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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 | |
|---|---|---|---|---|---|---|
376
ExxonMobil
XOM
$644B
| $13.4M | 0.03% |
+148,254
| New | +$13M |
|
377
CALL
Eversource Energy
ES
$26.9B
| $13.3M | 0.03% |
240,700
+1,800
| +0.8% | +$96.2K |
|
378
MGM Resorts International
MGM
$11.4B
| $13.2M | 0.03% |
459,513
+216,190
| +89% | +$5.99M |
|
379
Wells Fargo
WFC
$261B
| $13.2M | 0.03% |
240,289
-278,115
| -54% | -$14M |
|
380
PUT
DuPont de Nemours
DD
$18.5B
| $13.2M | 0.03% |
91,336
-45,056
| -33% | -$6.27M |
|
|
SPR
381
DELISTED
Spirit AeroSystems
SPR
| $13.2M | 0.03% |
+226,525
| New | +$12.3M |
|
382
CALL
Agnico Eagle Mines
AEM
$73.6B
| $13.2M | 0.03% |
313,300
+87,100
| +39% | +$3.85M |
|
383
CALL
International Paper
IP
$21.6B
| $13M | 0.03% |
+259,248
| New | +$12M |
|
384
CALL
Prudential Financial
PRU
$42.4B
| $13M | 0.03% |
124,900
+71,200
| +133% | +$6.75M |
|
385
CALL
Best Buy
BBY
$18.2B
| $13M | 0.03% |
304,000
+121,900
| +67% | +$5.18M |
|
386
PUT
Ford
F
$58.5B
| $13M | 0.03% |
1,068,300
-343,700
| -24% | -$4.17M |
|
387
PUT
3M
MMM
$90.9B
| $12.9M | 0.03% |
86,590
+1,554
| +2% | +$224K |
|
388
CALL
Electronic Arts
EA
$53B
| $12.9M | 0.03% |
163,400
-529,400
| -76% | -$42.6M |
|
|
ETP
389
PUT
DELISTED
Energy Transfer Partners L.p.
ETP
| $12.8M | 0.03% |
358,000
| – | – |
|
390
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $12.6M | 0.02% |
243,127
+243,126
| +24,312,600% | +$12.6M |
|
391
CALL
Under Armour
UAA
$2.84B
| $12.6M | 0.02% |
432,600
+325,400
| +304% | +$10.7M |
|
392
W.W. Grainger
GWW
$65.3B
| $12.4M | 0.02% |
53,458
-9,343
| -15% | -$2.08M |
|
|
APC
393
PUT
DELISTED
Anadarko Petroleum
APC
| $12.4M | 0.02% |
177,700
-20,900
| -11% | -$1.36M |
|
|
TIF
394
PUT
DELISTED
Tiffany & Co.
TIF
| $12.3M | 0.02% |
159,400
+44,800
| +39% | +$3.45M |
|
395
PUT
Kraft Heinz
KHC
$30.7B
| $12.3M | 0.02% |
140,600
-9,400
| -6% | -$804K |
|
396
CALL
Broadcom
AVGO
$1.85T
| $12.3M | 0.02% |
693,460
+83,000
| +14% | +$1.44M |
|
397
PUT
AbbVie
ABBV
$443B
| $12M | 0.02% |
191,500
+100,000
| +109% | +$6.1M |
|
398
CALL
Warner Bros
WBD
$65.9B
| $11.9M | 0.02% |
435,400
+410,400
| +1,642% | +$11.1M |
|
|
AET
399
PUT
DELISTED
Aetna Inc
AET
| $11.9M | 0.02% |
95,800
+56,300
| +143% | +$6.74M |
|
|
POT
400
PUT
DELISTED
Potash Corp Of Saskatchewan
POT
| $11.8M | 0.02% |
654,700
-2,200
| -0.3% | -$38.1K |
|
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.