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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 | |
|---|---|---|---|---|---|---|
1701
PUT
Compass Minerals
CMP
$1.26B
| $313K | ﹤0.01% |
+4,000
| New | +$304K |
|
1702
Chevron
CVX
$371B
| $313K | ﹤0.01% |
+2,663
| New | +$290K |
|
1703
CALL
Helen of Troy
HELE
$689M
| $313K | ﹤0.01% |
+3,700
| New | +$310K |
|
1704
PUT
Cheesecake Factory
CAKE
$5.23B
| $312K | ﹤0.01% |
5,200
-45,800
| -90% | -$2.59M |
|
1705
CALL
Pinnacle West Capital
PNW
$12.3B
| $312K | ﹤0.01% |
4,000
+2,000
| +100% | +$150K |
|
|
1706
PUT
Pinnacle West Capital
PNW
$12.3B
| $312K | ﹤0.01% |
4,000
+2,000
| +100% | +$150K |
|
1707
PUT
VeriSign
VRSN
$26.5B
| $312K | ﹤0.01% |
4,100
+1,500
| +58% | +$119K |
|
1708
CALL
Helmerich & Payne
HP
$3.33B
| $310K | ﹤0.01% |
+4,000
| New | +$284K |
|
1709
CALL
PG&E
PCG
$37.9B
| $310K | ﹤0.01% |
5,100
+3,100
| +155% | +$186K |
|
1710
PUT
Aecom
ACM
$9.63B
| $309K | ﹤0.01% |
+8,500
| New | +$282K |
|
|
AMRN
1711
CALL
Amarin Corp
AMRN
$302M
| $308K | ﹤0.01% |
+5,000
| New | +$318K |
|
1712
PUT
Extra Space Storage
EXR
$31.7B
| $308K | ﹤0.01% |
4,000
-6,000
| -60% | -$442K |
|
1713
CALL
Leidos
LDOS
$16B
| $307K | ﹤0.01% |
6,000
+4,000
| +200% | +$187K |
|
1714
CALL
Spectrum Brands
SPB
$2.08B
| $306K | ﹤0.01% |
+2,500
| New | +$319K |
|
1715
PUT
Cerus
CERS
$457M
| $305K | ﹤0.01% |
+70,000
| New | +$364K |
|
1716
PUT
TE Connectivity
TEL
$63.2B
| $305K | ﹤0.01% |
4,400
+400
| +10% | +$26.5K |
|
1717
CALL
Travel + Leisure Co
TNL
$4.77B
| $305K | ﹤0.01% |
8,860
-6,202
| -41% | -$199K |
|
|
BIG
1718
CALL
DELISTED
Big Lots, Inc.
BIG
| $305K | ﹤0.01% |
6,100
+4,100
| +205% | +$201K |
|
1719
CALL
American Eagle Outfitters
AEO
$2.99B
| $304K | ﹤0.01% |
20,000
-10,000
| -33% | -$171K |
|
1720
CALL
Cincinnati Financial
CINF
$27.3B
| $304K | ﹤0.01% |
4,000
+2,000
| +100% | +$149K |
|
1721
CALL
PPG Industries
PPG
$26.5B
| $304K | ﹤0.01% |
3,200
-3,200
| -50% | -$305K |
|
1722
PUT
LendingTree
TREE
$475M
| $304K | ﹤0.01% |
3,000
+2,400
| +400% | +$229K |
|
1723
PUT
Ambarella
AMBA
$3.59B
| $303K | ﹤0.01% |
5,600
-11,900
| -68% | -$718K |
|
1724
Lumen
LUMN
$6.26B
| $303K | ﹤0.01% |
12,748
-54,955
| -81% | -$1.4M |
|
1725
CALL
Sprouts Farmers Market
SFM
$7.94B
| $303K | ﹤0.01% |
16,000
+12,000
| +300% | +$252K |
|
Similar funds
HF
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.