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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 | |
|---|---|---|---|---|---|---|
1826
CALL
Clean Energy Fuels
CLNE
$403M
| $229K | ﹤0.01% |
80,000
| – | – |
|
1827
CALL
Diageo
DEO
$49.1B
| $229K | ﹤0.01% |
2,200
-1,800
| -45% | -$189K |
|
1828
CALL
Sabesp
SBS
$19.3B
| $229K | ﹤0.01% |
+136,132
| New | +$239K |
|
|
STMP
1829
CALL
DELISTED
Stamps.com, Inc.
STMP
| $229K | ﹤0.01% |
2,000
-4,000
| -67% | -$416K |
|
1830
CALL
Cogent Communications
CCOI
$626M
| $228K | ﹤0.01% |
5,500
| – | – |
|
1831
PUT
Jacobs Solutions
J
$16.9B
| $228K | ﹤0.01% |
4,836
-9,672
| -67% | -$445K |
|
|
EBIX
1832
CALL
DELISTED
Ebix Inc
EBIX
| $228K | ﹤0.01% |
+4,000
| New | +$232K |
|
|
PEI
1833
PUT
DELISTED
Pennsylvania Real Estate Investment Trust
PEI
| $228K | ﹤0.01% |
+800
| New | +$239K |
|
1834
PUT
CoreCivic
CXW
$3.03B
| $227K | ﹤0.01% |
+9,300
| New | +$177K |
|
|
PPLI
1835
CALL
People Inc
PPLI
$3.34B
| $227K | ﹤0.01% |
+19,584
| New | +$229K |
|
1836
PUT
Norwegian Cruise Line
NCLH
$9.29B
| $227K | ﹤0.01% |
5,300
-192,700
| -97% | -$7.71M |
|
1837
CALL
FMC
FMC
$1.38B
| $226K | ﹤0.01% |
4,612
-5,765
| -56% | -$263K |
|
1838
PUT
Adtran
ADTN
$650M
| $224K | ﹤0.01% |
+10,000
| New | +$202K |
|
1839
PUT
Public Service Enterprise Group
PEG
$37.5B
| $224K | ﹤0.01% |
5,100
+1,100
| +28% | +$45.9K |
|
1840
PUT
Pentair
PNR
$11B
| $224K | ﹤0.01% |
5,956
-14,890
| -71% | -$581K |
|
1841
PUT
Toro Company
TTC
$9.45B
| $224K | ﹤0.01% |
+4,000
| New | +$204K |
|
|
LL
1842
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
| $224K | ﹤0.01% |
14,300
+6,200
| +77% | +$108K |
|
1843
PUT
PTC
PTC
$15.1B
| $223K | ﹤0.01% |
+4,800
| New | +$224K |
|
1844
CALL
Ameriprise Financial
AMP
$49.4B
| $222K | ﹤0.01% |
2,000
-1,200
| -38% | -$127K |
|
|
1845
Ameriprise Financial
AMP
$49.4B
| $222K | ﹤0.01% |
+2,003
| New | +$212K |
|
1846
PUT
Clean Harbors
CLH
$16.3B
| $222K | ﹤0.01% |
+4,000
| New | +$202K |
|
1847
CALL
Hyatt Hotels
H
$17B
| $222K | ﹤0.01% |
+4,000
| New | +$211K |
|
|
SEE
1848
CALL
DELISTED
Sealed Air
SEE
| $222K | ﹤0.01% |
4,900
-93,200
| -95% | -$4.28M |
|
|
HTZ
1849
DELISTED
Hertz Global Holdings, Inc.
HTZ
| $222K | ﹤0.01% |
+11,839
| New | +$296K |
|
|
NTRI
1850
PUT
DELISTED
NutriSystem, Inc.
NTRI
| $222K | ﹤0.01% |
6,400
+2,200
| +52% | +$74.3K |
|
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.