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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 | |
|---|---|---|---|---|---|---|
|
HAPN
1301
CALL
Happen Inc
HAPN
$2.44B
| $834K | ﹤0.01% |
31,780
+80
| +0.3% | +$2.2K |
|
1302
CALL
Global Payments
GPN
$23.8B
| $833K | ﹤0.01% |
12,000
+8,000
| +200% | +$575K |
|
1303
PUT
Lamar Advertising Co
LAMR
$16.1B
| $833K | ﹤0.01% |
12,400
+8,000
| +182% | +$519K |
|
1304
PUT
Ventas
VTR
$46B
| $831K | ﹤0.01% |
13,300
+1,400
| +12% | +$88.6K |
|
1305
Alphabet (Google) Class A
GOOGL
$4.59T
| $830K | ﹤0.01% |
20,940
-8,120
| -28% | -$325K |
|
1306
CALL
LKQ Corp
LKQ
$6.01B
| $827K | ﹤0.01% |
+27,000
| New | +$881K |
|
1307
CALL
Pultegroup
PHM
$24.9B
| $826K | ﹤0.01% |
44,900
-174,300
| -80% | -$3.31M |
|
|
ENDP
1308
CALL
DELISTED
Endo International plc
ENDP
| $824K | ﹤0.01% |
50,000
| – | – |
|
|
FTR
1309
PUT
DELISTED
Frontier Communications Corp.
FTR
| $824K | ﹤0.01% |
16,267
+15,334
| +1,644% | +$840K |
|
1310
M&T Bank
MTB
$36.7B
| $823K | ﹤0.01% |
5,259
+2,069
| +65% | +$280K |
|
1311
Tenet Healthcare
THC
$20.1B
| $823K | ﹤0.01% |
55,476
+18,528
| +50% | +$332K |
|
1312
CALL
Carter's
CRI
$1.45B
| $822K | ﹤0.01% |
9,500
-4,500
| -32% | -$402K |
|
1313
PUT
Ulta Beauty
ULTA
$23.2B
| $815K | ﹤0.01% |
3,200
-45,000
| -93% | -$11.2M |
|
|
SPLS
1314
DELISTED
Staples Inc
SPLS
| $815K | ﹤0.01% |
+90,004
| New | +$784K |
|
|
PIR
1315
CALL
DELISTED
Pier 1 Imports, Inc.
PIR
| $811K | ﹤0.01% |
+4,750
| New | +$551K |
|
1316
CALL
Gentex
GNTX
$5.05B
| $809K | ﹤0.01% |
41,100
+39,100
| +1,955% | +$712K |
|
1317
PUT
GameStop
GME
$8.53B
| $808K | ﹤0.01% |
127,600
-14,400
| -10% | -$88.9K |
|
1318
CALL
TAL Education Group
TAL
$6.56B
| $806K | ﹤0.01% |
+69,000
| New | +$843K |
|
|
FCH
1319
CALL
DELISTED
Felcor Lodging Trust
FCH
| $801K | ﹤0.01% |
+100,000
| New | +$709K |
|
|
PPL
1320
CALL
PPL Corp
PPL
$26.4B
| $800K | ﹤0.01% |
23,500
-360,600
| -94% | -$12.1M |
|
1321
TJX Companies
TJX
$174B
| $799K | ﹤0.01% |
21,282
+19,050
| +853% | +$720K |
|
1322
PUT
AGNC Investment
AGNC
$12.8B
| $798K | ﹤0.01% |
43,900
+22,000
| +100% | +$417K |
|
1323
Incyte
INCY
$24.2B
| $795K | ﹤0.01% |
7,927
-7,723
| -49% | -$753K |
|
1324
PUT
Dave & Buster's
PLAY
$374M
| $794K | ﹤0.01% |
+14,100
| New | +$655K |
|
1325
Stanley Black & Decker
SWK
$15.2B
| $794K | ﹤0.01% |
+6,925
| New | +$825K |
|
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.