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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 | |
|---|---|---|---|---|---|---|
|
ENLK
726
DELISTED
EnLink Midstream Partners, LP
ENLK
| $3.76M | 0.01% |
203,922
-163,110
| -44% | -$2.84M |
|
727
CALL
Suncor Energy
SU
$78.4B
| $3.75M | 0.01% |
114,800
-106,600
| -48% | -$3.27M |
|
728
PUT
Acuity Brands
AYI
$10B
| $3.74M | 0.01% |
16,200
-6,200
| -28% | -$1.5M |
|
|
EQM
729
CALL
DELISTED
EQM Midstream Partners, LP
EQM
| $3.72M | 0.01% |
+48,500
| New | +$3.59M |
|
|
CSOD
730
CALL
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $3.69M | 0.01% |
+87,300
| New | +$3.46M |
|
731
PUT
AB InBev
BUD
$167B
| $3.69M | 0.01% |
35,000
-254,800
| -88% | -$28.6M |
|
732
PUT
CF Industries
CF
$18.6B
| $3.68M | 0.01% |
116,800
+11,500
| +11% | +$309K |
|
733
Cal-Maine
CALM
$4.11B
| $3.67M | 0.01% |
+83,114
| New | +$3.31M |
|
|
CELG
734
CALL
DELISTED
Celgene Corp
CELG
| $3.66M | 0.01% |
31,600
+200
| +0.6% | +$22.3K |
|
735
PUT
CME Group
CME
$95.7B
| $3.66M | 0.01% |
31,700
+26,200
| +476% | +$2.92M |
|
|
JCP
736
PUT
DELISTED
J.C. Penney Company, Inc.
JCP
| $3.66M | 0.01% |
440,000
-600
| -0.1% | -$5.42K |
|
737
CALL
Canadian Natural Resources
CNQ
$97.5B
| $3.65M | 0.01% |
234,013
+182,146
| +351% | +$2.89M |
|
|
STI
738
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $3.63M | 0.01% |
66,200
-103,800
| -61% | -$5.18M |
|
|
AVP
739
CALL
DELISTED
Avon Products, Inc.
AVP
| $3.62M | 0.01% |
718,800
+541,600
| +306% | +$3.15M |
|
|
740
iShares MSCI Brazil ETF
EWZ
$9.2B
| $3.62M | 0.01% |
108,652
-2,952,704
| -96% | -$101M |
|
741
Ovintiv
OVV
$17B
| $3.62M | 0.01% |
61,677
-19,949
| -24% | -$1.14M |
|
742
PUT
Sinclair Inc
SBGI
$1.01B
| $3.61M | 0.01% |
108,200
+8,200
| +8% | +$244K |
|
743
CALL
Trane Technologies
TT
$101B
| $3.61M | 0.01% |
48,100
+38,100
| +381% | +$2.75M |
|
|
WNR
744
CALL
DELISTED
Western Refining Inc
WNR
| $3.6M | 0.01% |
95,000
-137,000
| -59% | -$4.51M |
|
|
GLUU
745
DELISTED
Glu Mobile Inc.
GLUU
| $3.59M | 0.01% |
+1,852,686
| New | +$3.88M |
|
746
CALL
Tenaris
TS
$28.6B
| $3.57M | 0.01% |
+100,000
| New | +$3.13M |
|
747
PUT
Allstate
ALL
$67.5B
| $3.54M | 0.01% |
47,700
-10,700
| -18% | -$754K |
|
748
The Mosaic Company
MOS
$6.93B
| $3.53M | 0.01% |
120,498
+29,493
| +32% | +$791K |
|
|
HA
749
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
| $3.53M | 0.01% |
+62,000
| New | +$3.17M |
|
750
PUT
Canadian National Railway
CNI
$76.5B
| $3.51M | 0.01% |
52,100
-83,900
| -62% | -$5.54M |
|
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.