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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 | |
|---|---|---|---|---|---|---|
|
JUNO
851
CALL
DELISTED
Juno Therapeutics, Inc.
JUNO
| $2.64M | 0.01% |
140,000
+47,000
| +51% | +$1.15M |
|
|
BHI
852
CALL
DELISTED
Baker Hughes
BHI
| $2.64M | 0.01% |
40,600
+6,400
| +19% | +$380K |
|
853
PUT
Toyota
TM
$221B
| $2.63M | 0.01% |
22,400
+15,200
| +211% | +$1.77M |
|
854
PUT
NOV
NOV
$6.9B
| $2.62M | 0.01% |
70,000
+44,900
| +179% | +$1.64M |
|
855
Apollo Global Management
APO
$74.7B
| $2.61M | 0.01% |
+134,988
| New | +$2.55M |
|
856
PUT
Canadian Pacific Kansas City
CP
$79.1B
| $2.6M | 0.01% |
91,000
-115,000
| -56% | -$3.4M |
|
857
Hilton Worldwide
HLT
$70.7B
| $2.6M | 0.01% |
+31,856
| New | +$2.34M |
|
858
PUT
Toronto Dominion Bank
TD
$200B
| $2.59M | 0.01% |
52,500
+50,500
| +2,525% | +$2.36M |
|
|
GOLD
859
CALL
DELISTED
Randgold Resources Ltd
GOLD
| $2.59M | 0.01% |
33,900
-31,100
| -48% | -$2.47M |
|
860
CALL
Matador Resources
MTDR
$6.05B
| $2.58M | 0.01% |
+100,000
| New | +$2.42M |
|
861
CALL
Archer Daniels Midland
ADM
$37.5B
| $2.58M | 0.01% |
56,400
-56,100
| -50% | -$2.48M |
|
|
MBLY
862
CALL
DELISTED
Mobileye N.V.
MBLY
| $2.56M | 0.01% |
67,200
+61,700
| +1,122% | +$2.32M |
|
863
PUT
Truist Financial
TFC
$63.2B
| $2.55M | 0.01% |
54,300
+47,300
| +676% | +$2.01M |
|
|
JNPR
864
DELISTED
Juniper Networks
JNPR
| $2.55M | 0.01% |
+90,165
| New | +$2.35M |
|
865
CALL
Repligen
RGEN
$8.25B
| $2.54M | 0.01% |
+82,500
| New | +$2.55M |
|
|
WFM
866
DELISTED
Whole Foods Market Inc
WFM
| $2.54M | 0.01% |
+82,572
| New | +$2.48M |
|
|
ETFC
867
PUT
DELISTED
E*Trade Financial Corporation
ETFC
| $2.52M | ﹤0.01% |
72,800
+25,200
| +53% | +$804K |
|
|
PVG
868
DELISTED
PRETIUM RESOURCES INC.
PVG
| $2.52M | ﹤0.01% |
305,860
-41,238
| -12% | -$364K |
|
869
Community Health Systems
CYH
$415M
| $2.52M | ﹤0.01% |
450,000
+400,845
| +815% | +$2.78M |
|
|
870
PUT
Community Health Systems
CYH
$415M
| $2.52M | ﹤0.01% |
450,000
+250,000
| +125% | +$1.74M |
|
871
Cleveland-Cliffs
CLF
$6.41B
| $2.51M | ﹤0.01% |
298,026
+194,498
| +188% | +$1.46M |
|
872
CALL
GSK
GSK
$103B
| $2.5M | ﹤0.01% |
52,000
-15,200
| -23% | -$751K |
|
873
CALL
BHP
BHP
$212B
| $2.5M | ﹤0.01% |
78,358
+29,594
| +61% | +$958K |
|
|
FCE.A
874
PUT
DELISTED
Forest City Realty Trust, Inc.
FCE.A
| $2.5M | ﹤0.01% |
+120,000
| New | +$2.43M |
|
875
Eastman Chemical
EMN
$8.22B
| $2.5M | ﹤0.01% |
+33,238
| New | +$2.4M |
|
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.