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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 | |
|---|---|---|---|---|---|---|
2001
PUT
Ericsson
ERIC
$33B
| $157K | ﹤0.01% |
27,000
-2,000
| -7% | -$11K |
|
|
NSR
2002
PUT
DELISTED
Neustar Inc
NSR
| $157K | ﹤0.01% |
4,700
+1,000
| +27% | +$26.5K |
|
2003
CALL
M&T Bank
MTB
$36.5B
| $156K | ﹤0.01% |
1,000
-9,200
| -90% | -$1.25M |
|
2004
PUT
Host Hotels & Resorts
HST
$17.2B
| $155K | ﹤0.01% |
8,200
+6,200
| +310% | +$105K |
|
|
SVU
2005
DELISTED
SUPERVALU Inc.
SVU
| $155K | ﹤0.01% |
+4,750
| New | +$158K |
|
2006
PUT
ITT
ITT
$18.2B
| $154K | ﹤0.01% |
+4,000
| New | +$151K |
|
2007
PUT
Matthews International
MATW
$857M
| $154K | ﹤0.01% |
+2,000
| New | +$135K |
|
2008
PUT
TriNet
TNET
$3.14B
| $153K | ﹤0.01% |
+6,000
| New | +$136K |
|
2009
PUT
XBiotech
XBIT
$68.9M
| $152K | ﹤0.01% |
+15,000
| New | +$200K |
|
|
PE
2010
CALL
DELISTED
PARSLEY ENERGY INC
PE
| $152K | ﹤0.01% |
4,300
+4,200
| +4,200% | +$149K |
|
2011
Dell
DELL
$299B
| $151K | ﹤0.01% |
9,760
+9,479
| +3,373% | +$136K |
|
2012
CALL
Kimco Realty
KIM
$16.8B
| $151K | ﹤0.01% |
+6,000
| New | +$158K |
|
2013
CALL
LPL Financial
LPLA
$28.3B
| $151K | ﹤0.01% |
+4,300
| New | +$150K |
|
2014
PUT
Dover
DOV
$28.3B
| $150K | ﹤0.01% |
2,476
-15,723
| -86% | -$909K |
|
2015
First Horizon
FHN
$12.4B
| $150K | ﹤0.01% |
+7,513
| New | +$132K |
|
2016
PUT
SiriusXM
SIRI
$10.3B
| $150K | ﹤0.01% |
3,360
-200
| -6% | -$8.7K |
|
|
JOYY
2017
JOYY Inc
JOYY
$3.77B
| $150K | ﹤0.01% |
3,800
-72,157
| -95% | -$3.39M |
|
|
OAK
2018
PUT
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $150K | ﹤0.01% |
4,000
| – | – |
|
2019
PUT
Lindsay Corp
LNN
$1.17B
| $149K | ﹤0.01% |
+2,000
| New | +$158K |
|
2020
PUT
Logitech
LOGI
$15.1B
| $149K | ﹤0.01% |
6,000
+2,000
| +50% | +$47.8K |
|
2021
PUT
Ryder
R
$10.2B
| $149K | ﹤0.01% |
2,000
-4,000
| -67% | -$295K |
|
2022
PUT
TransDigm Group
TDG
$70.2B
| $149K | ﹤0.01% |
600
| – | – |
|
|
VISN
2023
PUT
Vistance Networks Inc
VISN
$2.79B
| $148K | ﹤0.01% |
+4,000
| New | +$136K |
|
2024
PUT
Globe Life
GL
$14.3B
| $148K | ﹤0.01% |
2,000
| – | – |
|
2025
CALL
Lumen
LUMN
$6.26B
| $148K | ﹤0.01% |
+6,200
| New | +$157K |
|
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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.