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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 | |
|---|---|---|---|---|---|---|
1101
PUT
Sony
SONY
$137B
| $1.4M | ﹤0.01% |
250,000
-49,000
| -16% | -$298K |
|
1102
ICICI Bank
IBN
$108B
| $1.4M | ﹤0.01% |
205,517
+202,600
| +6,945% | +$1.44M |
|
|
CTXS
1103
PUT
DELISTED
Citrix Systems Inc
CTXS
| $1.39M | ﹤0.01% |
19,590
-6,028
| -24% | -$417K |
|
|
FITB
1104
PUT
Fifth Third Bancorp
FITB
$51.2B
| $1.39M | ﹤0.01% |
51,600
+23,500
| +84% | +$564K |
|
1105
PUT
Stellantis
STLA
$21.7B
| $1.39M | ﹤0.01% |
152,809
-68,071
| -31% | -$509K |
|
|
CXO
1106
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
| $1.38M | ﹤0.01% |
+10,400
| New | +$1.41M |
|
|
WWAV
1107
DELISTED
The WhiteWave Foods Company
WWAV
| $1.38M | ﹤0.01% |
24,790
-20,735
| -46% | -$1.13M |
|
1108
CALL
Synopsys
SNPS
$74.4B
| $1.38M | ﹤0.01% |
+23,400
| New | +$1.39M |
|
1109
PUT
Lincoln National
LNC
$8.73B
| $1.37M | ﹤0.01% |
20,600
+7,900
| +62% | +$460K |
|
1110
Jazz Pharmaceuticals
JAZZ
$15.9B
| $1.36M | ﹤0.01% |
12,500
+2,243
| +22% | +$250K |
|
|
1111
PUT
Jazz Pharmaceuticals
JAZZ
$15.9B
| $1.36M | ﹤0.01% |
12,500
| – | – |
|
1112
PUT
PG&E
PCG
$38.3B
| $1.36M | ﹤0.01% |
22,400
+18,400
| +460% | +$1.1M |
|
1113
PUT
Avis
CAR
$4.86B
| $1.36M | ﹤0.01% |
37,000
+3,900
| +12% | +$141K |
|
1114
CALL
KB Home
KBH
$3.37B
| $1.36M | ﹤0.01% |
85,800
+63,600
| +286% | +$994K |
|
|
SONC
1115
CALL
DELISTED
Sonic Corp
SONC
| $1.35M | ﹤0.01% |
51,000
+41,000
| +410% | +$1.07M |
|
1116
CALL
O-I Glass
OI
$1.1B
| $1.35M | ﹤0.01% |
77,600
+75,600
| +3,780% | +$1.37M |
|
|
SC
1117
PUT
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $1.35M | ﹤0.01% |
100,000
+70,500
| +239% | +$931K |
|
1118
H&R Block
HRB
$5.58B
| $1.34M | ﹤0.01% |
58,505
+49,658
| +561% | +$1.14M |
|
1119
iShares MSCI Canada ETF
EWC
$6.16B
| $1.34M | ﹤0.01% |
51,159
-290,723
| -85% | -$7.5M |
|
1120
NetEase
NTES
$85.3B
| $1.33M | ﹤0.01% |
+30,890
| New | +$1.47M |
|
|
JCP
1121
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
| $1.33M | ﹤0.01% |
160,000
-13,400
| -8% | -$121K |
|
|
PAY
1122
CALL
DELISTED
Verifone Systems Inc
PAY
| $1.33M | ﹤0.01% |
75,000
+57,100
| +319% | +$948K |
|
1123
PUT
Marriott International
MAR
$98.3B
| $1.32M | ﹤0.01% |
16,000
-11,000
| -41% | -$828K |
|
1124
CALL
NCR Voyix
VYX
$1.14B
| $1.32M | ﹤0.01% |
+52,975
| New | +$1.19M |
|
1125
Check Point Software Technologies
CHKP
$13B
| $1.31M | ﹤0.01% |
15,571
+11,252
| +261% | +$923K |
|
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.