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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 | |
|---|---|---|---|---|---|---|
1426
CALL
First Majestic Silver
AG
$8.13B
| $614K | ﹤0.01% |
80,500
+80,400
| +80,400% | +$671K |
|
1427
PUT
Olin
OLN
$2.17B
| $614K | ﹤0.01% |
24,000
-27,400
| -53% | -$650K |
|
1428
Sherwin-Williams
SHW
$87.8B
| $611K | ﹤0.01% |
+6,816
| New | +$602K |
|
1429
PUT
Ameriprise Financial
AMP
$48.9B
| $610K | ﹤0.01% |
5,500
+1,400
| +34% | +$148K |
|
1430
CALL
OSI Systems
OSIS
$3.9B
| $609K | ﹤0.01% |
8,000
+6,000
| +300% | +$433K |
|
|
BGG
1431
CALL
DELISTED
Briggs & Stratton Corp.
BGG
| $608K | ﹤0.01% |
+27,300
| New | +$556K |
|
|
ARRS
1432
CALL
DELISTED
ARRIS International plc Ordinary Shares
ARRS
| $603K | ﹤0.01% |
+20,000
| New | +$580K |
|
|
INFI
1433
PUT
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
| $591K | ﹤0.01% |
+437,500
| New | +$571K |
|
|
AVTA
1434
CALL
DELISTED
Avantax, Inc. Common Stock
AVTA
| $590K | ﹤0.01% |
+40,000
| New | +$540K |
|
1435
PUT
Steel Dynamics
STLD
$38B
| $588K | ﹤0.01% |
16,500
-166,000
| -91% | -$5.22M |
|
1436
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$123B
| $587K | ﹤0.01% |
16,400
| – | – |
|
1437
PUT
Booking.com
BKNG
$151B
| $586K | ﹤0.01% |
10,000
| – | – |
|
1438
PUT
Signet Jewelers
SIG
$3.78B
| $584K | ﹤0.01% |
6,200
-80,200
| -93% | -$7.04M |
|
1439
PUT
AutoNation
AN
$7.13B
| $583K | ﹤0.01% |
12,000
+10,000
| +500% | +$464K |
|
1440
KeyCorp
KEY
$24.8B
| $583K | ﹤0.01% |
+31,931
| New | +$503K |
|
1441
PUT
HF Sinclair
DINO
$15.7B
| $582K | ﹤0.01% |
17,700
-51,500
| -74% | -$1.43M |
|
1442
CALL
Bunge Global
BG
$20.5B
| $577K | ﹤0.01% |
8,000
-40,300
| -83% | -$2.68M |
|
1443
CALL
Hilton Worldwide
HLT
$70.2B
| $576K | ﹤0.01% |
7,040
-19,293
| -73% | -$1.42M |
|
1444
CALL
Applied Materials
AMAT
$434B
| $574K | ﹤0.01% |
17,800
+16,300
| +1,087% | +$496K |
|
1445
PUT
L3Harris
LHX
$53.1B
| $574K | ﹤0.01% |
5,600
-6,400
| -53% | -$633K |
|
1446
PUT
Shake Shack
SHAK
$2.67B
| $574K | ﹤0.01% |
16,000
+15,800
| +7,900% | +$554K |
|
1447
Casey's General Stores
CASY
$31.5B
| $573K | ﹤0.01% |
+4,816
| New | +$573K |
|
1448
PUT
Suncor Energy
SU
$76.1B
| $572K | ﹤0.01% |
17,500
-12,100
| -41% | -$371K |
|
|
HA
1449
PUT
DELISTED
Hawaiian Holdings, Inc.
HA
| $570K | ﹤0.01% |
10,000
+9,900
| +9,900% | +$505K |
|
|
BRSL
1450
CALL
Brightstar Lottery PLC
BRSL
$2.08B
| $569K | ﹤0.01% |
22,300
+21,000
| +1,615% | +$563K |
|
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.