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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 | |
|---|---|---|---|---|---|---|
|
ZNGA
751
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $3.5M | 0.01% |
1,360,200
+352,900
| +35% | +$996K |
|
|
MIC
752
CALL
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $3.48M | 0.01% |
42,600
+6,100
| +17% | +$500K |
|
753
PUT
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.89B
| $3.46M | 0.01% |
31,667
| – | – |
|
754
CME Group
CME
$95.8B
| $3.46M | 0.01% |
30,000
| – | – |
|
755
PUT
NXP Semiconductors
NXPI
$56.8B
| $3.43M | 0.01% |
35,000
-58,500
| -63% | -$5.81M |
|
756
CALL
Alamos Gold
AGI
$11.8B
| $3.42M | 0.01% |
500,000
-342,000
| -41% | -$2.4M |
|
757
Tractor Supply
TSCO
$16.7B
| $3.42M | 0.01% |
225,495
-15,475
| -6% | -$220K |
|
758
CALL
MPLX
MPLX
$59.4B
| $3.42M | 0.01% |
98,700
-138,000
| -58% | -$4.48M |
|
759
PUT
Deutsche Bank
DB
$69.4B
| $3.42M | 0.01% |
211,344
+178,640
| +546% | +$2.52M |
|
760
PUT
T. Rowe Price
TROW
$24.2B
| $3.4M | 0.01% |
45,100
+24,900
| +123% | +$1.76M |
|
761
PUT
International Paper
IP
$21.9B
| $3.39M | 0.01% |
67,373
-52,272
| -44% | -$2.42M |
|
|
RAD
762
PUT
DELISTED
Rite Aid Corporation
RAD
| $3.38M | 0.01% |
20,500
| – | – |
|
|
CTRA
763
CALL
DELISTED
Coterra Energy
CTRA
| $3.38M | 0.01% |
+144,500
| New | +$3.25M |
|
764
PUT
Diageo
DEO
$49.4B
| $3.37M | 0.01% |
32,400
-10,000
| -24% | -$1.05M |
|
765
Yelp
YELP
$1.45B
| $3.36M | 0.01% |
88,189
+59,693
| +209% | +$2.21M |
|
|
AMTD
766
CALL
DELISTED
TD Ameritrade Holding Corp
AMTD
| $3.36M | 0.01% |
77,100
+17,100
| +29% | +$664K |
|
767
PUT
KeyCorp
KEY
$24.2B
| $3.35M | 0.01% |
183,100
+161,100
| +732% | +$2.54M |
|
768
PUT
Cheniere Energy
LNG
$54.4B
| $3.33M | 0.01% |
80,300
-14,800
| -16% | -$598K |
|
|
CLR
769
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $3.31M | 0.01% |
+64,200
| New | +$3.32M |
|
770
PUT
Amgen
AMGN
$205B
| $3.3M | 0.01% |
22,600
-8,300
| -27% | -$1.25M |
|
771
PUT
Yum! Brands
YUM
$41.3B
| $3.29M | 0.01% |
+52,000
| New | +$3.27M |
|
|
P
772
PUT
DELISTED
Pandora Media Inc
P
| $3.29M | 0.01% |
252,400
-71,300
| -22% | -$884K |
|
773
CALL
Cleveland-Cliffs
CLF
$6.48B
| $3.25M | 0.01% |
386,000
-35,200
| -8% | -$265K |
|
|
774
PUT
Tractor Supply
TSCO
$16.7B
| $3.24M | 0.01% |
213,500
-631,500
| -75% | -$8.97M |
|
775
PUT
CarMax
KMX
$8.24B
| $3.23M | 0.01% |
50,200
+22,100
| +79% | +$1.24M |
|
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.