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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 | |
|---|---|---|---|---|---|---|
351
CALL
Lockheed Martin
LMT
$134B
| $14.4M | 0.03% |
57,600
+30,900
| +116% | +$7.72M |
|
352
CALL
Medtronic
MDT
$109B
| $14.2M | 0.03% |
200,000
| – | – |
|
353
CALL
Rio Tinto
RIO
$158B
| $14.2M | 0.03% |
369,600
-83,400
| -18% | -$3.06M |
|
354
CALL
General Dynamics
GD
$104B
| $14.1M | 0.03% |
81,900
-39,600
| -33% | -$6.48M |
|
355
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
| $14.1M | 0.03% |
+421,000
| New | +$13.6M |
|
356
CALL
eBay
EBAY
$50.6B
| $14.1M | 0.03% |
473,300
-278,800
| -37% | -$8.23M |
|
357
PUT
American Express
AXP
$227B
| $13.9M | 0.03% |
187,900
-210,900
| -53% | -$14.6M |
|
358
PUT
PNC Financial Services
PNC
$99.7B
| $13.9M | 0.03% |
119,000
-2,800
| -2% | -$291K |
|
359
CALL
American International
AIG
$41.7B
| $13.9M | 0.03% |
213,100
-115,800
| -35% | -$7.27M |
|
360
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
| $13.9M | 0.03% |
46,000
| – | – |
|
|
AMJ
361
CALL
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $13.8M | 0.03% |
438,000
+188,000
| +75% | +$5.74M |
|
|
AET
362
CALL
DELISTED
Aetna Inc
AET
| $13.8M | 0.03% |
111,600
+89,100
| +396% | +$10.7M |
|
363
CALL
T-Mobile US
TMUS
$185B
| $13.8M | 0.03% |
240,000
| – | – |
|
364
CALL
Nucor
NUE
$58.6B
| $13.7M | 0.03% |
230,900
-257,300
| -53% | -$14.4M |
|
|
TFCFA
365
PUT
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $13.7M | 0.03% |
489,900
+239,900
| +96% | +$6.45M |
|
366
PUT
Hasbro
HAS
$13.2B
| $13.7M | 0.03% |
176,200
-160,900
| -48% | -$13.3M |
|
367
PUT
Waste Management
WM
$90.6B
| $13.7M | 0.03% |
192,500
-10,500
| -5% | -$702K |
|
|
GG
368
PUT
DELISTED
Goldcorp Inc
GG
| $13.6M | 0.03% |
997,300
+252,900
| +34% | +$3.52M |
|
369
PUT
Prudential Financial
PRU
$42.4B
| $13.6M | 0.03% |
130,300
-23,300
| -15% | -$2.21M |
|
370
CALL
Invesco CurrencyShares Japanese Yen Trust
FXY
$438M
| $13.6M | 0.03% |
164,200
-68,100
| -29% | -$6.02M |
|
371
CALL
Ball Corp
BALL
$17.3B
| $13.5M | 0.03% |
360,400
-265,800
| -42% | -$10.3M |
|
372
PUT
Howmet Aerospace
HWM
$113B
| $13.5M | 0.03% |
+947,823
| New | +$14.3M |
|
373
PUT
Synchrony
SYF
$24.7B
| $13.4M | 0.03% |
370,600
+25,600
| +7% | +$817K |
|
374
iShares US Real Estate ETF
IYR
$4.66B
| $13.4M | 0.03% |
174,499
+174,498
| +17,449,800% | +$13.3M |
|
|
DD
375
CALL
DELISTED
Du Pont De Nemours E I
DD
| $13.4M | 0.03% |
182,600
+104,900
| +135% | +$7.45M |
|
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.