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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 | |
|---|---|---|---|---|---|---|
|
VXX
26
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $306M | 0.6% |
3,001,219
+130,250
| +5% | +$15.6M |
|
|
27
CALL
iShares MSCI EAFE ETF
EFA
$76.4B
| $301M | 0.59% |
5,206,000
+4,345,600
| +505% | +$251M |
|
28
CALL
Microsoft
MSFT
$2.93T
| $291M | 0.57% |
4,675,800
-2,119,700
| -31% | -$127M |
|
29
CALL
Citigroup
C
$216B
| $290M | 0.57% |
4,881,200
-1,138,300
| -19% | -$61.4M |
|
30
CALL
AT&T
T
$168B
| $273M | 0.53% |
8,503,522
+1,538,355
| +22% | +$45.4M |
|
31
PUT
Amazon
AMZN
$2.45T
| $272M | 0.53% |
7,256,000
+1,004,000
| +16% | +$39.3M |
|
|
32
CALL
iShares MSCI Emerging Markets ETF
EEM
$27.5B
| $272M | 0.53% |
7,768,900
-1,597,100
| -17% | -$57.6M |
|
33
CALL
JPMorgan Chase
JPM
$930B
| $268M | 0.53% |
3,108,800
+432,100
| +16% | +$33M |
|
34
CALL
Meta Platforms (Facebook)
META
$1.5T
| $258M | 0.5% |
2,240,500
+1,291,400
| +136% | +$159M |
|
35
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.67B
| $239M | 0.47% |
9,599,200
+8,383,400
| +690% | +$203M |
|
36
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.4B
| $238M | 0.47% |
3,829,800
+939,900
| +33% | +$56.6M |
|
|
37
CALL
Bank of America
BAC
$435B
| $208M | 0.41% |
9,426,400
+4,407,400
| +88% | +$84.9M |
|
38
CALL
Walt Disney
DIS
$172B
| $206M | 0.4% |
1,978,400
+718,200
| +57% | +$70M |
|
|
ILG
39
PUT
DELISTED
ILG, Inc Common Stock
ILG
| $198M | 0.39% |
10,880,300
+8,687,500
| +396% | +$152M |
|
|
40
Mondelez International
MDLZ
$84B
| $191M | 0.37% |
4,306,391
+1,078,621
| +33% | +$46.5M |
|
41
PUT
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $187M | 0.37% |
1,780,000
+1,740,000
| +4,350% | +$187M |
|
|
42
PUT
JPMorgan Chase
JPM
$930B
| $183M | 0.36% |
2,120,600
-1,403,800
| -40% | -$107M |
|
|
43
PUT
Bank of America
BAC
$435B
| $183M | 0.36% |
8,275,200
+2,177,600
| +36% | +$41.9M |
|
|
44
CALL
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
| $182M | 0.36% |
1,737,100
+1,689,100
| +3,519% | +$181M |
|
|
45
PUT
Microsoft
MSFT
$2.93T
| $178M | 0.35% |
2,857,700
-4,384,400
| -61% | -$264M |
|
|
46
General Motors
GM
$81.7B
| $168M | 0.33% |
4,831,111
+1,504,262
| +45% | +$50.6M |
|
47
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$23.2B
| $166M | 0.33% |
6,844,200
+2,239,600
| +49% | +$53.5M |
|
|
48
PUT
Meta Platforms (Facebook)
META
$1.5T
| $158M | 0.31% |
1,376,300
+215,700
| +19% | +$26.5M |
|
|
49
CALL
General Motors
GM
$81.7B
| $153M | 0.3% |
4,399,800
+1,998,100
| +83% | +$67.2M |
|
50
CALL
Cisco
CSCO
$457B
| $148M | 0.29% |
4,907,400
+1,813,400
| +59% | +$55.3M |
|
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.