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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 | |
|---|---|---|---|---|---|---|
1576
PUT
Progressive
PGR
$123B
| $426K | ﹤0.01% |
12,000
-22,000
| -65% | -$727K |
|
1577
CALL
Jack in the Box
JACK
$329M
| $424K | ﹤0.01% |
3,800
+3,500
| +1,167% | +$357K |
|
1578
PUT
Dell
DELL
$302B
| $423K | ﹤0.01% |
27,437
| – | – |
|
1579
PUT
Unilever
UL
$138B
| $423K | ﹤0.01% |
9,244
+1,777
| +24% | +$82.8K |
|
1580
CALL
Caesarstone
CSTE
$79.9M
| $421K | ﹤0.01% |
14,700
+13,500
| +1,125% | +$429K |
|
1581
PUT
Genuine Parts
GPC
$18.3B
| $420K | ﹤0.01% |
4,400
-155,700
| -97% | -$14.8M |
|
1582
Liberty Latin America Class C
LILAK
$1.67B
| $419K | ﹤0.01% |
23,123
+21,937
| +1,850% | +$440K |
|
1583
CALL
O'Reilly Automotive
ORLY
$74.9B
| $418K | ﹤0.01% |
22,500
-1,831,500
| -99% | -$33.5M |
|
|
ZNGA
1584
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $418K | ﹤0.01% |
162,600
-437,400
| -73% | -$1.23M |
|
1585
PUT
Western Union
WU
$2.28B
| $417K | ﹤0.01% |
19,200
+13,400
| +231% | +$278K |
|
|
RDC
1586
PUT
DELISTED
Rowan Companies Plc
RDC
| $416K | ﹤0.01% |
22,000
-40,000
| -65% | -$652K |
|
1587
PUT
Annaly Capital Management
NLY
$17.1B
| $415K | ﹤0.01% |
10,400
+4,325
| +71% | +$176K |
|
1588
Crown Castle
CCI
$33.9B
| $414K | ﹤0.01% |
4,766
-10,048
| -68% | -$880K |
|
1589
PUT
Consolidated Edison
ED
$40B
| $413K | ﹤0.01% |
5,600
+5,000
| +833% | +$361K |
|
1590
Sibanye-Stillwater
SBSW
$6.77B
| $409K | ﹤0.01% |
+61,492
| New | +$561K |
|
1591
PUT
Welltower
WELL
$167B
| $409K | ﹤0.01% |
6,100
-11,100
| -65% | -$735K |
|
1592
CALL
Boston Beer
SAM
$1.92B
| $408K | ﹤0.01% |
+2,400
| New | +$398K |
|
1593
Invesco Mortgage Capital
IVR
$758M
| $406K | ﹤0.01% |
2,781
-1,118
| -29% | -$166K |
|
1594
PUT
Designer Brands
DBI
$336M
| $403K | ﹤0.01% |
17,800
+10,200
| +134% | +$231K |
|
|
ACIA
1595
PUT
DELISTED
Acacia Communications Inc
ACIA
| $401K | ﹤0.01% |
6,500
| – | – |
|
|
CAB
1596
PUT
DELISTED
Cabela's Inc
CAB
| $398K | ﹤0.01% |
+6,800
| New | +$422K |
|
1597
PUT
Workday
WDAY
$42.3B
| $396K | ﹤0.01% |
6,000
-800
| -12% | -$64.5K |
|
|
FNSR
1598
DELISTED
Finisar Corp
FNSR
| $396K | ﹤0.01% |
+13,084
| New | +$402K |
|
1599
BlackBerry
BB
$5.2B
| $395K | ﹤0.01% |
57,268
-771,533
| -93% | -$5.73M |
|
1600
CALL
Scotiabank
BNS
$106B
| $395K | ﹤0.01% |
7,100
+3,100
| +78% | +$169K |
|
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.