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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 | |
|---|---|---|---|---|---|---|
226
iShares MSCI Mexico ETF
EWW
$1.92B
| $27.8M | 0.05% |
632,347
+313,394
| +98% | +$14.7M |
|
227
PUT
Marathon Petroleum
MPC
$92.4B
| $27.4M | 0.05% |
544,300
+519,700
| +2,113% | +$23.6M |
|
228
PUT
Blackstone
BX
$102B
| $27.4M | 0.05% |
1,013,500
+447,500
| +79% | +$11.6M |
|
|
AKS
229
PUT
DELISTED
AK Steel Holding Corp
AKS
| $27.4M | 0.05% |
2,680,200
+1,316,200
| +96% | +$10M |
|
230
CALL
Fortive
FTV
$17.9B
| $27.2M | 0.05% |
805,648
| – | – |
|
231
PUT
Pfizer
PFE
$143B
| $26.7M | 0.05% |
867,758
+244,212
| +39% | +$7.46M |
|
232
CALL
CF Industries
CF
$19.2B
| $26.6M | 0.05% |
844,600
+526,000
| +165% | +$14.1M |
|
233
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $25.9M | 0.05% |
637,000
-210,400
| -25% | -$8.5M |
|
234
PUT
US Bancorp
USB
$98.2B
| $25.2M | 0.05% |
491,400
+6,100
| +1% | +$290K |
|
235
PUT
First Solar
FSLR
$22.7B
| $25.2M | 0.05% |
786,200
+281,200
| +56% | +$9.87M |
|
236
CALL
Whirlpool
WHR
$2.43B
| $25.1M | 0.05% |
138,200
+74,400
| +117% | +$12.3M |
|
237
PUT
Lockheed Martin
LMT
$134B
| $24.7M | 0.05% |
98,700
+70,200
| +246% | +$17.5M |
|
238
CALL
Nike
NKE
$61.9B
| $24.6M | 0.05% |
483,800
-609,000
| -56% | -$31.2M |
|
239
CALL
Bristol-Myers Squibb
BMY
$133B
| $24.6M | 0.05% |
420,100
+198,100
| +89% | +$10.8M |
|
240
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
| $24.3M | 0.05% |
146,953
+37,404
| +34% | +$5.87M |
|
241
CALL
Baidu
BIDU
$37.7B
| $24.3M | 0.05% |
147,600
-54,000
| -27% | -$9.19M |
|
|
MON
242
CALL
DELISTED
Monsanto Co
MON
| $24.2M | 0.05% |
230,000
-124,000
| -35% | -$12.7M |
|
243
PUT
DaVita
DVA
$15.4B
| $24.2M | 0.05% |
376,400
+297,400
| +376% | +$18.5M |
|
244
PUT
Broadcom
AVGO
$1.85T
| $24.1M | 0.05% |
1,362,000
+919,000
| +207% | +$15.9M |
|
|
245
CALL
US Bancorp
USB
$98.2B
| $23.8M | 0.05% |
464,100
-349,300
| -43% | -$16.6M |
|
|
DD
246
PUT
DELISTED
Du Pont De Nemours E I
DD
| $23.4M | 0.05% |
318,300
-119,200
| -27% | -$8.47M |
|
247
PUT
VanEck Oil Services ETF
OIH
$2.06B
| $23M | 0.05% |
34,500
| – | – |
|
248
CALL
Lowe's Companies
LOW
$117B
| $22.8M | 0.04% |
320,300
-20,000
| -6% | -$1.42M |
|
|
GMLP
249
CALL
DELISTED
Golar LNG Partners LP
GMLP
| $22.7M | 0.04% |
943,900
+776,600
| +464% | +$16.5M |
|
|
TWX
250
PUT
DELISTED
Time Warner Inc
TWX
| $22.6M | 0.04% |
234,400
-41,400
| -15% | -$3.69M |
|
Similar funds
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.