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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 | |
|---|---|---|---|---|---|---|
801
Dick's Sporting Goods
DKS
$17.8B
| $3.05M | 0.01% |
57,523
-21,887
| -28% | -$1.26M |
|
|
DISH
802
PUT
DELISTED
DISH Network Corp.
DISH
| $3.01M | 0.01% |
52,000
+12,000
| +30% | +$685K |
|
|
DF
803
DELISTED
Dean Foods Company
DF
| $3M | 0.01% |
137,992
+133,924
| +3,292% | +$2.55M |
|
|
SLCA
804
CALL
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $3M | 0.01% |
53,000
-64,300
| -55% | -$3.18M |
|
805
Fabrinet
FN
$16.1B
| $2.98M | 0.01% |
+74,067
| New | +$3.09M |
|
806
CALL
NOV
NOV
$6.93B
| $2.97M | 0.01% |
79,400
+42,000
| +112% | +$1.53M |
|
807
PUT
Skyworks Solutions
SWKS
$9.1B
| $2.97M | 0.01% |
39,800
+3,800
| +11% | +$293K |
|
808
AMN Healthcare
AMN
$1.31B
| $2.97M | 0.01% |
+77,220
| New | +$2.64M |
|
809
PUT
Kroger
KR
$35.6B
| $2.96M | 0.01% |
85,700
+27,500
| +47% | +$897K |
|
|
AY
810
PUT
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
| $2.95M | 0.01% |
+152,600
| New | +$2.79M |
|
|
SFLY
811
CALL
DELISTED
Shutterfly, Inc.
SFLY
| $2.95M | 0.01% |
58,800
| – | – |
|
812
CALL
ON Semiconductor
ON
$31.5B
| $2.94M | 0.01% |
230,500
+226,500
| +5,663% | +$2.7M |
|
813
CALL
Dominion Energy
D
$60.4B
| $2.93M | 0.01% |
38,200
+30,200
| +378% | +$2.23M |
|
|
814
PUT
ON Semiconductor
ON
$31.5B
| $2.92M | 0.01% |
228,600
+226,600
| +11,330% | +$2.7M |
|
815
PUT
HP
HPQ
$24.6B
| $2.92M | 0.01% |
196,400
-69,300
| -26% | -$1.05M |
|
|
WPG
816
CALL
DELISTED
Washington Prime Group Inc.
WPG
| $2.92M | 0.01% |
+31,111
| New | +$2.97M |
|
817
Bausch Health
BHC
$2.6B
| $2.9M | 0.01% |
199,427
+1,309
| +0.7% | +$24K |
|
|
SINA
818
CALL
DELISTED
Sina Corp
SINA
| $2.89M | 0.01% |
47,500
| – | – |
|
819
CALL
Stellantis
STLA
$21.1B
| $2.88M | 0.01% |
317,264
-596,376
| -65% | -$4.46M |
|
820
CALL
Travelers Companies
TRV
$78.1B
| $2.88M | 0.01% |
23,500
-55,500
| -70% | -$6.34M |
|
|
STI
821
PUT
DELISTED
SunTrust Banks, Inc.
STI
| $2.87M | 0.01% |
52,400
-66,500
| -56% | -$3.32M |
|
|
CHL
822
DELISTED
China Mobile Limited
CHL
| $2.87M | 0.01% |
+54,764
| New | +$3.08M |
|
823
CALL
Huntsman Corp
HUN
$1.76B
| $2.86M | 0.01% |
150,000
-558,000
| -79% | -$10.1M |
|
|
LHO
824
CALL
DELISTED
LaSalle Hotel Properties
LHO
| $2.86M | 0.01% |
93,900
+92,300
| +5,769% | +$2.48M |
|
|
YHOO
825
CALL
DELISTED
Yahoo Inc
YHOO
| $2.86M | 0.01% |
74,000
+39,000
| +111% | +$1.6M |
|
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.