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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 | |
|---|---|---|---|---|---|---|
|
WFT
1726
DELISTED
Weatherford International plc
WFT
| $303K | ﹤0.01% |
60,754
-50,686
| -45% | -$265K |
|
|
HBI
1727
PUT
DELISTED
Hanesbrands
HBI
| $301K | ﹤0.01% |
14,000
| – | – |
|
1728
PG&E
PCG
$38.4B
| $300K | ﹤0.01% |
4,938
+1,644
| +50% | +$98.5K |
|
|
TTNP
1729
CALL
DELISTED
Titan Pharmaceuticals
TTNP
| $300K | ﹤0.01% |
+21
| New | +$353K |
|
|
CAVM
1730
PUT
DELISTED
Cavium, Inc.
CAVM
| $299K | ﹤0.01% |
+4,800
| New | +$277K |
|
1731
Weibo
WB
$1.99B
| $298K | ﹤0.01% |
7,337
+5,323
| +264% | +$254K |
|
1732
PUT
AGCO
AGCO
$7.51B
| $295K | ﹤0.01% |
5,100
+3,100
| +155% | +$167K |
|
|
AUY
1733
CALL
DELISTED
Yamana Gold, Inc.
AUY
| $295K | ﹤0.01% |
104,700
-7,700
| -7% | -$25.2K |
|
1734
PUT
Robert Half
RHI
$4.19B
| $293K | ﹤0.01% |
6,000
| – | – |
|
1735
PUT
Interactive Brokers
IBKR
$39.5B
| $292K | ﹤0.01% |
32,000
+4,000
| +14% | +$36.4K |
|
|
BERY
1736
PUT
DELISTED
Berry Global Group, Inc.
BERY
| $292K | ﹤0.01% |
6,534
+4,356
| +200% | +$186K |
|
1737
ScottsMiracle-Gro
SMG
$3.86B
| $290K | ﹤0.01% |
3,030
+506
| +20% | +$45.4K |
|
1738
Zimmer Biomet
ZBH
$18.5B
| $290K | ﹤0.01% |
+2,896
| New | +$310K |
|
|
CRAY
1739
PUT
DELISTED
Cray, Inc.
CRAY
| $290K | ﹤0.01% |
14,000
+12,000
| +600% | +$247K |
|
1740
CALL
Iron Mountain
IRM
$37.3B
| $289K | ﹤0.01% |
8,900
+4,900
| +123% | +$163K |
|
1741
CALL
Seagate
STX
$192B
| $289K | ﹤0.01% |
7,600
-80,900
| -91% | -$3.02M |
|
1742
PUT
Texas Roadhouse
TXRH
$13.7B
| $289K | ﹤0.01% |
6,000
+3,900
| +186% | +$172K |
|
1743
PUT
EPR Properties
EPR
$4.69B
| $288K | ﹤0.01% |
4,000
+200
| +5% | +$14.3K |
|
1744
PUT
Deluxe
DLX
$1.24B
| $286K | ﹤0.01% |
+4,000
| New | +$269K |
|
1745
Vornado Realty Trust
VNO
$7.7B
| $286K | ﹤0.01% |
3,393
-485
| -13% | -$38.1K |
|
|
JWN
1746
DELISTED
Nordstrom
JWN
| $284K | ﹤0.01% |
5,915
+1,497
| +34% | +$81.3K |
|
1747
PUT
TAL Education Group
TAL
$6.65B
| $281K | ﹤0.01% |
24,000
+12,000
| +100% | +$147K |
|
|
MTL
1748
PUT
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
| $281K | ﹤0.01% |
+49,000
| New | +$245K |
|
1749
Cintas
CTAS
$81.5B
| $279K | ﹤0.01% |
9,656
-91,236
| -90% | -$2.56M |
|
1750
PUT
O'Reilly Automotive
ORLY
$74.9B
| $279K | ﹤0.01% |
15,000
-1,227,000
| -99% | -$22.4M |
|
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.