELISTED
GASLOG LTD
GLOG
| $1.64M | ﹤0.01% |
102,000
+2,000
| +2% | +$31.8K |
|
1052
Vodafone
VOD
$35.9B
| $1.63M | ﹤0.01% |
66,604
-97,346
| -59% | -$2.56M |
|
|
MRSH
1053
PUT
Marsh
MRSH
$92B
| $1.62M | ﹤0.01% |
24,000
+22,000
| +1,100% | +$1.47M |
|
1054
CALL
Southern Copper
SCCO
$146B
| $1.62M | ﹤0.01% |
54,475
+41,530
| +321% | +$1.17M |
|
1055
PUT
Capri Holdings
CPRI
$1.88B
| $1.59M | ﹤0.01% |
37,000
-295,800
| -89% | -$14M |
|
|
MLNX
1056
PUT
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $1.59M | ﹤0.01% |
38,900
+33,300
| +595% | +$1.41M |
|
|
SPLK
1057
PUT
DELISTED
Splunk Inc
SPLK
| $1.59M | ﹤0.01% |
31,100
+26,800
| +623% | +$1.54M |
|
1058
PUT
Assured Guaranty
AGO
$3.72B
| $1.59M | ﹤0.01% |
+42,000
| New | +$1.41M |
|
1059
Palo Alto Networks
PANW
$283B
| $1.58M | ﹤0.01% |
+75,798
| New | +$1.82M |
|
1060
PUT
Bristol-Myers Squibb
BMY
$134B
| $1.58M | ﹤0.01% |
27,000
| – | – |
|
1061
CALL
Kosmos Energy
KOS
$1.5B
| $1.58M | ﹤0.01% |
+225,000
| New | +$1.28M |
|
1062
CALL
Veeva Systems
VEEV
$33.5B
| $1.56M | ﹤0.01% |
38,300
+37,800
| +7,560% | +$1.54M |
|
1063
PUT
Regions Financial
RF
$26.9B
| $1.55M | ﹤0.01% |
108,300
+16,700
| +18% | +$206K |
|
|
CIT
1064
DELISTED
CIT Group Inc.
CIT
| $1.55M | ﹤0.01% |
36,279
+6,336
| +21% | +$250K |
|
1065
CALL
Boston Scientific
BSX
$72B
| $1.55M | ﹤0.01% |
+71,500
| New | +$1.56M |
|
1066
PUT
Textron
TXT
$14.9B
| $1.54M | ﹤0.01% |
31,800
-165,700
| -84% | -$7.22M |
|
|
TWTR
1067
DELISTED
Twitter, Inc.
TWTR
| $1.53M | ﹤0.01% |
+94,040
| New | +$1.72M |
|
1068
PUT
Toll Brothers
TOL
$14.1B
| $1.53M | ﹤0.01% |
49,300
+34,700
| +238% | +$1.03M |
|
1069
CALL
Check Point Software Technologies
CHKP
$12.6B
| $1.53M | ﹤0.01% |
18,100
+5,000
| +38% | +$410K |
|
1070
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.62B
| $1.53M | ﹤0.01% |
25,800
-1,030,000
| -98% | -$63.6M |
|
|
CHS
1071
CALL
DELISTED
Chicos FAS, Inc.
CHS
| $1.53M | ﹤0.01% |
+106,000
| New | +$1.46M |
|
|
GIMO
1072
CALL
DELISTED
Gigamon Inc.
GIMO
| $1.53M | ﹤0.01% |
33,500
+30,400
| +981% | +$1.58M |
|
|
PBFX
1073
DELISTED
PBF LOGISTICS LP
PBFX
| $1.51M | ﹤0.01% |
+83,123
| New | +$1.57M |
|
1074
PUT
Boston Properties
BXP
$11.2B
| $1.51M | ﹤0.01% |
12,000
+2,200
| +22% | +$273K |
|
1075
Northrop Grumman
NOC
$77.9B
| $1.51M | ﹤0.01% |
6,484
-3,519
| -35% | -$818K |
|
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.