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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 | |
|---|---|---|---|---|---|---|
1226
PUT
Incyte
INCY
$24.1B
| $1M | ﹤0.01% |
10,000
-35,000
| -78% | -$3.41M |
|
1227
Oracle
ORCL
$417B
| $1M | ﹤0.01% |
26,093
-747,674
| -97% | -$29.2M |
|
1228
CALL
PVH
PVH
$4.1B
| $1M | ﹤0.01% |
11,100
-310,000
| -97% | -$32.6M |
|
1229
CALL
Perrigo
PRGO
$1.46B
| $999K | ﹤0.01% |
12,000
| – | – |
|
|
1230
PUT
Perrigo
PRGO
$1.46B
| $999K | ﹤0.01% |
12,000
| – | – |
|
1231
CALL
Zillow
Z
$8.14B
| $996K | ﹤0.01% |
27,300
-122,700
| -82% | -$4.32M |
|
1232
CALL
Rocket Pharmaceuticals
RCKT
$378M
| $994K | ﹤0.01% |
+40,725
| New | +$1.16M |
|
|
PRXL
1233
CALL
DELISTED
Parexel International Corp
PRXL
| $986K | ﹤0.01% |
+15,000
| New | +$941K |
|
1234
CALL
Boston Properties
BXP
$11.2B
| $982K | ﹤0.01% |
7,800
+4,000
| +105% | +$497K |
|
1235
PUT
Advanced Micro Devices
AMD
$847B
| $980K | ﹤0.01% |
86,400
-113,600
| -57% | -$953K |
|
1236
PUT
Travelers Companies
TRV
$78.7B
| $980K | ﹤0.01% |
8,000
-78,000
| -91% | -$8.91M |
|
1237
CALL
Western Union
WU
$2.14B
| $980K | ﹤0.01% |
45,100
-6,000
| -12% | -$125K |
|
1238
CALL
Prologis
PLD
$132B
| $978K | ﹤0.01% |
18,500
+2,300
| +14% | +$117K |
|
1239
PUT
Intuit
INTU
$87.2B
| $974K | ﹤0.01% |
8,500
-11,500
| -58% | -$1.29M |
|
|
XL
1240
PUT
DELISTED
XL Group Ltd.
XL
| $972K | ﹤0.01% |
26,000
+22,800
| +713% | +$818K |
|
1241
CALL
MarineMax
HZO
$790M
| $968K | ﹤0.01% |
+50,000
| New | +$966K |
|
1242
PUT
Outfront Media
OUT
$5.62B
| $967K | ﹤0.01% |
39,521
+19,201
| +94% | +$441K |
|
1243
Pfizer
PFE
$145B
| $964K | ﹤0.01% |
+31,290
| New | +$955K |
|
|
SIX
1244
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
| $960K | ﹤0.01% |
16,000
-12,300
| -43% | -$688K |
|
|
1245
Advanced Micro Devices
AMD
$847B
| $953K | ﹤0.01% |
84,035
-17,402
| -17% | -$146K |
|
|
JWN
1246
PUT
DELISTED
Nordstrom
JWN
| $949K | ﹤0.01% |
19,800
-10,700
| -35% | -$581K |
|
1247
CALL
NetEase
NTES
$83.2B
| $948K | ﹤0.01% |
22,000
-271,500
| -93% | -$13M |
|
1248
PUT
Ameren
AEE
$30.2B
| $945K | ﹤0.01% |
18,000
+10,000
| +125% | +$496K |
|
1249
CALL
Lithia Motors
LAD
$8.07B
| $940K | ﹤0.01% |
9,700
+9,300
| +2,325% | +$853K |
|
1250
PUT
Edwards Lifesciences
EW
$51.1B
| $937K | ﹤0.01% |
+30,000
| New | +$972K |
|
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.