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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 | |
|---|---|---|---|---|---|---|
1326
PUT
Eaton
ETN
$172B
| $792K | ﹤0.01% |
11,800
-88,400
| -88% | -$5.8M |
|
1327
Worthington Enterprises
WOR
$2.9B
| $789K | ﹤0.01% |
+26,984
| New | +$868K |
|
1328
PUT
American Electric Power
AEP
$69.9B
| $787K | ﹤0.01% |
12,500
+8,500
| +213% | +$524K |
|
1329
CALL
Celanese
CE
$4.94B
| $787K | ﹤0.01% |
10,000
+8,000
| +400% | +$601K |
|
1330
National Beverage
FIZZ
$2.97B
| $785K | ﹤0.01% |
30,746
+18,374
| +149% | +$450K |
|
1331
TTM Technologies
TTMI
$14.1B
| $785K | ﹤0.01% |
+57,578
| New | +$750K |
|
1332
Invesco DB Agriculture Fund
DBA
$1.24B
| $783K | ﹤0.01% |
39,233
-54,668
| -58% | -$1.1M |
|
1333
CALL
Simon Property Group
SPG
$73.3B
| $782K | ﹤0.01% |
4,400
+600
| +16% | +$111K |
|
1334
PUT
Vodafone
VOD
$36.1B
| $782K | ﹤0.01% |
32,000
-304,700
| -90% | -$8.02M |
|
|
FNSR
1335
PUT
DELISTED
Finisar Corp
FNSR
| $782K | ﹤0.01% |
25,800
+22,900
| +790% | +$703K |
|
1336
PUT
A.O. Smith
AOS
$8.5B
| $776K | ﹤0.01% |
16,400
-99,000
| -86% | -$4.77M |
|
|
WFM
1337
CALL
DELISTED
Whole Foods Market Inc
WFM
| $772K | ﹤0.01% |
25,100
+6,100
| +32% | +$183K |
|
1338
PUT
NetApp
NTAP
$38.3B
| $771K | ﹤0.01% |
21,800
-19,600
| -47% | -$686K |
|
|
FBR
1339
PUT
DELISTED
Fibria Celulose Sa
FBR
| $769K | ﹤0.01% |
80,000
-40,000
| -33% | -$337K |
|
1340
CALL
Polaris
PII
$4.21B
| $766K | ﹤0.01% |
9,300
+4,500
| +94% | +$367K |
|
1341
CALL
Ironwood Pharmaceuticals
IRWD
$728M
| $765K | ﹤0.01% |
+59,700
| New | +$754K |
|
1342
CALL
Genuine Parts
GPC
$18.2B
| $764K | ﹤0.01% |
8,000
-2,400
| -23% | -$229K |
|
1343
CALL
Skyworks Solutions
SWKS
$9.97B
| $761K | ﹤0.01% |
10,200
-25,300
| -71% | -$1.95M |
|
1344
PUT
PPG Industries
PPG
$26.2B
| $759K | ﹤0.01% |
8,000
+2,100
| +36% | +$200K |
|
|
TMX
1345
CALL
DELISTED
Terminix Global Holdings, Inc.
TMX
| $753K | ﹤0.01% |
29,860
-146,314
| -83% | -$3.59M |
|
1346
PUT
Boston Beer
SAM
$1.95B
| $748K | ﹤0.01% |
4,400
+4,000
| +1,000% | +$663K |
|
1347
CALL
Unisys
UIS
$222M
| $748K | ﹤0.01% |
+50,000
| New | +$635K |
|
|
LLL
1348
CALL
DELISTED
L3 Technologies, Inc.
LLL
| $745K | ﹤0.01% |
+4,900
| New | +$738K |
|
1349
PUT
GoPro
GPRO
$135M
| $742K | ﹤0.01% |
85,300
+8,600
| +11% | +$98.7K |
|
1350
Hartford Financial Services
HIG
$38.9B
| $740K | ﹤0.01% |
15,532
-28,380
| -65% | -$1.3M |
|
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.