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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 | |
|---|---|---|---|---|---|---|
1526
CALL
Zoetis
ZTS
$31.9B
| $482K | ﹤0.01% |
+9,000
| New | +$458K |
|
|
BEAV
1527
PUT
DELISTED
B/E Aerospace Inc
BEAV
| $481K | ﹤0.01% |
+8,000
| New | +$461K |
|
|
SGEN
1528
PUT
DELISTED
Seagen Inc. Common Stock
SGEN
| $480K | ﹤0.01% |
+9,100
| New | +$547K |
|
1529
PUT
NextEra Energy
NEE
$182B
| $478K | ﹤0.01% |
16,000
-184,000
| -92% | -$5.5M |
|
1530
Medtronic
MDT
$110B
| $477K | ﹤0.01% |
+6,696
| New | +$526K |
|
1531
PUT
Reliance Steel & Aluminium
RS
$21.2B
| $477K | ﹤0.01% |
6,000
-52,200
| -90% | -$3.98M |
|
1532
CALL
Cimpress
CMPR
$2.49B
| $476K | ﹤0.01% |
5,200
+1,200
| +30% | +$109K |
|
1533
CALL
Fair Isaac
FICO
$22.6B
| $476K | ﹤0.01% |
+4,000
| New | +$475K |
|
|
1534
PUT
Fair Isaac
FICO
$22.6B
| $476K | ﹤0.01% |
+4,000
| New | +$475K |
|
1535
CALL
Urban Outfitters
URBN
$6.75B
| $476K | ﹤0.01% |
16,700
+6,700
| +67% | +$226K |
|
|
LVLT
1536
DELISTED
Level 3 Communications Inc
LVLT
| $476K | ﹤0.01% |
8,445
-13,125
| -61% | -$693K |
|
|
MRSH
1537
Marsh
MRSH
$91.4B
| $475K | ﹤0.01% |
7,023
-1,385
| -16% | -$92.8K |
|
1538
CALL
Marriott Vacations Worldwide
VAC
$3.39B
| $475K | ﹤0.01% |
5,600
-15,700
| -74% | -$1.18M |
|
1539
CALL
Equifax
EFX
$20.8B
| $472K | ﹤0.01% |
4,000
+2,100
| +111% | +$257K |
|
1540
CALL
Yum China
YUMC
$16.4B
| $470K | ﹤0.01% |
+18,000
| New | +$490K |
|
|
TIME
1541
DELISTED
Time Inc.
TIME
| $468K | ﹤0.01% |
+26,231
| New | +$389K |
|
1542
CALL
Melco Resorts & Entertainment
MLCO
$2.17B
| $464K | ﹤0.01% |
+29,200
| New | +$501K |
|
1543
PUT
Principal Financial Group
PFG
$24.7B
| $463K | ﹤0.01% |
8,000
-18,000
| -69% | -$1.01M |
|
|
PDCO
1544
DELISTED
Patterson Companies, Inc.
PDCO
| $463K | ﹤0.01% |
11,287
-19,783
| -64% | -$853K |
|
1545
PUT
GATX Corp
GATX
$6.42B
| $462K | ﹤0.01% |
+7,500
| New | +$389K |
|
1546
Primoris Services
PRIM
$4.93B
| $462K | ﹤0.01% |
20,273
-5,531
| -21% | -$122K |
|
1547
CALL
Republic Services
RSG
$63.9B
| $462K | ﹤0.01% |
8,100
+6,100
| +305% | +$327K |
|
|
1548
PUT
Urban Outfitters
URBN
$6.75B
| $462K | ﹤0.01% |
16,200
+6,000
| +59% | +$202K |
|
1549
InterDigital
IDCC
$8.34B
| $460K | ﹤0.01% |
5,037
-3,121
| -38% | -$250K |
|
|
MJN
1550
CALL
DELISTED
Mead Johnson Nutrition Company
MJN
| $460K | ﹤0.01% |
6,500
-1,000
| -13% | -$74.5K |
|
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.