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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 | |
|---|---|---|---|---|---|---|
|
RTN
1176
PUT
DELISTED
Raytheon Company
RTN
| $1.14M | ﹤0.01% |
8,000
+4,100
| +105% | +$583K |
|
|
RICE
1177
CALL
DELISTED
Rice Energy Inc.
RICE
| $1.13M | ﹤0.01% |
53,000
+49,000
| +1,225% | +$1.17M |
|
1178
PUT
NRG Energy
NRG
$29.2B
| $1.13M | ﹤0.01% |
92,100
+60,000
| +187% | +$691K |
|
|
OSG
1179
CALL
Octave Specialty Group
OSG
$255M
| $1.13M | ﹤0.01% |
+50,000
| New | +$1.09M |
|
1180
PUT
MBIA
MBI
$266M
| $1.12M | ﹤0.01% |
105,000
-494,700
| -82% | -$4.57M |
|
1181
CALL
Parker-Hannifin
PH
$126B
| $1.12M | ﹤0.01% |
8,000
-21,100
| -73% | -$2.81M |
|
1182
CALL
Dollar Tree
DLTR
$24.9B
| $1.12M | ﹤0.01% |
14,500
-16,200
| -53% | -$1.3M |
|
1183
PUT
Rockwell Automation
ROK
$53.5B
| $1.12M | ﹤0.01% |
8,300
-19,300
| -70% | -$2.47M |
|
|
SEE
1184
PUT
DELISTED
Sealed Air
SEE
| $1.12M | ﹤0.01% |
24,600
+1,000
| +4% | +$45.9K |
|
1185
PUT
JetBlue
JBLU
$2.35B
| $1.11M | ﹤0.01% |
49,600
+4,300
| +9% | +$84.9K |
|
1186
iShares MSCI United Kingdom ETF
EWU
$4.13B
| $1.11M | ﹤0.01% |
+36,246
| New | +$1.1M |
|
1187
CALL
GameStop
GME
$8.55B
| $1.11M | ﹤0.01% |
175,600
+63,600
| +57% | +$393K |
|
1188
Corning
GLW
$126B
| $1.1M | ﹤0.01% |
45,482
-24,250
| -35% | -$576K |
|
1189
CALL
Ciena
CIEN
$55.3B
| $1.1M | ﹤0.01% |
45,100
+23,100
| +105% | +$505K |
|
1190
PUT
Seagate
STX
$189B
| $1.1M | ﹤0.01% |
28,800
-107,700
| -79% | -$4.02M |
|
1191
CALL
Ashland
ASH
$3.29B
| $1.09M | ﹤0.01% |
20,440
+15,534
| +317% | +$853K |
|
|
BERY
1192
CALL
DELISTED
Berry Global Group, Inc.
BERY
| $1.09M | ﹤0.01% |
24,394
+20,038
| +460% | +$857K |
|
1193
PUT
Cognizant
CTSH
$24.9B
| $1.09M | ﹤0.01% |
19,400
-4,700
| -20% | -$252K |
|
1194
PUT
Capital One
COF
$134B
| $1.08M | ﹤0.01% |
12,400
-147,300
| -92% | -$11.9M |
|
1195
PUT
Cardinal Health
CAH
$55.2B
| $1.08M | ﹤0.01% |
15,000
| – | – |
|
1196
PUT
Medtronic
MDT
$111B
| $1.07M | ﹤0.01% |
15,000
-60,000
| -80% | -$4.71M |
|
1197
CALL
Dover
DOV
$27.7B
| $1.06M | ﹤0.01% |
17,580
+12,628
| +255% | +$730K |
|
|
BBBY
1198
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
| $1.06M | ﹤0.01% |
26,200
-34,700
| -57% | -$1.5M |
|
1199
PUT
Altria Group
MO
$114B
| $1.06M | ﹤0.01% |
15,700
+11,300
| +257% | +$728K |
|
1200
PUT
Lear
LEA
$6.17B
| $1.06M | ﹤0.01% |
8,000
-2,100
| -21% | -$264K |
|
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.