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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 | |
|---|---|---|---|---|---|---|
|
ETP
1251
DELISTED
Energy Transfer Partners L.p.
ETP
| $934K | ﹤0.01% |
26,085
-189,084
| -88% | -$6.74M |
|
|
SKX
1252
PUT
DELISTED
Skechers
SKX
| $925K | ﹤0.01% |
37,700
+600
| +2% | +$13.8K |
|
1253
CALL
Williams-Sonoma
WSM
$29B
| $925K | ﹤0.01% |
38,200
+30,400
| +390% | +$775K |
|
1254
CALL
Alerian MLP ETF
AMLP
$12.9B
| $920K | ﹤0.01% |
14,600
+7,000
| +92% | +$432K |
|
1255
CALL
PBF Energy
PBF
$7.84B
| $920K | ﹤0.01% |
33,000
+29,000
| +725% | +$707K |
|
1256
PUT
Fluor
FLR
$7.16B
| $919K | ﹤0.01% |
17,500
-712,500
| -98% | -$37M |
|
1257
CALL
SL Green Realty
SLG
$3.83B
| $914K | ﹤0.01% |
8,781
-20,143
| -70% | -$2.04M |
|
1258
CALL
Deutsche Bank
DB
$70.4B
| $913K | ﹤0.01% |
56,448
+20,384
| +57% | +$287K |
|
1259
Vanguard Total International Stock ETF
VXUS
$157B
| $911K | ﹤0.01% |
19,862
+19,861
| +1,986,100% | +$914K |
|
1260
CALL
Ventas
VTR
$45.8B
| $906K | ﹤0.01% |
14,500
-14,700
| -50% | -$930K |
|
|
SDRL
1261
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
| $904K | ﹤0.01% |
990
| – | – |
|
1262
Analog Devices
ADI
$181B
| $902K | ﹤0.01% |
+12,416
| New | +$844K |
|
1263
CALL
Vornado Realty Trust
VNO
$7.54B
| $898K | ﹤0.01% |
10,638
+7,422
| +231% | +$583K |
|
1264
Bunge Global
BG
$20.3B
| $896K | ﹤0.01% |
12,409
-10,411
| -46% | -$694K |
|
|
OA
1265
PUT
DELISTED
Orbital ATK, Inc.
OA
| $894K | ﹤0.01% |
+10,200
| New | +$831K |
|
|
HCR
1266
CALL
DELISTED
Hi-Crush Inc. Common Stock
HCR
| $892K | ﹤0.01% |
+45,000
| New | +$784K |
|
1267
CALL
WIX.com
WIX
$2.5B
| $891K | ﹤0.01% |
20,000
| – | – |
|
|
HEES
1268
DELISTED
H&E Equipment Services
HEES
| $890K | ﹤0.01% |
+38,261
| New | +$701K |
|
|
ENBL
1269
DELISTED
ENABLE MIDSTREAM PARTNERS, LP
ENBL
| $889K | ﹤0.01% |
+56,496
| New | +$877K |
|
|
SONC
1270
PUT
DELISTED
Sonic Corp
SONC
| $887K | ﹤0.01% |
33,500
+10,200
| +44% | +$266K |
|
1271
CALL
AutoNation
AN
$7.1B
| $886K | ﹤0.01% |
18,200
+8,000
| +78% | +$371K |
|
1272
PUT
Cracker Barrel
CBRL
$1.28B
| $885K | ﹤0.01% |
5,300
-4,100
| -44% | -$619K |
|
1273
CALL
Booking.com
BKNG
$151B
| $879K | ﹤0.01% |
15,000
-150,000
| -91% | -$8.96M |
|
1274
CALL
American Water Works
AWK
$25.8B
| $868K | ﹤0.01% |
12,000
-15,800
| -57% | -$1.14M |
|
|
EXPR
1275
DELISTED
Express, Inc.
EXPR
| $868K | ﹤0.01% |
4,034
+2,900
| +256% | +$712K |
|
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.