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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 | |
|---|---|---|---|---|---|---|
1451
PUT
Chipotle Mexican Grill
CMG
$42.8B
| $566K | ﹤0.01% |
75,000
-1,510,000
| -95% | -$11.9M |
|
|
FIT
1452
DELISTED
Fitbit, Inc. Class A common stock
FIT
| $565K | ﹤0.01% |
77,135
-12,851
| -14% | -$132K |
|
1453
PUT
ManpowerGroup
MAN
$2.55B
| $560K | ﹤0.01% |
6,300
+5,100
| +425% | +$421K |
|
|
ARIA
1454
CALL
DELISTED
Ariad Pharmaceuticals Inc
ARIA
| $560K | ﹤0.01% |
+45,000
| New | +$542K |
|
1455
Enovis
ENOV
$1.78B
| $558K | ﹤0.01% |
+9,017
| New | +$533K |
|
1456
Veeva Systems
VEEV
$34.4B
| $558K | ﹤0.01% |
13,706
+11,337
| +479% | +$463K |
|
|
SPLK
1457
CALL
DELISTED
Splunk Inc
SPLK
| $558K | ﹤0.01% |
10,900
+2,200
| +25% | +$127K |
|
|
IDTI
1458
CALL
DELISTED
Integrated Device Technology I
IDTI
| $558K | ﹤0.01% |
23,700
+21,700
| +1,085% | +$500K |
|
1459
CALL
MBIA
MBI
$268M
| $556K | ﹤0.01% |
52,000
-15,500
| -23% | -$143K |
|
1460
CALL
Raymond James Financial
RJF
$34.3B
| $555K | ﹤0.01% |
12,000
+9,000
| +300% | +$398K |
|
1461
PUT
Qorvo
QRVO
$8.38B
| $554K | ﹤0.01% |
10,500
-42,500
| -80% | -$2.31M |
|
|
LSI
1462
DELISTED
Life Storage, Inc.
LSI
| $553K | ﹤0.01% |
9,731
-65,358
| -87% | -$3.62M |
|
1463
CALL
BorgWarner
BWA
$12.9B
| $552K | ﹤0.01% |
15,904
-10,565
| -40% | -$341K |
|
1464
CALL
Quest Diagnostics
DGX
$25.8B
| $552K | ﹤0.01% |
6,000
+2,000
| +50% | +$172K |
|
1465
PUT
Darden Restaurants
DRI
$23.4B
| $552K | ﹤0.01% |
7,600
-84,600
| -92% | -$5.88M |
|
|
MXWL
1466
DELISTED
Maxwell Technologies Inc
MXWL
| $549K | ﹤0.01% |
107,319
+13,623
| +15% | +$68.2K |
|
1467
CALL
Motorola Solutions
MSI
$73.5B
| $548K | ﹤0.01% |
6,600
+2,600
| +65% | +$204K |
|
1468
CALL
Petrobras
PBR
$121B
| $547K | ﹤0.01% |
54,200
+39,800
| +276% | +$425K |
|
1469
CALL
Diamondback Energy
FANG
$54B
| $546K | ﹤0.01% |
+5,400
| New | +$539K |
|
1470
CALL
Copa Holdings
CPA
$5.98B
| $545K | ﹤0.01% |
+6,000
| New | +$544K |
|
|
ICPT
1471
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
| $543K | ﹤0.01% |
5,000
| – | – |
|
1472
Scotiabank
BNS
$106B
| $542K | ﹤0.01% |
+9,741
| New | +$531K |
|
1473
CALL
Cirrus Logic
CRUS
$6.74B
| $542K | ﹤0.01% |
9,600
-5,600
| -37% | -$310K |
|
1474
CALL
Kraft Heinz
KHC
$31.6B
| $542K | ﹤0.01% |
6,200
-5,800
| -48% | -$496K |
|
|
HTZ
1475
PUT
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $539K | ﹤0.01% |
+28,775
| New | +$720K |
|
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.