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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 | |
|---|---|---|---|---|---|---|
|
AVTA
1076
DELISTED
Avantax, Inc. Common Stock
AVTA
| $1.5M | ﹤0.01% |
101,721
+59,452
| +141% | +$802K |
|
1077
PUT
Invesco DB Agriculture Fund
DBA
$1.24B
| $1.5M | ﹤0.01% |
75,000
| – | – |
|
|
CLR
1078
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| $1.5M | ﹤0.01% |
29,065
+6,841
| +31% | +$354K |
|
|
IOC
1079
DELISTED
Interoil Corporation
IOC
| $1.49M | ﹤0.01% |
31,358
+23,577
| +303% | +$1.15M |
|
1080
CALL
Core Laboratories
CLB
$488M
| $1.48M | ﹤0.01% |
12,300
+8,300
| +208% | +$919K |
|
1081
CALL
Mattel
MAT
$4.38B
| $1.47M | ﹤0.01% |
53,200
+21,100
| +66% | +$642K |
|
1082
PUT
Scotiabank
BNS
$107B
| $1.46M | ﹤0.01% |
26,300
+24,300
| +1,215% | +$1.33M |
|
1083
PUT
Caesarstone
CSTE
$72.3M
| $1.46M | ﹤0.01% |
+51,100
| New | +$1.62M |
|
|
ALR
1084
CALL
DELISTED
Alere Inc
ALR
| $1.46M | ﹤0.01% |
+37,500
| New | +$1.52M |
|
|
WPX
1085
PUT
DELISTED
WPX Energy, Inc.
WPX
| $1.46M | ﹤0.01% |
100,000
| – | – |
|
1086
CALL
Papa John's
PZZA
$984M
| $1.46M | ﹤0.01% |
17,000
+12,700
| +295% | +$1.05M |
|
|
ASNA
1087
PUT
DELISTED
Ascena Retail Group, Inc.
ASNA
| $1.45M | ﹤0.01% |
11,695
| – | – |
|
|
JMBA
1088
PUT
DELISTED
Jamba, Inc.
JMBA
| $1.44M | ﹤0.01% |
+140,000
| New | +$1.45M |
|
1089
PUT
Western Digital
WDC
$188B
| $1.44M | ﹤0.01% |
28,048
-56,756
| -67% | -$2.62M |
|
1090
PUT
M&T Bank
MTB
$35.7B
| $1.44M | ﹤0.01% |
9,200
-7,800
| -46% | -$1.06M |
|
1091
CALL
Teradyne
TER
$57.6B
| $1.44M | ﹤0.01% |
+56,700
| New | +$1.35M |
|
|
BRS
1092
CALL
DELISTED
Bristow Group, Inc.
BRS
| $1.43M | ﹤0.01% |
+70,000
| New | +$1.05M |
|
1093
PUT
Stanley Black & Decker
SWK
$14.3B
| $1.42M | ﹤0.01% |
12,400
-10,300
| -45% | -$1.23M |
|
1094
PUT
Quanta Services
PWR
$100B
| $1.42M | ﹤0.01% |
+40,800
| New | +$1.28M |
|
|
P
1095
DELISTED
Pandora Media Inc
P
| $1.42M | ﹤0.01% |
108,668
-143,736
| -57% | -$1.78M |
|
1096
Best Buy
BBY
$18.2B
| $1.42M | ﹤0.01% |
33,162
-27,454
| -45% | -$1.17M |
|
1097
CALL
KeyCorp
KEY
$24.2B
| $1.41M | ﹤0.01% |
77,300
+18,300
| +31% | +$289K |
|
|
SWN
1098
CALL
DELISTED
Southwestern Energy Company
SWN
| $1.41M | ﹤0.01% |
130,000
-4,000
| -3% | -$45.8K |
|
1099
CALL
Akamai
AKAM
$16.7B
| $1.41M | ﹤0.01% |
21,100
-144,500
| -87% | -$9.2M |
|
1100
PUT
Ecolab
ECL
$78.1B
| $1.41M | ﹤0.01% |
12,000
+800
| +7% | +$93.6K |
|
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.