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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 | |
|---|---|---|---|---|---|---|
|
SWFT
1551
CALL
DELISTED
Swift Transportation Company
SWFT
| $459K | ﹤0.01% |
18,800
-175,500
| -90% | -$4.1M |
|
1552
Capri Holdings
CPRI
$1.9B
| $457K | ﹤0.01% |
10,639
-134,100
| -93% | -$6.37M |
|
1553
CALL
Jacobs Solutions
J
$16.8B
| $456K | ﹤0.01% |
9,672
+7,254
| +300% | +$334K |
|
1554
PUT
OSI Systems
OSIS
$3.9B
| $456K | ﹤0.01% |
+6,000
| New | +$433K |
|
|
GIMO
1555
PUT
DELISTED
Gigamon Inc.
GIMO
| $455K | ﹤0.01% |
10,000
+7,800
| +355% | +$406K |
|
1556
CALL
BCE
BCE
$20.5B
| $454K | ﹤0.01% |
10,500
+7,700
| +275% | +$340K |
|
1557
CALL
Expedia Group
EXPE
$37.5B
| $454K | ﹤0.01% |
4,000
-1,800
| -31% | -$220K |
|
1558
PUT
Veeco
VECO
$3.28B
| $452K | ﹤0.01% |
+15,500
| New | +$388K |
|
1559
PUT
British American Tobacco
BTI
$128B
| $450K | ﹤0.01% |
8,000
-5,400
| -40% | -$306K |
|
1560
PUT
Trane Technologies
TT
$104B
| $450K | ﹤0.01% |
6,000
-5,100
| -46% | -$368K |
|
1561
CALL
ASML
ASML
$658B
| $449K | ﹤0.01% |
4,000
-17,600
| -81% | -$1.84M |
|
1562
PUT
Cboe Global Markets
CBOE
$30.1B
| $444K | ﹤0.01% |
+6,000
| New | +$413K |
|
1563
PUT
Trinity Industries
TRN
$2.55B
| $440K | ﹤0.01% |
21,946
+5,139
| +31% | +$94.7K |
|
1564
CALL
Aecom
ACM
$9.74B
| $437K | ﹤0.01% |
+12,000
| New | +$398K |
|
1565
CALL
Lamar Advertising Co
LAMR
$16.1B
| $436K | ﹤0.01% |
6,500
-5,500
| -46% | -$357K |
|
1566
Calix
CALX
$2.49B
| $433K | ﹤0.01% |
56,293
-80,540
| -59% | -$586K |
|
1567
Xerox
XRX
$424M
| $433K | ﹤0.01% |
18,825
+17,307
| +1,140% | +$431K |
|
|
1568
PUT
BCE
BCE
$20.5B
| $432K | ﹤0.01% |
10,000
-8,000
| -44% | -$353K |
|
1569
PUT
SL Green Realty
SLG
$3.97B
| $430K | ﹤0.01% |
4,132
-11,983
| -74% | -$1.21M |
|
1570
Tyler Technologies
TYL
$12.8B
| $430K | ﹤0.01% |
+3,015
| New | +$468K |
|
|
BGC
1571
CALL
DELISTED
General Cable Corporation
BGC
| $429K | ﹤0.01% |
22,500
+16,000
| +246% | +$270K |
|
|
NAV
1572
PUT
DELISTED
Navistar International
NAV
| $427K | ﹤0.01% |
13,600
+11,600
| +580% | +$314K |
|
|
UN
1573
CALL
DELISTED
Unilever NV New York Registry Shares
UN
| $427K | ﹤0.01% |
10,400
+4,400
| +73% | +$182K |
|
1574
PUT
Brinker International
EAT
$9.36B
| $426K | ﹤0.01% |
+8,600
| New | +$443K |
|
|
FISV
1575
PUT
Fiserv Inc
FISV
$29.7B
| $426K | ﹤0.01% |
8,000
+4,000
| +100% | +$205K |
|
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.