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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 | |
|---|---|---|---|---|---|---|
1201
VistaGen Therapeutics
VTGN
$10.1M
| $1.06M | ﹤0.01% |
9,448
-285
| -3% | -$33.2K |
|
1202
PUT
Banco Bradesco
BBD
$39.4B
| $1.05M | ﹤0.01% |
234,039
+52,373
| +29% | +$246K |
|
|
SPLK
1203
DELISTED
Splunk Inc
SPLK
| $1.05M | ﹤0.01% |
20,573
+19,592
| +1,997% | +$1.13M |
|
1204
CALL
Bath & Body Works
BBWI
$4.23B
| $1.05M | ﹤0.01% |
19,668
+14,720
| +297% | +$837K |
|
1205
Prudential Financial
PRU
$42.7B
| $1.05M | ﹤0.01% |
10,049
-21,646
| -68% | -$2.05M |
|
1206
CALL
Roper Technologies
ROP
$38.8B
| $1.04M | ﹤0.01% |
+5,700
| New | +$1.02M |
|
1207
CALL
Televisa
TV
$1.48B
| $1.04M | ﹤0.01% |
49,800
+40,000
| +408% | +$919K |
|
1208
CALL
TD Synnex
SNX
$20.3B
| $1.04M | ﹤0.01% |
+17,200
| New | +$976K |
|
1209
CALL
Assured Guaranty
AGO
$3.72B
| $1.04M | ﹤0.01% |
+27,400
| New | +$921K |
|
1210
CALL
Realty Income
O
$59.2B
| $1.03M | ﹤0.01% |
18,576
-11,765
| -39% | -$660K |
|
|
AKRX
1211
CALL
DELISTED
Akorn Inc
AKRX
| $1.03M | ﹤0.01% |
47,400
+43,900
| +1,254% | +$1.01M |
|
1212
Deutsche Bank
DB
$69.8B
| $1.03M | ﹤0.01% |
63,787
+59,858
| +1,523% | +$843K |
|
1213
DHT Holdings
DHT
$2.98B
| $1.03M | ﹤0.01% |
248,024
+106,228
| +75% | +$421K |
|
1214
CALL
DaVita
DVA
$15B
| $1.03M | ﹤0.01% |
16,000
-61,400
| -79% | -$3.82M |
|
1215
CALL
Energizer
ENR
$1.45B
| $1.03M | ﹤0.01% |
23,000
-50,000
| -68% | -$2.28M |
|
1216
CALL
Wheaton Precious Metals
WPM
$50.8B
| $1.02M | ﹤0.01% |
52,900
-296,500
| -85% | -$6.18M |
|
1217
Dollar Tree
DLTR
$24.9B
| $1.01M | ﹤0.01% |
13,148
-82,466
| -86% | -$6.64M |
|
1218
Casella Waste Systems
CWST
$5.85B
| $1.01M | ﹤0.01% |
+81,744
| New | +$960K |
|
1219
CALL
Lincoln National
LNC
$8.82B
| $1.01M | ﹤0.01% |
15,300
+5,400
| +55% | +$314K |
|
1220
PUT
FMC
FMC
$1.3B
| $1.01M | ﹤0.01% |
+20,639
| New | +$942K |
|
1221
Altria Group
MO
$114B
| $1.01M | ﹤0.01% |
14,972
-8,878
| -37% | -$572K |
|
|
GAP
1222
CALL
The Gap Inc
GAP
$7.38B
| $1.01M | ﹤0.01% |
45,100
-138,700
| -75% | -$3.57M |
|
1223
PUT
iShares MSCI Canada ETF
EWC
$6.16B
| $1.01M | ﹤0.01% |
38,600
-1,031,400
| -96% | -$26.6M |
|
|
SAFM
1224
PUT
DELISTED
Sanderson Farms Inc
SAFM
| $1.01M | ﹤0.01% |
10,700
+9,200
| +613% | +$814K |
|
1225
CALL
Kinross Gold
KGC
$27.8B
| $1M | ﹤0.01% |
323,100
+10,000
| +3% | +$35.1K |
|
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.