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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 | |
|---|---|---|---|---|---|---|
1776
CALL
The Greenbrier Companies
GBX
$1.55B
| $257K | ﹤0.01% |
6,200
+5,900
| +1,967% | +$220K |
|
1777
PUT
Global Payments
GPN
$23.7B
| $257K | ﹤0.01% |
3,700
+1,700
| +85% | +$122K |
|
1778
PUT
Labcorp
LH
$25.4B
| $257K | ﹤0.01% |
2,328
-13,735
| -86% | -$1.53M |
|
1779
PUT
Plains GP Holdings
PAGP
$4.96B
| $257K | ﹤0.01% |
7,400
+641
| +9% | +$22K |
|
|
CUDA
1780
PUT
DELISTED
Barracuda Networks, Inc.
CUDA
| $257K | ﹤0.01% |
12,000
+8,000
| +200% | +$187K |
|
1781
PUT
Flex
FLEX
$46.1B
| $256K | ﹤0.01% |
23,621
| – | – |
|
|
LOGM
1782
PUT
DELISTED
LogMein, Inc.
LOGM
| $256K | ﹤0.01% |
+2,652
| New | +$258K |
|
|
LTM
1783
CALL
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
| $255K | ﹤0.01% |
+31,200
| New | +$277K |
|
1784
CALL
Nexstar Media Group
NXST
$5.87B
| $253K | ﹤0.01% |
+4,000
| New | +$229K |
|
1785
DTE Energy
DTE
$28.8B
| $252K | ﹤0.01% |
3,012
+2,581
| +599% | +$207K |
|
1786
PUT
Diamondback Energy
FANG
$52.2B
| $252K | ﹤0.01% |
+2,500
| New | +$250K |
|
1787
PUT
Shutterstock
SSTK
$232M
| $252K | ﹤0.01% |
5,300
-400
| -7% | -$21.4K |
|
1788
Immersion
IMMR
$255M
| $251K | ﹤0.01% |
+23,632
| New | +$223K |
|
1789
ProShares UltraShort S&P500
SDS
$390M
| $251K | ﹤0.01% |
166
-260
| -61% | -$417K |
|
|
NAV
1790
CALL
DELISTED
Navistar International
NAV
| $251K | ﹤0.01% |
+8,000
| New | +$217K |
|
1791
CALL
Ambarella
AMBA
$3.49B
| $250K | ﹤0.01% |
4,600
-11,300
| -71% | -$682K |
|
1792
PUT
Ingredion
INGR
$6.56B
| $250K | ﹤0.01% |
2,000
-400
| -17% | -$50.5K |
|
|
1793
PUT
The Greenbrier Companies
GBX
$1.55B
| $249K | ﹤0.01% |
6,000
+4,000
| +200% | +$149K |
|
1794
Texas Capital Bancshares
TCBI
$4.39B
| $248K | ﹤0.01% |
3,168
+1,888
| +148% | +$127K |
|
|
XIN
1795
CALL
DELISTED
Xinyuan Real Estate
XIN
| $248K | ﹤0.01% |
5,000
+1,000
| +25% | +$54.9K |
|
1796
PUT
Synopsys
SNPS
$76.9B
| $247K | ﹤0.01% |
+4,200
| New | +$250K |
|
1797
BHP
BHP
$226B
| $246K | ﹤0.01% |
7,700
-3,087
| -29% | -$99.9K |
|
1798
PUT
H&R Block
HRB
$5.79B
| $246K | ﹤0.01% |
10,700
-10,000
| -48% | -$229K |
|
1799
PUT
Lazard
LAZ
$4.29B
| $246K | ﹤0.01% |
6,000
-300
| -5% | -$11.7K |
|
1800
PUT
Jack in the Box
JACK
$346M
| $245K | ﹤0.01% |
2,200
+300
| +16% | +$30.6K |
|
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.