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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 | |
|---|---|---|---|---|---|---|
876
Axos Financial
AX
$5.9B
| $2.49M | ﹤0.01% |
87,236
+14,593
| +20% | +$347K |
|
|
ZNGA
877
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
| $2.49M | ﹤0.01% |
967,819
+966,804
| +95,252% | +$2.73M |
|
|
SEE
878
DELISTED
Sealed Air
SEE
| $2.48M | ﹤0.01% |
+54,805
| New | +$2.52M |
|
|
INFO
879
CALL
DELISTED
IHS Markit Ltd. Common Shares
INFO
| $2.48M | ﹤0.01% |
+70,000
| New | +$2.51M |
|
880
CALL
Capri Holdings
CPRI
$1.88B
| $2.48M | ﹤0.01% |
57,600
-58,700
| -50% | -$2.79M |
|
881
PUT
Mohawk Industries
MHK
$8.11B
| $2.48M | ﹤0.01% |
12,400
+1,000
| +9% | +$196K |
|
882
PUT
Tapestry
TPR
$31.4B
| $2.46M | ﹤0.01% |
70,200
-6,800
| -9% | -$248K |
|
883
PUT
Zions Bancorporation
ZION
$10.3B
| $2.45M | ﹤0.01% |
57,000
+19,900
| +54% | +$733K |
|
884
PUT
Teck Resources
TECK
$29.5B
| $2.44M | ﹤0.01% |
122,000
-27,700
| -19% | -$599K |
|
885
CALL
AerCap
AER
$24.2B
| $2.43M | ﹤0.01% |
58,500
+6,000
| +11% | +$252K |
|
|
RAI
886
DELISTED
Reynolds American Inc
RAI
| $2.43M | ﹤0.01% |
+43,353
| New | +$2.3M |
|
|
DNKN
887
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $2.42M | ﹤0.01% |
46,141
+17,716
| +62% | +$912K |
|
888
PUT
AngloGold Ashanti
AU
$41.3B
| $2.42M | ﹤0.01% |
230,000
+228,000
| +11,400% | +$2.76M |
|
|
CMA
889
PUT
DELISTED
Comerica
CMA
| $2.42M | ﹤0.01% |
35,500
-136,300
| -79% | -$7.99M |
|
890
CALL
VeriSign
VRSN
$27B
| $2.41M | ﹤0.01% |
31,700
-68,000
| -68% | -$5.38M |
|
891
PUT
TotalEnergies
TTE
$194B
| $2.4M | ﹤0.01% |
47,100
+31,100
| +194% | +$1.5M |
|
892
CALL
Viatris
VTRS
$20.5B
| $2.38M | ﹤0.01% |
62,400
| – | – |
|
|
IOC
893
PUT
DELISTED
Interoil Corporation
IOC
| $2.38M | ﹤0.01% |
+50,000
| New | +$2.44M |
|
894
CALL
Tower Semiconductor
TSEM
$26.5B
| $2.38M | ﹤0.01% |
125,000
-159,500
| -56% | -$2.75M |
|
895
Kraft Heinz
KHC
$31.3B
| $2.37M | ﹤0.01% |
27,164
+11,836
| +77% | +$1.01M |
|
896
PUT
Hain Celestial
HAIN
$45.5M
| $2.36M | ﹤0.01% |
60,500
-39,800
| -40% | -$1.49M |
|
897
Sociedad Química y Minera de Chile
SQM
$19.1B
| $2.36M | ﹤0.01% |
+82,329
| New | +$2.34M |
|
898
Bath & Body Works
BBWI
$4.23B
| $2.36M | ﹤0.01% |
+44,265
| New | +$2.52M |
|
|
PXD
899
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
| $2.34M | ﹤0.01% |
13,000
-14,500
| -53% | -$2.66M |
|
900
CALL
Edison International
EIX
$27.5B
| $2.34M | ﹤0.01% |
+32,500
| New | +$2.29M |
|
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.