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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 | |
|---|---|---|---|---|---|---|
51
CALL
Alphabet (Google) Class C
GOOG
$4.11T
| $142M | 0.28% |
3,690,000
+2,802,000
| +316% | +$109M |
|
52
CALL
ExxonMobil
XOM
$650B
| $142M | 0.28% |
1,567,800
+371,700
| +31% | +$32.5M |
|
53
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
| $141M | 0.28% |
2,046,500
+46,500
| +2% | +$3.23M |
|
54
PUT
United States Oil Fund
USO
$2.15B
| $141M | 0.28% |
1,504,500
-38,088
| -2% | -$3.36M |
|
|
55
iShares Russell 2000 ETF
IWM
$79.1B
| $139M | 0.27% |
1,028,806
-851,689
| -45% | -$109M |
|
56
PUT
Citigroup
C
$213B
| $136M | 0.27% |
2,280,600
-165,100
| -7% | -$8.91M |
|
57
PUT
Wells Fargo
WFC
$254B
| $135M | 0.27% |
2,456,100
+701,300
| +40% | +$35.3M |
|
58
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $135M | 0.26% |
1,555,000
+1,280,000
| +465% | +$110M |
|
59
PUT
United Parks & Resorts
PRKS
$2.19B
| $129M | 0.25% |
6,840,700
+3,946,000
| +136% | +$64.7M |
|
60
CALL
3M
MMM
$91.8B
| $129M | 0.25% |
863,273
+545,257
| +171% | +$78.7M |
|
61
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
| $127M | 0.25% |
768,500
+420,500
| +121% | +$66M |
|
62
PUT
CVS Health
CVS
$135B
| $126M | 0.25% |
1,597,700
+1,554,700
| +3,616% | +$126M |
|
63
CALL
Qualcomm
QCOM
$164B
| $122M | 0.24% |
1,871,400
-1,551,900
| -45% | -$104M |
|
64
PUT
Netflix
NFLX
$307B
| $118M | 0.23% |
9,508,000
-1,374,000
| -13% | -$16.3M |
|
65
PUT
American Airlines Group
AAL
$9.82B
| $114M | 0.22% |
2,442,800
-13,400
| -0.5% | -$584K |
|
66
CALL
United Parcel Service
UPS
$88.9B
| $111M | 0.22% |
972,100
-599,800
| -38% | -$67.6M |
|
67
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.4B
| $109M | 0.21% |
362,300
+93,000
| +35% | +$26.9M |
|
68
PUT
W.W. Grainger
GWW
$64.2B
| $109M | 0.21% |
469,400
+56,000
| +14% | +$12.5M |
|
69
PUT
SPDR Gold Trust
GLD
$131B
| $108M | 0.21% |
989,600
+446,100
| +82% | +$51.8M |
|
|
70
CALL
United States Oil Fund
USO
$2.15B
| $108M | 0.21% |
1,156,738
-630,487
| -35% | -$55.7M |
|
71
PUT
Walt Disney
DIS
$171B
| $108M | 0.21% |
1,038,300
-1,347,500
| -56% | -$131M |
|
72
PUT
VanEck Gold Miners ETF
GDX
$22.5B
| $108M | 0.21% |
5,160,600
+1,480,600
| +40% | +$32.9M |
|
73
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
| $105M | 0.2% |
2,110,800
-839,200
| -28% | -$39.4M |
|
74
CALL
Invesco DB US Dollar Index Bullish Fund
UUP
$423M
| $104M | 0.2% |
3,921,700
+496,700
| +15% | +$12.8M |
|
75
CALL
IBM
IBM
$213B
| $99.3M | 0.19% |
625,508
-140,164
| -18% | -$21.4M |
|
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.