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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 | |
|---|---|---|---|---|---|---|
|
NUAN
676
PUT
DELISTED
Nuance Communications, Inc.
NUAN
| $4.5M | 0.01% |
348,810
+2,310
| +0.7% | +$29.8K |
|
677
CALL
Tenet Healthcare
THC
$20.5B
| $4.48M | 0.01% |
302,000
+2,000
| +0.7% | +$35.9K |
|
678
CALL
Methanex
MEOH
$4.3B
| $4.47M | 0.01% |
+102,000
| New | +$4.07M |
|
|
CXO
679
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $4.47M | 0.01% |
33,700
+20,700
| +159% | +$2.81M |
|
|
ESRX
680
PUT
DELISTED
Express Scripts Holding Company
ESRX
| $4.45M | 0.01% |
64,700
+48,000
| +287% | +$3.44M |
|
|
ETFC
681
CALL
DELISTED
E*Trade Financial Corporation
ETFC
| $4.45M | 0.01% |
128,400
+20,400
| +19% | +$651K |
|
|
HES
682
CALL
DELISTED
Hess
HES
| $4.43M | 0.01% |
71,100
+40,100
| +129% | +$2.19M |
|
683
ON Semiconductor
ON
$31.8B
| $4.41M | 0.01% |
345,247
+203,871
| +144% | +$2.43M |
|
684
PUT
IMAX
IMAX
$2.62B
| $4.4M | 0.01% |
140,000
-9,300
| -6% | -$291K |
|
685
CALL
NRG Energy
NRG
$28.3B
| $4.4M | 0.01% |
358,600
-30,400
| -8% | -$350K |
|
686
CALL
Weyerhaeuser
WY
$18B
| $4.39M | 0.01% |
146,100
+116,600
| +395% | +$3.59M |
|
|
AMTD
687
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
| $4.34M | 0.01% |
99,500
+72,200
| +264% | +$2.8M |
|
688
Johnson Controls International
JCI
$88.8B
| $4.34M | 0.01% |
105,267
+83,128
| +375% | +$3.64M |
|
689
HP
HPQ
$24.9B
| $4.29M | 0.01% |
288,889
+193,363
| +202% | +$2.93M |
|
690
CALL
Toyota
TM
$224B
| $4.27M | 0.01% |
36,400
-390,100
| -91% | -$45.5M |
|
691
PUT
Teva Pharmaceuticals
TEVA
$40.8B
| $4.24M | 0.01% |
117,000
+37,000
| +46% | +$1.48M |
|
|
BMS
692
CALL
DELISTED
Bemis
BMS
| $4.21M | 0.01% |
88,100
+20,000
| +29% | +$987K |
|
693
PUT
CNX Resources
CNX
$5.3B
| $4.21M | 0.01% |
277,320
+43,320
| +19% | +$684K |
|
694
PUT
Illinois Tool Works
ITW
$82.6B
| $4.2M | 0.01% |
34,300
-14,000
| -29% | -$1.69M |
|
|
BEAV
695
DELISTED
B/E Aerospace Inc
BEAV
| $4.17M | 0.01% |
69,248
+52,976
| +326% | +$3.05M |
|
696
CALL
Vipshop
VIPS
$7.37B
| $4.16M | 0.01% |
377,500
-700
| -0.2% | -$9.05K |
|
|
GG
697
CALL
DELISTED
Goldcorp Inc
GG
| $4.14M | 0.01% |
304,600
-1,509,900
| -83% | -$21M |
|
698
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $4.14M | 0.01% |
47,836
+43,565
| +1,020% | +$3.75M |
|
699
PUT
ICICI Bank
IBN
$108B
| $4.13M | 0.01% |
607,200
+596,200
| +5,420% | +$4.25M |
|
|
FMSA
700
CALL
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
| $4.13M | 0.01% |
+350,000
| New | +$3.24M |
|
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.