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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 | |
|---|---|---|---|---|---|---|
2326
Old Dominion Freight Line
ODFL
$43.8B
| $74K | ﹤0.01% |
+2,589
| New | +$69.4K |
|
2327
Polaris
PII
$3.99B
| $74K | ﹤0.01% |
+898
| New | +$73.2K |
|
|
CLGX
2328
CALL
DELISTED
Corelogic, Inc.
CLGX
| $74K | ﹤0.01% |
+2,000
| New | +$77.4K |
|
|
IPHS
2329
DELISTED
Innophos Holdings, Inc.
IPHS
| $74K | ﹤0.01% |
+1,417
| New | +$68.8K |
|
|
FINL
2330
CALL
DELISTED
Finish Line
FINL
| $74K | ﹤0.01% |
3,900
+1,300
| +50% | +$28.3K |
|
|
VSTO
2331
CALL
DELISTED
Vista Outdoor Inc.
VSTO
| $74K | ﹤0.01% |
+2,000
| New | +$77.3K |
|
|
VSTO
2332
PUT
DELISTED
Vista Outdoor Inc.
VSTO
| $74K | ﹤0.01% |
+2,000
| New | +$77.3K |
|
|
CY
2333
CALL
DELISTED
Cypress Semiconductor
CY
| $74K | ﹤0.01% |
6,500
-62,000
| -91% | -$680K |
|
|
GRMN
2334
PUT
Garmin
GRMN
$58.4B
| $73K | ﹤0.01% |
1,500
-49,200
| -97% | -$2.45M |
|
2335
Huntington Bancshares
HBAN
$35.1B
| $73K | ﹤0.01% |
5,550
-21,474
| -79% | -$250K |
|
2336
CALL
Quanta Services
PWR
$101B
| $73K | ﹤0.01% |
2,100
-40,900
| -95% | -$1.28M |
|
2337
CALL
Sanmina
SANM
$11B
| $73K | ﹤0.01% |
2,000
-4,000
| -67% | -$127K |
|
|
2338
PUT
Sanmina
SANM
$11B
| $73K | ﹤0.01% |
+2,000
| New | +$63.3K |
|
2339
Clean Harbors
CLH
$16.3B
| $72K | ﹤0.01% |
+1,288
| New | +$64.9K |
|
2340
CALL
The GEO Group
GEO
$4.13B
| $72K | ﹤0.01% |
+3,000
| New | +$58.4K |
|
2341
PUT
Hilton Worldwide
HLT
$72.5B
| $72K | ﹤0.01% |
880
-1,120
| -56% | -$82.3K |
|
2342
Hormel Foods
HRL
$13.8B
| $72K | ﹤0.01% |
2,061
-1,595
| -44% | -$57.6K |
|
2343
PUT
Pitney Bowes
PBI
$2.46B
| $72K | ﹤0.01% |
+4,800
| New | +$76.4K |
|
2344
Thomson Reuters
TRI
$43.7B
| $72K | ﹤0.01% |
1,414
-1,499
| -51% | -$73.1K |
|
|
FLG
2345
PUT
Flagstar Bank National Association
FLG
$5.92B
| $72K | ﹤0.01% |
1,500
+833
| +125% | +$38.1K |
|
2346
PUT
International Flavors & Fragrances
IFF
$21.4B
| $71K | ﹤0.01% |
600
| – | – |
|
|
SUM
2347
DELISTED
Summit Materials, Inc. Class A Common Stock
SUM
| $71K | ﹤0.01% |
3,088
-164,888
| -98% | -$3.46M |
|
2348
Green Plains
GPRE
$1.06B
| $70K | ﹤0.01% |
2,525
+1,923
| +319% | +$51.2K |
|
2349
Hyatt Hotels
H
$16.9B
| $70K | ﹤0.01% |
1,260
-2,252
| -64% | -$119K |
|
|
2350
PUT
Hormel Foods
HRL
$13.8B
| $70K | ﹤0.01% |
2,000
| – | – |
|
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.