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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 | |
|---|---|---|---|---|---|---|
|
B
101
CALL
Barrick Mining
B
$60.9B
| $74.3M | 0.15% |
4,647,200
-522,100
| -10% | -$8.28M |
|
102
CALL
VanEck Gold Miners ETF
GDX
$22.5B
| $73.3M | 0.14% |
3,504,200
+2,391,000
| +215% | +$53.1M |
|
103
CALL
American Airlines Group
AAL
$9.82B
| $72.8M | 0.14% |
1,559,600
-986,700
| -39% | -$43M |
|
|
104
CALL
Goldman Sachs
GS
$289B
| $71.8M | 0.14% |
299,800
-115,500
| -28% | -$23.5M |
|
105
PUT
Cisco
CSCO
$443B
| $71.1M | 0.14% |
2,354,100
-572,300
| -20% | -$17.4M |
|
106
PUT
Oracle
ORCL
$339B
| $71.1M | 0.14% |
1,848,700
-853,600
| -32% | -$33.4M |
|
|
VXX
107
CALL
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $70.8M | 0.14% |
693,363
+422,425
| +156% | +$50.7M |
|
108
CALL
iShares Silver Trust
SLV
$27.7B
| $69.3M | 0.14% |
4,584,400
+451,100
| +11% | +$7.33M |
|
109
PUT
iShares MSCI Japan ETF
EWJ
$21.2B
| $69.2M | 0.14% |
1,416,250
+1,314,687
| +1,294% | +$65.6M |
|
110
PUT
Caterpillar
CAT
$361B
| $68.9M | 0.13% |
743,100
-332,900
| -31% | -$30.2M |
|
|
111
Bank of America
BAC
$429B
| $67.2M | 0.13% |
+3,038,508
| New | +$58.5M |
|
112
Amazon
AMZN
$2.44T
| $66.5M | 0.13% |
1,772,820
+172,820
| +11% | +$6.77M |
|
113
PUT
Merck
MRK
$322B
| $66.4M | 0.13% |
1,182,039
+1,048,000
| +782% | +$61.3M |
|
114
CALL
Delta Air Lines
DAL
$56.7B
| $63.2M | 0.12% |
1,285,300
-1,305,200
| -50% | -$59.5M |
|
115
PUT
ExxonMobil
XOM
$650B
| $63.1M | 0.12% |
698,700
+359,400
| +106% | +$31.4M |
|
116
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.07B
| $62.7M | 0.12% |
1,265,800
-130,700
| -9% | -$6.14M |
|
117
PUT
MGM Resorts International
MGM
$11.7B
| $61.6M | 0.12% |
2,138,000
+1,928,700
| +922% | +$53.4M |
|
118
PUT
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $61.3M | 0.12% |
3,032,500
+100,000
| +3% | +$2.08M |
|
119
Blackstone
BX
$104B
| $60.4M | 0.12% |
2,235,317
+1,351,139
| +153% | +$35.1M |
|
120
PUT
Qualcomm
QCOM
$164B
| $60.2M | 0.12% |
923,000
-726,300
| -44% | -$48.8M |
|
121
PUT
Tesla
TSLA
$1.18T
| $60M | 0.12% |
4,211,550
-3,862,950
| -48% | -$50.8M |
|
|
CATM
122
PUT
DELISTED
Cardtronics plc Class A Ordinary Shares (UK)
CATM
| $59.9M | 0.12% |
1,098,000
-498,400
| -31% | -$25.4M |
|
123
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
| $59.9M | 0.12% |
2,575,800
+908,200
| +54% | +$19.5M |
|
|
124
CALL
Oracle
ORCL
$339B
| $59.3M | 0.12% |
1,541,700
+137,500
| +10% | +$5.38M |
|
125
CALL
Wynn Resorts
WYNN
$10.3B
| $59.2M | 0.12% |
684,500
+644,500
| +1,611% | +$60.3M |
|
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.