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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 | |
|---|---|---|---|---|---|---|
1501
Under Armour
UAA
$2.92B
| $509K | ﹤0.01% |
17,536
-29,390
| -63% | -$965K |
|
1502
PUT
Marriott Vacations Worldwide
VAC
$3.39B
| $509K | ﹤0.01% |
6,000
-5,900
| -50% | -$444K |
|
1503
PUT
Jabil
JBL
$35.6B
| $508K | ﹤0.01% |
21,500
-1,400
| -6% | -$30.5K |
|
1504
CALL
SBA Communications
SBAC
$19.9B
| $507K | ﹤0.01% |
+4,900
| New | +$516K |
|
|
TERP
1505
DELISTED
TerraForm Power, Inc
TERP
| $506K | ﹤0.01% |
+39,500
| New | +$514K |
|
1506
ConocoPhillips
COP
$144B
| $505K | ﹤0.01% |
10,074
-61,371
| -86% | -$2.83M |
|
1507
CALL
Commercial Metals
CMC
$8.03B
| $504K | ﹤0.01% |
23,100
+21,900
| +1,825% | +$430K |
|
|
TUP
1508
PUT
DELISTED
Tupperware Brands Corporation
TUP
| $500K | ﹤0.01% |
9,500
-38,900
| -80% | -$2.28M |
|
1509
CALL
Mercado Libre
MELI
$95.7B
| $499K | ﹤0.01% |
3,200
+1,200
| +60% | +$198K |
|
1510
Citizens
CIA
$235M
| $497K | ﹤0.01% |
50,637
-12,388
| -20% | -$115K |
|
1511
CALL
Orion Group Holdings
ORN
$412M
| $497K | ﹤0.01% |
+50,000
| New | +$445K |
|
1512
PUT
Xylem
XYL
$28.5B
| $495K | ﹤0.01% |
10,000
+6,000
| +150% | +$304K |
|
1513
Aptiv
APTV
$10.1B
| $493K | ﹤0.01% |
+7,326
| New | +$492K |
|
1514
Teva Pharmaceuticals
TEVA
$40.1B
| $493K | ﹤0.01% |
13,612
-57,272
| -81% | -$2.29M |
|
1515
CALL
Adtran
ADTN
$710M
| $490K | ﹤0.01% |
+21,900
| New | +$443K |
|
1516
PUT
Boston Scientific
BSX
$71.1B
| $489K | ﹤0.01% |
+22,600
| New | +$493K |
|
1517
Akamai
AKAM
$17.9B
| $488K | ﹤0.01% |
+7,321
| New | +$466K |
|
1518
CALL
Bausch Health
BHC
$2.41B
| $488K | ﹤0.01% |
33,600
-206,400
| -86% | -$3.79M |
|
1519
PUT
Microchip Technology
MCHP
$43.8B
| $488K | ﹤0.01% |
15,200
-4,800
| -24% | -$151K |
|
1520
PUT
Polaris
PII
$4.2B
| $487K | ﹤0.01% |
5,900
+5,400
| +1,080% | +$440K |
|
1521
Vulcan Materials
VMC
$36.9B
| $487K | ﹤0.01% |
+3,891
| New | +$471K |
|
1522
CALL
Verisk Analytics
VRSK
$25.1B
| $487K | ﹤0.01% |
+6,000
| New | +$492K |
|
|
TIF
1523
DELISTED
Tiffany & Co.
TIF
| $486K | ﹤0.01% |
6,272
-22,710
| -78% | -$1.75M |
|
|
OA
1524
DELISTED
Orbital ATK, Inc.
OA
| $483K | ﹤0.01% |
+5,504
| New | +$448K |
|
1525
Workday
WDAY
$42.3B
| $482K | ﹤0.01% |
7,287
-203,105
| -97% | -$16.4M |
|
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.