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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 | |
|---|---|---|---|---|---|---|
626
PUT
Universal Health Services
UHS
$10.2B
| $5.32M | 0.01% |
+50,000
| New | +$5.92M |
|
|
POT
627
CALL
DELISTED
Potash Corp Of Saskatchewan
POT
| $5.3M | 0.01% |
293,000
+113,800
| +64% | +$1.97M |
|
628
CALL
Waste Management
WM
$90.6B
| $5.29M | 0.01% |
74,600
+14,600
| +24% | +$977K |
|
629
PUT
Aptiv
APTV
$12B
| $5.29M | 0.01% |
78,500
+67,300
| +601% | +$4.52M |
|
|
APC
630
CALL
DELISTED
Anadarko Petroleum
APC
| $5.23M | 0.01% |
75,000
+59,000
| +369% | +$3.84M |
|
631
PUT
Gilead Sciences
GILD
$162B
| $5.21M | 0.01% |
72,800
-22,500
| -24% | -$1.67M |
|
632
PUT
Lumen
LUMN
$6.57B
| $5.19M | 0.01% |
218,400
+121,400
| +125% | +$3.08M |
|
633
PUT
Agnico Eagle Mines
AEM
$73.6B
| $5.19M | 0.01% |
123,600
+122,400
| +10,200% | +$5.41M |
|
634
CALL
United Rentals
URI
$67.2B
| $5.17M | 0.01% |
49,000
-52,700
| -52% | -$4.8M |
|
635
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
| $5.17M | 0.01% |
169,900
-109,800
| -39% | -$3.16M |
|
636
CALL
Automatic Data Processing
ADP
$106B
| $5.14M | 0.01% |
50,000
+48,000
| +2,400% | +$4.48M |
|
637
CALL
Ulta Beauty
ULTA
$22B
| $5.12M | 0.01% |
20,100
-28,800
| -59% | -$7.19M |
|
638
PUT
Northern Trust
NTRS
$33.3B
| $5.11M | 0.01% |
57,400
-13,400
| -19% | -$1.06M |
|
639
CALL
Canadian Pacific Kansas City
CP
$78.1B
| $5.05M | 0.01% |
177,000
-866,500
| -83% | -$25.6M |
|
640
CALL
Welltower
WELL
$169B
| $5.04M | 0.01% |
75,300
+59,300
| +371% | +$3.93M |
|
641
CALL
Hasbro
HAS
$13.2B
| $5.03M | 0.01% |
64,600
-123,300
| -66% | -$10.2M |
|
|
SEMG
642
CALL
DELISTED
SEMGROUP CORPORATION
SEMG
| $5.01M | 0.01% |
+120,100
| New | +$4.3M |
|
643
CALL
Macy's
M
$6.53B
| $4.99M | 0.01% |
139,300
-21,000
| -13% | -$817K |
|
644
CALL
Gaming and Leisure Properties
GLPI
$12.7B
| $4.95M | 0.01% |
161,700
-99,300
| -38% | -$3.11M |
|
645
CALL
Transocean
RIG
$5.89B
| $4.91M | 0.01% |
332,800
+180,600
| +119% | +$2.14M |
|
|
DFS
646
CALL
DELISTED
Discover Financial Services
DFS
| $4.9M | 0.01% |
68,000
-15,800
| -19% | -$1M |
|
|
SNV
647
CALL
DELISTED
Synovus
SNV
| $4.89M | 0.01% |
119,000
+25,000
| +27% | +$919K |
|
648
CALL
Illinois Tool Works
ITW
$82.6B
| $4.87M | 0.01% |
39,800
-42,600
| -52% | -$5.15M |
|
|
SIX
649
CALL
DELISTED
Six Flags Entertainment Corp.
SIX
| $4.87M | 0.01% |
81,300
+4,600
| +6% | +$257K |
|
|
MRO
650
PUT
DELISTED
Marathon Oil Corporation
MRO
| $4.87M | 0.01% |
281,300
+36,300
| +15% | +$583K |
|
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.