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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 | |
|---|---|---|---|---|---|---|
2026
Radware
RDWR
$1.2B
| $148K | ﹤0.01% |
10,183
-114,654
| -92% | -$1.52M |
|
|
SNV
2027
PUT
DELISTED
Synovus
SNV
| $148K | ﹤0.01% |
3,600
-9,700
| -73% | -$357K |
|
|
AVP
2028
DELISTED
Avon Products, Inc.
AVP
| $148K | ﹤0.01% |
29,453
-17,900
| -38% | -$104K |
|
2029
Toro Company
TTC
$9.42B
| $147K | ﹤0.01% |
2,626
+1,808
| +221% | +$92.3K |
|
|
SCG
2030
CALL
DELISTED
Scana
SCG
| $147K | ﹤0.01% |
2,000
| – | – |
|
|
SCG
2031
PUT
DELISTED
Scana
SCG
| $147K | ﹤0.01% |
+2,000
| New | +$143K |
|
|
SVC
2032
Service Properties Trust
SVC
$1.02B
| $145K | ﹤0.01% |
916
-1,696
| -65% | -$246K |
|
2033
PUT
Wintrust Financial
WTFC
$10.9B
| $145K | ﹤0.01% |
+2,000
| New | +$124K |
|
|
PDCE
2034
PUT
DELISTED
PDC Energy, Inc.
PDCE
| $145K | ﹤0.01% |
+2,000
| New | +$138K |
|
|
NE
2035
CALL
DELISTED
Noble Corporation
NE
| $145K | ﹤0.01% |
24,600
+6,100
| +33% | +$35.9K |
|
|
EBIX
2036
DELISTED
Ebix Inc
EBIX
| $145K | ﹤0.01% |
2,537
+1,790
| +240% | +$104K |
|
2037
CALL
EPR Properties
EPR
$4.68B
| $144K | ﹤0.01% |
+2,000
| New | +$143K |
|
|
FARO
2038
PUT
DELISTED
Faro Technologies
FARO
| $144K | ﹤0.01% |
+4,000
| New | +$142K |
|
2039
Interactive Brokers
IBKR
$39.5B
| $144K | ﹤0.01% |
15,776
+4,636
| +42% | +$42.2K |
|
2040
PUT
Bank of Hawaii
BOH
$3.14B
| $142K | ﹤0.01% |
1,600
-400
| -20% | -$32.4K |
|
2041
CALL
Emcor
EME
$36.3B
| $142K | ﹤0.01% |
2,000
| – | – |
|
2042
CALL
HCI Group
HCI
$2.28B
| $142K | ﹤0.01% |
3,600
| – | – |
|
2043
Lands' End
LE
$393M
| $142K | ﹤0.01% |
9,379
+9,349
| +31,163% | +$153K |
|
2044
Match Group
MTCH
$8.9B
| $142K | ﹤0.01% |
+8,319
| New | +$147K |
|
2045
CALL
Insperity
NSP
$1.95B
| $142K | ﹤0.01% |
+4,000
| New | +$144K |
|
2046
CALL
Corpay
CPAY
$25.8B
| $142K | ﹤0.01% |
1,000
-1,000
| -50% | -$157K |
|
2047
PUT
AllianceBernstein
AB
$3.47B
| $141K | ﹤0.01% |
6,000
+4,000
| +200% | +$90.3K |
|
|
IPG
2048
PUT
DELISTED
Interpublic Group of Companies
IPG
| $141K | ﹤0.01% |
+6,000
| New | +$139K |
|
|
PFPT
2049
CALL
DELISTED
Proofpoint, Inc.
PFPT
| $141K | ﹤0.01% |
+2,000
| New | +$151K |
|
|
PFPT
2050
PUT
DELISTED
Proofpoint, Inc.
PFPT
| $141K | ﹤0.01% |
2,000
-48,000
| -96% | -$3.61M |
|
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.