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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 | |
|---|---|---|---|---|---|---|
276
PUT
Las Vegas Sands
LVS
$31.7B
| $19.7M | 0.04% |
369,400
+234,600
| +174% | +$13.7M |
|
|
GAP
277
PUT
The Gap Inc
GAP
$7.23B
| $19.4M | 0.04% |
865,400
+203,800
| +31% | +$5.25M |
|
|
HOUS
278
PUT
DELISTED
Anywhere Real Estate
HOUS
| $19.4M | 0.04% |
752,200
+2,200
| +0.3% | +$54.4K |
|
279
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
| $19.3M | 0.04% |
390,216
+390,215
| +39,021,500% | +$18.3M |
|
|
X
280
CALL
DELISTED
US Steel
X
| $19.2M | 0.04% |
583,000
+395,000
| +210% | +$10.6M |
|
|
HDS
281
CALL
DELISTED
HD Supply Holdings, Inc.
HDS
| $19.1M | 0.04% |
450,100
+436,100
| +3,115% | +$16.1M |
|
|
HDS
282
PUT
DELISTED
HD Supply Holdings, Inc.
HDS
| $19.1M | 0.04% |
450,000
+445,000
| +8,900% | +$16.4M |
|
|
LNW
283
DELISTED
Light & Wonder
LNW
| $19.1M | 0.04% |
1,360,890
+621,394
| +84% | +$8.5M |
|
284
Delta Air Lines
DAL
$57.5B
| $18.9M | 0.04% |
+384,730
| New | +$17.5M |
|
285
PUT
Tyson Foods
TSN
$20.4B
| $18.7M | 0.04% |
303,900
+256,900
| +547% | +$16.9M |
|
|
S
286
DELISTED
Sprint Corporation
S
| $18.7M | 0.04% |
2,225,646
-829,355
| -27% | -$6.14M |
|
287
PUT
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
| $18.4M | 0.04% |
+150,300
| New | +$18.6M |
|
288
CALL
PNC Financial Services
PNC
$99.7B
| $18.4M | 0.04% |
157,200
+44,400
| +39% | +$4.62M |
|
289
PUT
Honeywell
HON
$77B
| $18.4M | 0.04% |
175,459
+37,015
| +27% | +$3.76M |
|
290
Newmont
NEM
$98.7B
| $18.4M | 0.04% |
538,795
+372,426
| +224% | +$12.7M |
|
291
CALL
Occidental Petroleum
OXY
$56.8B
| $18.3M | 0.04% |
257,600
+138,600
| +116% | +$9.84M |
|
|
SCHW
292
CALL
Charles Schwab
SCHW
$183B
| $18.3M | 0.04% |
464,300
+173,500
| +60% | +$6.2M |
|
|
CMA
293
CALL
DELISTED
Comerica
CMA
| $18.2M | 0.04% |
267,500
-66,700
| -20% | -$3.91M |
|
|
TWTR
294
CALL
DELISTED
Twitter, Inc.
TWTR
| $18.1M | 0.04% |
1,110,600
-142,500
| -11% | -$2.61M |
|
|
SINA
295
PUT
DELISTED
Sina Corp
SINA
| $18.1M | 0.04% |
297,500
| – | – |
|
296
AT&T
T
$159B
| $18.1M | 0.04% |
562,946
-1,008,025
| -64% | -$29.7M |
|
297
PUT
Lam Research
LRCX
$367B
| $18M | 0.04% |
1,707,000
-575,000
| -25% | -$5.84M |
|
298
CALL
Johnson & Johnson
JNJ
$618B
| $17.9M | 0.04% |
155,800
+122,000
| +361% | +$14.1M |
|
299
PUT
Walmart Inc
WMT
$885B
| $17.9M | 0.04% |
774,900
-707,400
| -48% | -$16.5M |
|
|
XLNX
300
PUT
DELISTED
Xilinx Inc
XLNX
| $17.8M | 0.03% |
295,000
+140,500
| +91% | +$7.55M |
|
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.