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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 | |
|---|---|---|---|---|---|---|
1676
CALL
Coty
COTY
$2.46B
| $329K | ﹤0.01% |
18,000
-62,000
| -78% | -$1.28M |
|
1677
PUT
Dominion Energy
D
$60.9B
| $329K | ﹤0.01% |
+4,300
| New | +$317K |
|
|
LOGM
1678
CALL
DELISTED
LogMein, Inc.
LOGM
| $328K | ﹤0.01% |
+3,400
| New | +$330K |
|
1679
PUT
Aurinia Pharmaceuticals
AUPH
$1.87B
| $325K | ﹤0.01% |
+154,800
| New | +$498K |
|
1680
PUT
Ferrari
RACE
$70.8B
| $325K | ﹤0.01% |
5,600
+3,600
| +180% | +$196K |
|
1681
PUT
Edison International
EIX
$27.2B
| $324K | ﹤0.01% |
+4,500
| New | +$318K |
|
|
XYZ
1682
CALL
Block Inc
XYZ
$50.4B
| $324K | ﹤0.01% |
23,800
+22,100
| +1,300% | +$275K |
|
|
CPE
1683
DELISTED
Callon Petroleum Company
CPE
| $324K | ﹤0.01% |
+2,110
| New | +$322K |
|
1684
PUT
RPM International
RPM
$14.2B
| $323K | ﹤0.01% |
6,000
+1,600
| +36% | +$81.9K |
|
1685
PUT
Tower Semiconductor
TSEM
$27.1B
| $323K | ﹤0.01% |
17,000
-20,100
| -54% | -$347K |
|
1686
PUT
Cirrus Logic
CRUS
$6.42B
| $322K | ﹤0.01% |
5,700
+1,500
| +36% | +$83.1K |
|
1687
PUT
Jefferies Financial Group
JEF
$12.8B
| $322K | ﹤0.01% |
+15,416
| New | +$288K |
|
1688
CALL
CarMax
KMX
$8.29B
| $322K | ﹤0.01% |
5,000
-3,800
| -43% | -$213K |
|
1689
Argan
AGX
$8.31B
| $321K | ﹤0.01% |
+4,544
| New | +$284K |
|
1690
Mastercard
MA
$500B
| $320K | ﹤0.01% |
3,102
-33,670
| -92% | -$3.49M |
|
1691
CALL
VF Corp
VFC
$5.87B
| $320K | ﹤0.01% |
6,372
-65,525
| -91% | -$3.4M |
|
1692
CALL
Reliance Steel & Aluminium
RS
$20.9B
| $318K | ﹤0.01% |
4,000
-33,600
| -89% | -$2.56M |
|
1693
CALL
BioCryst Pharmaceuticals
BCRX
$2.29B
| $317K | ﹤0.01% |
50,000
| – | – |
|
1694
PUT
Franklin Resources
BEN
$18.2B
| $317K | ﹤0.01% |
8,000
-10,000
| -56% | -$374K |
|
1695
CALL
Unilever
UL
$138B
| $317K | ﹤0.01% |
+6,933
| New | +$323K |
|
1696
Regeneron Pharmaceuticals
REGN
$78.2B
| $316K | ﹤0.01% |
860
-1,141
| -57% | -$434K |
|
1697
CALL
Textron
TXT
$15.3B
| $316K | ﹤0.01% |
6,500
-122,100
| -95% | -$5.32M |
|
|
CBI
1698
PUT
DELISTED
Chicago Bridge & Iron Nv
CBI
| $315K | ﹤0.01% |
+9,900
| New | +$310K |
|
1699
CALL
Flex
FLEX
$43.4B
| $314K | ﹤0.01% |
28,929
+12,474
| +76% | +$133K |
|
|
WRK
1700
DELISTED
WestRock Company
WRK
| $314K | ﹤0.01% |
6,193
+2,871
| +86% | +$141K |
|
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.