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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 | |
|---|---|---|---|---|---|---|
1801
PUT
Otter Tail
OTTR
$3.83B
| $245K | ﹤0.01% |
6,000
+4,000
| +200% | +$149K |
|
|
UN
1802
DELISTED
Unilever NV New York Registry Shares
UN
| $245K | ﹤0.01% |
5,965
+5,647
| +1,776% | +$234K |
|
1803
Fair Isaac
FICO
$23.7B
| $243K | ﹤0.01% |
+2,035
| New | +$242K |
|
1804
PUT
Hyatt Hotels
H
$16.9B
| $243K | ﹤0.01% |
4,400
+400
| +10% | +$21.1K |
|
1805
PUT
Pinnacle Financial Partners Inc
PNFP
$16.2B
| $243K | ﹤0.01% |
+3,500
| New | +$211K |
|
1806
PUT
FirstEnergy
FE
$27.7B
| $242K | ﹤0.01% |
7,800
-47,300
| -86% | -$1.51M |
|
1807
PUT
Core Laboratories
CLB
$505M
| $240K | ﹤0.01% |
2,000
| – | – |
|
1808
PUT
Huntsman Corp
HUN
$1.79B
| $239K | ﹤0.01% |
12,500
+500
| +4% | +$9.08K |
|
1809
CALL
SiriusXM
SIRI
$10.2B
| $239K | ﹤0.01% |
5,360
-4,700
| -47% | -$204K |
|
1810
CALL
Webster Financial
WBS
$12.8B
| $239K | ﹤0.01% |
+4,400
| New | +$202K |
|
|
CRZO
1811
PUT
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $239K | ﹤0.01% |
+6,400
| New | +$247K |
|
1812
PUT
Flowers Foods
FLO
$1.56B
| $238K | ﹤0.01% |
11,900
-75,000
| -86% | -$1.23M |
|
1813
PUT
Conagra Brands
CAG
$7.14B
| $237K | ﹤0.01% |
+6,000
| New | +$224K |
|
1814
PUT
Canadian Natural Resources
CNQ
$95.2B
| $237K | ﹤0.01% |
15,111
-10,210
| -40% | -$162K |
|
1815
Keurig Dr Pepper
KDP
$42B
| $237K | ﹤0.01% |
2,619
-54,179
| -95% | -$4.75M |
|
1816
Albemarle
ALB
$14.2B
| $236K | ﹤0.01% |
+2,746
| New | +$232K |
|
1817
Qorvo
QRVO
$8.34B
| $235K | ﹤0.01% |
4,462
-27,894
| -86% | -$1.52M |
|
|
GGP
1818
CALL
DELISTED
GGP Inc.
GGP
| $235K | ﹤0.01% |
9,400
-95,600
| -91% | -$2.44M |
|
|
SPR
1819
CALL
DELISTED
Spirit AeroSystems
SPR
| $234K | ﹤0.01% |
4,000
| – | – |
|
1820
CALL
WEC Energy
WEC
$35.2B
| $234K | ﹤0.01% |
4,000
-33,200
| -89% | -$1.9M |
|
1821
CALL
Ferrari
RACE
$71.4B
| $232K | ﹤0.01% |
4,000
+2,900
| +264% | +$158K |
|
1822
PUT
Veracyte
VCYT
$3.81B
| $232K | ﹤0.01% |
+30,000
| New | +$224K |
|
1823
PUT
Gen Digital
GEN
$16.7B
| $230K | ﹤0.01% |
9,600
+3,600
| +60% | +$88.4K |
|
1824
PUT
Realty Income
O
$58.1B
| $230K | ﹤0.01% |
4,128
| – | – |
|
|
SC
1825
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $230K | ﹤0.01% |
17,000
-6,922
| -29% | -$91.4K |
|
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.