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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 | |
|---|---|---|---|---|---|---|
951
PUT
Range Resources
RRC
$9.43B
| $2.1M | ﹤0.01% |
61,200
+59,200
| +2,960% | +$2.12M |
|
|
WLL
952
PUT
DELISTED
Whiting Petroleum Corporation
WLL
| $2.08M | ﹤0.01% |
578
+351
| +155% | +$1.05M |
|
|
HBI
953
CALL
DELISTED
Hanesbrands
HBI
| $2.08M | ﹤0.01% |
96,600
+80,500
| +500% | +$1.92M |
|
954
PUT
Ball Corp
BALL
$17.3B
| $2.08M | ﹤0.01% |
55,400
-10,800
| -16% | -$418K |
|
955
Petrobras
PBR
$123B
| $2.07M | ﹤0.01% |
205,160
-42,508
| -17% | -$454K |
|
956
AB InBev
BUD
$166B
| $2.07M | ﹤0.01% |
+19,664
| New | +$2.2M |
|
957
Melco Resorts & Entertainment
MLCO
$2.17B
| $2.07M | ﹤0.01% |
130,248
-2,860
| -2% | -$49.1K |
|
|
CVA
958
CALL
DELISTED
Covanta Holding Corporation
CVA
| $2.07M | ﹤0.01% |
132,800
-128,500
| -49% | -$1.91M |
|
959
CALL
Mastercard
MA
$500B
| $2.06M | ﹤0.01% |
20,000
-92,900
| -82% | -$9.62M |
|
960
Archer Daniels Midland
ADM
$37.6B
| $2.05M | ﹤0.01% |
+44,887
| New | +$1.99M |
|
961
Golar LNG
GLNG
$5B
| $2.05M | ﹤0.01% |
89,330
+76,651
| +605% | +$1.78M |
|
962
CALL
Carnival Corporation Ltd
CCL
$39.4B
| $2.03M | ﹤0.01% |
39,000
-29,700
| -43% | -$1.49M |
|
963
CALL
Factset
FDS
$9.59B
| $2.03M | ﹤0.01% |
12,400
+10,000
| +417% | +$1.59M |
|
964
PUT
Duke Energy
DUK
$96.9B
| $2.02M | ﹤0.01% |
26,100
+22,100
| +553% | +$1.69M |
|
965
CALL
Genworth Financial
GNW
$3.76B
| $2.02M | ﹤0.01% |
529,200
+18,200
| +4% | +$80.2K |
|
|
YHOO
966
DELISTED
Yahoo Inc
YHOO
| $2.02M | ﹤0.01% |
+52,137
| New | +$2.14M |
|
|
NBIS
967
CALL
Nebius Group N.V.
NBIS
$54B
| $2.01M | ﹤0.01% |
100,000
-2,000
| -2% | -$39.3K |
|
|
DCH
968
CALL
Dauch Corp
DCH
$1.38B
| $2.01M | ﹤0.01% |
104,000
+95,900
| +1,184% | +$1.62M |
|
|
HOLX
969
CALL
DELISTED
Hologic
HOLX
| $2.01M | ﹤0.01% |
50,000
| – | – |
|
970
CALL
Crown Castle
CCI
$33.5B
| $2M | ﹤0.01% |
23,100
+15,100
| +189% | +$1.32M |
|
|
LVLT
971
PUT
DELISTED
Level 3 Communications Inc
LVLT
| $2M | ﹤0.01% |
35,500
-37,900
| -52% | -$2M |
|
972
PUT
Automatic Data Processing
ADP
$107B
| $1.99M | ﹤0.01% |
19,400
-8,500
| -30% | -$793K |
|
|
CLVS
973
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
| $1.99M | ﹤0.01% |
44,900
+20,000
| +80% | +$704K |
|
974
PUT
Magna International
MGA
$18.5B
| $1.99M | ﹤0.01% |
45,900
+37,900
| +474% | +$1.59M |
|
975
PUT
BHP
BHP
$212B
| $1.99M | ﹤0.01% |
62,328
-18,608
| -23% | -$602K |
|
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.