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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 | |
|---|---|---|---|---|---|---|
1126
CALL
FirstEnergy
FE
$28B
| $1.31M | ﹤0.01% |
42,400
+9,300
| +28% | +$298K |
|
1127
lululemon athletica
LULU
$14B
| $1.31M | ﹤0.01% |
20,182
-109,094
| -84% | -$6.51M |
|
1128
CALL
Omnicom Group
OMC
$21.7B
| $1.31M | ﹤0.01% |
15,400
+9,400
| +157% | +$788K |
|
1129
PUT
Electronic Arts
EA
$53B
| $1.31M | ﹤0.01% |
16,600
-663,000
| -98% | -$53.3M |
|
|
ASNA
1130
DELISTED
Ascena Retail Group, Inc.
ASNA
| $1.31M | ﹤0.01% |
10,572
+504
| +5% | +$61K |
|
1131
Teradyne
TER
$57.2B
| $1.3M | ﹤0.01% |
51,351
-76,141
| -60% | -$1.81M |
|
|
JWN
1132
CALL
DELISTED
Nordstrom
JWN
| $1.3M | ﹤0.01% |
27,200
-800
| -3% | -$43.5K |
|
|
BBBY
1133
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
| $1.3M | ﹤0.01% |
32,000
-377,800
| -92% | -$16.4M |
|
1134
PUT
Abercrombie & Fitch
ANF
$4.84B
| $1.3M | ﹤0.01% |
108,100
+75,800
| +235% | +$1.13M |
|
1135
PUT
XPO
XPO
$23.1B
| $1.29M | ﹤0.01% |
86,742
-94,548
| -52% | -$1.32M |
|
1136
PUT
AvalonBay Communities
AVB
$27B
| $1.29M | ﹤0.01% |
7,300
+5,300
| +265% | +$893K |
|
1137
CALL
Labcorp
LH
$24.9B
| $1.28M | ﹤0.01% |
11,640
+3,841
| +49% | +$427K |
|
|
1138
CALL
lululemon athletica
LULU
$14B
| $1.28M | ﹤0.01% |
19,700
-242,600
| -92% | -$14.5M |
|
1139
CALL
Royal Bank of Canada
RY
$292B
| $1.28M | ﹤0.01% |
18,900
+17,500
| +1,250% | +$1.13M |
|
1140
PUT
KB Home
KBH
$3.45B
| $1.28M | ﹤0.01% |
80,900
+27,600
| +52% | +$431K |
|
1141
CALL
Constellation Brands
STZ
$22.4B
| $1.27M | ﹤0.01% |
8,300
-41,400
| -83% | -$6.58M |
|
1142
Nexstar Media Group
NXST
$5.88B
| $1.27M | ﹤0.01% |
20,090
+19,553
| +3,641% | +$1.12M |
|
|
KSU
1143
CALL
DELISTED
Kansas City Southern
KSU
| $1.26M | ﹤0.01% |
14,900
-90,900
| -86% | -$8.01M |
|
1144
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.01B
| $1.26M | ﹤0.01% |
46,920
+2,092
| +5% | +$52.2K |
|
|
PNRA
1145
DELISTED
Panera Bread Co
PNRA
| $1.26M | ﹤0.01% |
6,161
+3,207
| +109% | +$650K |
|
1146
PUT
SITE Centers
SITC
$174M
| $1.26M | ﹤0.01% |
+64,106
| New | +$1.28M |
|
|
GOLD
1147
DELISTED
Randgold Resources Ltd
GOLD
| $1.26M | ﹤0.01% |
16,489
-18,029
| -52% | -$1.43M |
|
1148
AGCO
AGCO
$7.28B
| $1.26M | ﹤0.01% |
21,749
+21,312
| +4,877% | +$1.15M |
|
1149
PUT
Flowserve
FLS
$9.78B
| $1.25M | ﹤0.01% |
26,000
+2,000
| +8% | +$92.6K |
|
|
EQY
1150
CALL
DELISTED
Equity One
EQY
| $1.23M | ﹤0.01% |
40,000
| – | – |
|
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.