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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
2601
Affiliated Managers Group
AMG
$9.84B
| $28K | ﹤0.01% |
190
-201
| -51% | -$29.2K |
|
2602
PUT
Box
BOX
$4.56B
| $28K | ﹤0.01% |
2,000
-29,300
| -94% | -$434K |
|
2603
Avis
CAR
$4.98B
| $28K | ﹤0.01% |
765
-73,173
| -99% | -$2.65M |
|
2604
CALL
Groupon
GRPN
$954M
| $28K | ﹤0.01% |
410
+200
| +95% | +$16.8K |
|
2605
CALL
ING
ING
$102B
| $28K | ﹤0.01% |
2,000
-2,600
| -57% | -$35K |
|
2606
CALL
Plains GP Holdings
PAGP
$4.95B
| $28K | ﹤0.01% |
800
-7,461
| -90% | -$256K |
|
2607
Safety Insurance
SAFT
$1.52B
| $28K | ﹤0.01% |
375
+21
| +6% | +$1.47K |
|
|
RAVN
2608
DELISTED
Raven Industries Inc
RAVN
| $28K | ﹤0.01% |
+1,130
| New | +$26.9K |
|
|
ETP
2609
CALL
DELISTED
Energy Transfer Partners, L.P.
ETP
| $28K | ﹤0.01% |
1,200
-138,800
| -99% | -$3.51M |
|
|
FDC
2610
PUT
DELISTED
First Data Corporation
FDC
| $28K | ﹤0.01% |
2,000
| – | – |
|
2611
Armstrong World Industries
AWI
$7.88B
| $27K | ﹤0.01% |
+646
| New | +$26.5K |
|
2612
PUT
Beazer Homes USA
BZH
$905M
| $27K | ﹤0.01% |
+2,000
| New | +$24.7K |
|
2613
Philips
PHG
$26.1B
| $27K | ﹤0.01% |
1,186
+501
| +73% | +$10.9K |
|
2614
Plexus
PLXS
$7.23B
| $27K | ﹤0.01% |
+495
| New | +$24.5K |
|
2615
Unilever
UL
$136B
| $27K | ﹤0.01% |
597
-2,308
| -79% | -$108K |
|
|
MRO
2616
DELISTED
Marathon Oil Corporation
MRO
| $27K | ﹤0.01% |
1,561
-25,112
| -94% | -$403K |
|
|
ZEN
2617
DELISTED
ZENDESK INC
ZEN
| $27K | ﹤0.01% |
+1,296
| New | +$31.4K |
|
|
CDI
2618
DELISTED
CDI Corp.
CDI
| $27K | ﹤0.01% |
+3,710
| New | +$25.5K |
|
|
AM
2619
DELISTED
ANTERO MIDSTREAM PARTNERS LP
AM
| $27K | ﹤0.01% |
+874
| New | +$25.1K |
|
2620
CALL
Acco Brands
ACCO
$408M
| $26K | ﹤0.01% |
+2,000
| New | +$23.4K |
|
|
BGFV
2621
PUT
DELISTED
Big 5 Sporting Goods
BGFV
| $26K | ﹤0.01% |
+1,500
| New | +$26.4K |
|
2622
CALL
Baytex Energy
BTE
$2.94B
| $26K | ﹤0.01% |
+5,300
| New | +$23K |
|
2623
CVR Energy
CVI
$3.13B
| $26K | ﹤0.01% |
+1,033
| New | +$17.9K |
|
2624
PUT
Darling Ingredients
DAR
$9.59B
| $26K | ﹤0.01% |
2,000
-110,900
| -98% | -$1.5M |
|
2625
CALL
LG Display
LPL
$3.27B
| $26K | ﹤0.01% |
+2,000
| New | +$25K |
|
Similar funds
HF
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.