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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 | |
|---|---|---|---|---|---|---|
1476
CALL
Goodyear
GT
$2.07B
| $538K | ﹤0.01% |
17,400
+2,400
| +16% | +$74.2K |
|
|
OIL
1477
PUT
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
| $538K | ﹤0.01% |
85,000
+83,000
| +4,150% | +$492K |
|
|
SLAI
1478
CALL
DELISTED
SOLAI Ltd ADS
SLAI
| $537K | ﹤0.01% |
+500
| New | +$541K |
|
1479
Ford
F
$56.8B
| $537K | ﹤0.01% |
44,231
-471,737
| -91% | -$5.72M |
|
|
CYB
1480
DELISTED
WisdomTree Chinese Yuan Strategy Fund
CYB
| $534K | ﹤0.01% |
22,961
-3,233
| -12% | -$77.2K |
|
1481
Toll Brothers
TOL
$14.3B
| $533K | ﹤0.01% |
17,191
+9,657
| +128% | +$286K |
|
|
HIMX
1482
Himax Technologies
HIMX
$2.47B
| $530K | ﹤0.01% |
87,759
-142,869
| -62% | -$1.08M |
|
1483
CALL
Western Digital
WDC
$189B
| $530K | ﹤0.01% |
10,319
-112,852
| -92% | -$5.2M |
|
1484
CALL
Lear
LEA
$6.21B
| $529K | ﹤0.01% |
4,000
-31,000
| -89% | -$3.9M |
|
1485
Tower Semiconductor
TSEM
$27.1B
| $528K | ﹤0.01% |
+27,759
| New | +$479K |
|
|
VSM
1486
DELISTED
Versum Materials, Inc.
VSM
| $528K | ﹤0.01% |
+18,804
| New | +$468K |
|
1487
PUT
ServiceNow
NOW
$122B
| $520K | ﹤0.01% |
35,000
+29,500
| +536% | +$476K |
|
1488
CALL
NetApp
NTAP
$37.4B
| $520K | ﹤0.01% |
14,700
-35,400
| -71% | -$1.24M |
|
|
MLNX
1489
DELISTED
Mellanox Technologies, Ltd.
MLNX
| $520K | ﹤0.01% |
12,720
-5,162
| -29% | -$219K |
|
1490
CALL
NXP Semiconductors
NXPI
$59.9B
| $519K | ﹤0.01% |
5,300
-62,400
| -92% | -$6.2M |
|
|
JNPR
1491
PUT
DELISTED
Juniper Networks
JNPR
| $517K | ﹤0.01% |
18,200
-10,100
| -36% | -$263K |
|
|
MDR
1492
PUT
DELISTED
McDermott International
MDR
| $517K | ﹤0.01% |
+23,333
| New | +$435K |
|
1493
PUT
Albemarle
ALB
$14.2B
| $516K | ﹤0.01% |
6,000
+2,000
| +50% | +$169K |
|
1494
CALL
Zebra Technologies
ZBRA
$17.6B
| $516K | ﹤0.01% |
+6,000
| New | +$445K |
|
1495
Cirrus Logic
CRUS
$6.74B
| $513K | ﹤0.01% |
+9,081
| New | +$503K |
|
|
UN
1496
PUT
DELISTED
Unilever NV New York Registry Shares
UN
| $513K | ﹤0.01% |
12,500
+2,500
| +25% | +$103K |
|
1497
PUT
NVIDIA
NVDA
$5.13T
| $511K | ﹤0.01% |
+192,000
| New | +$401K |
|
1498
Quanta Services
PWR
$104B
| $511K | ﹤0.01% |
+14,664
| New | +$460K |
|
|
1499
Western Digital
WDC
$189B
| $511K | ﹤0.01% |
+9,953
| New | +$459K |
|
1500
PUT
Melco Resorts & Entertainment
MLCO
$2.17B
| $509K | ﹤0.01% |
32,000
+30,000
| +1,500% | +$515K |
|
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.