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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 | |
|---|---|---|---|---|---|---|
1626
PENN Entertainment
PENN
$2.67B
| $369K | ﹤0.01% |
26,734
-13,185
| -33% | -$180K |
|
|
DATA
1627
DELISTED
Tableau Software, Inc.
DATA
| $369K | ﹤0.01% |
8,747
-18,726
| -68% | -$872K |
|
1628
PUT
LKQ Corp
LKQ
$5.91B
| $368K | ﹤0.01% |
+12,000
| New | +$391K |
|
|
HAR
1629
PUT
DELISTED
Harman International Industries
HAR
| $367K | ﹤0.01% |
3,300
-4,500
| -58% | -$434K |
|
1630
CALL
Ingredion
INGR
$6.6B
| $362K | ﹤0.01% |
2,900
-2,400
| -45% | -$303K |
|
1631
PUT
Bank OZK
OZK
$5.7B
| $362K | ﹤0.01% |
6,900
+3,600
| +109% | +$160K |
|
1632
CALL
GoPro
GPRO
$131M
| $361K | ﹤0.01% |
41,500
-233,900
| -85% | -$2.68M |
|
1633
CALL
Johnson Controls International
JCI
$93.1B
| $359K | ﹤0.01% |
8,715
-158,330
| -95% | -$6.93M |
|
1634
CALL
Casey's General Stores
CASY
$31.8B
| $357K | ﹤0.01% |
3,000
-1,300
| -30% | -$155K |
|
1635
PUT
Omnicom Group
OMC
$22.4B
| $357K | ﹤0.01% |
4,200
-900
| -18% | -$75.5K |
|
1636
PUT
Citizens Financial Group
CFG
$30.7B
| $356K | ﹤0.01% |
10,000
-6,000
| -38% | -$182K |
|
1637
PUT
Kohl's
KSS
$2.28B
| $356K | ﹤0.01% |
7,200
-15,300
| -68% | -$757K |
|
|
DYN
1638
DELISTED
Dynegy, Inc.
DYN
| $356K | ﹤0.01% |
42,045
+41,276
| +5,367% | +$407K |
|
1639
PUT
TechnipFMC
FTI
$27.1B
| $355K | ﹤0.01% |
13,440
+7,930
| +144% | +$198K |
|
1640
CALL
Smith & Wesson
SWBI
$660M
| $355K | ﹤0.01% |
21,987
-911
| -4% | -$16.8K |
|
1641
CALL
Under Armour Class C
UA
$2.83B
| $355K | ﹤0.01% |
14,100
-35,900
| -72% | -$993K |
|
|
BWLD
1642
PUT
DELISTED
Buffalo Wild Wings, Inc.
BWLD
| $355K | ﹤0.01% |
2,300
-14,000
| -86% | -$2.18M |
|
|
WES
1643
CALL
DELISTED
Western Gas Partners Lp
WES
| $354K | ﹤0.01% |
6,000
+4,000
| +200% | +$225K |
|
1644
Alcoa
AA
$12.4B
| $353K | ﹤0.01% |
12,562
-229,097
| -95% | -$6.22M |
|
1645
CALL
HF Sinclair
DINO
$15.8B
| $353K | ﹤0.01% |
10,700
-36,700
| -77% | -$1.02M |
|
|
SNP
1646
DELISTED
CHINA PETROLEUM & CHEMICAL CORPORATION ADS (REP 100 ORDINARY H SHARES)
SNP
| $353K | ﹤0.01% |
4,969
+3,588
| +260% | +$260K |
|
1647
Burlington
BURL
$23.2B
| $352K | ﹤0.01% |
+4,149
| New | +$335K |
|
1648
CALL
B&G Foods
BGS
$290M
| $351K | ﹤0.01% |
8,000
+6,000
| +300% | +$266K |
|
1649
Teekay
TK
$1.03B
| $349K | ﹤0.01% |
+43,458
| New | +$335K |
|
|
SRG
1650
Seritage Growth Properties
SRG
$137M
| $346K | ﹤0.01% |
+8,098
| New | +$377K |
|
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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.