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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 | |
|---|---|---|---|---|---|---|
|
DNKN
2176
PUT
DELISTED
Dunkin' Brands Group, Inc.
DNKN
| $105K | ﹤0.01% |
2,000
-12,300
| -86% | -$633K |
|
|
IPHS
2177
PUT
DELISTED
Innophos Holdings, Inc.
IPHS
| $105K | ﹤0.01% |
+2,000
| New | +$97.1K |
|
|
ESV
2178
PUT
DELISTED
Ensco Rowan plc
ESV
| $105K | ﹤0.01% |
2,700
+2,550
| +1,700% | +$91.4K |
|
2179
PUT
Green Plains
GPRE
$1.15B
| $104K | ﹤0.01% |
+3,700
| New | +$98.5K |
|
2180
PUT
Penske Automotive Group
PAG
$14.2B
| $104K | ﹤0.01% |
2,000
-6,000
| -75% | -$292K |
|
2181
Avery Dennison
AVY
$13.3B
| $103K | ﹤0.01% |
+1,473
| New | +$107K |
|
2182
PUT
Commault Systems
CVLT
$5.52B
| $103K | ﹤0.01% |
+2,000
| New | +$107K |
|
2183
CALL
Hexcel
HXL
$7.89B
| $103K | ﹤0.01% |
+2,000
| New | +$96.2K |
|
2184
PUT
LG Display
LPL
$3.26B
| $103K | ﹤0.01% |
8,000
+4,000
| +100% | +$50.1K |
|
|
ESV
2185
DELISTED
Ensco Rowan plc
ESV
| $103K | ﹤0.01% |
2,641
+2,612
| +9,007% | +$93.6K |
|
2186
BCE
BCE
$20.6B
| $102K | ﹤0.01% |
2,355
-4,119
| -64% | -$182K |
|
|
CUK
2187
PUT
DELISTED
Carnival PLC
CUK
| $102K | ﹤0.01% |
+2,000
| New | +$99.6K |
|
|
GTY
2188
PUT
Getty Realty Corp
GTY
$2.08B
| $102K | ﹤0.01% |
+4,000
| New | +$94K |
|
2189
Owens Corning
OC
$12.3B
| $102K | ﹤0.01% |
1,984
+1,555
| +362% | +$80.6K |
|
2190
CALL
Pilgrim's Pride
PPC
$6.33B
| $102K | ﹤0.01% |
+5,400
| New | +$105K |
|
2191
PTC
PTC
$15.1B
| $102K | ﹤0.01% |
+2,210
| New | +$103K |
|
2192
Ryder
R
$10.2B
| $102K | ﹤0.01% |
+1,371
| New | +$101K |
|
|
RDUS
2193
PUT
DELISTED
Radius Recycling
RDUS
| $102K | ﹤0.01% |
+4,000
| New | +$103K |
|
|
FLG
2194
CALL
Flagstar Bank National Association
FLG
$5.96B
| $102K | ﹤0.01% |
+2,133
| New | +$97.6K |
|
|
IPHI
2195
DELISTED
INPHI CORPORATION
IPHI
| $102K | ﹤0.01% |
+2,280
| New | +$97.9K |
|
|
RDC
2196
CALL
DELISTED
Rowan Companies Plc
RDC
| $102K | ﹤0.01% |
5,400
-2,700
| -33% | -$44K |
|
2197
PUT
Quest Diagnostics
DGX
$26B
| $101K | ﹤0.01% |
1,100
-900
| -45% | -$77.6K |
|
2198
PUT
Kimco Realty
KIM
$16.7B
| $101K | ﹤0.01% |
+4,000
| New | +$105K |
|
2199
CALL
Manhattan Associates
MANH
$11.2B
| $101K | ﹤0.01% |
1,900
| – | – |
|
2200
CALL
NNN REIT
NNN
$9.01B
| $101K | ﹤0.01% |
2,300
+2,000
| +667% | +$88.2K |
|
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.