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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 | |
|---|---|---|---|---|---|---|
126
CALL
Boeing
BA
$175B
| $59M | 0.12% |
378,700
+89,200
| +31% | +$13M |
|
127
CALL
iShares MSCI South Korea ETF
EWY
$22.5B
| $58.5M | 0.11% |
1,100,000
| – | – |
|
128
CALL
American Express
AXP
$228B
| $58.3M | 0.11% |
787,300
-23,600
| -3% | -$1.63M |
|
|
129
PUT
Mondelez International
MDLZ
$80.5B
| $57M | 0.11% |
1,285,800
+973,400
| +312% | +$41.9M |
|
130
PUT
Deere & Co
DE
$162B
| $56.9M | 0.11% |
552,200
-147,500
| -21% | -$13.9M |
|
|
ILG
131
CALL
DELISTED
ILG, Inc Common Stock
ILG
| $56M | 0.11% |
3,081,300
+1,438,600
| +88% | +$25.2M |
|
132
CALL
Home Depot
HD
$332B
| $55M | 0.11% |
410,000
-472,900
| -54% | -$61M |
|
133
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
| $54.9M | 0.11% |
987,940
+799,400
| +424% | +$39.1M |
|
134
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$224M
| $54.6M | 0.11% |
600,000
| – | – |
|
135
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
| $54.2M | 0.11% |
1,048,600
+580,600
| +124% | +$30.1M |
|
136
CALL
Verizon
VZ
$193B
| $54M | 0.11% |
1,012,100
-1,015,300
| -50% | -$50.7M |
|
137
CALL
Pfizer
PFE
$142B
| $53.9M | 0.11% |
1,750,167
+272,564
| +18% | +$8.32M |
|
138
PUT
Delta Air Lines
DAL
$58.3B
| $52.6M | 0.1% |
1,068,900
-864,700
| -45% | -$39.4M |
|
139
CALL
McDonald's
MCD
$191B
| $52.4M | 0.1% |
430,500
+60,600
| +16% | +$7.11M |
|
140
CALL
Netflix
NFLX
$305B
| $52.2M | 0.1% |
4,219,000
-1,425,000
| -25% | -$16.9M |
|
141
PUT
IBM
IBM
$209B
| $51.9M | 0.1% |
327,189
-333,883
| -51% | -$50.9M |
|
142
PUT
Intel
INTC
$460B
| $51.9M | 0.1% |
1,431,100
-680,600
| -32% | -$24.4M |
|
143
CALL
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.84B
| $51.7M | 0.1% |
+1,800,000
| New | +$49.2M |
|
144
PUT
Baidu
BIDU
$36.5B
| $51.3M | 0.1% |
311,900
-116,800
| -27% | -$19.9M |
|
145
CALL
PepsiCo
PEP
$191B
| $50.7M | 0.1% |
484,900
-200,400
| -29% | -$21M |
|
146
CALL
FedEx
FDX
$73B
| $50.6M | 0.1% |
271,800
+24,500
| +10% | +$4.5M |
|
147
CALL
HCA Healthcare
HCA
$85.7B
| $50.3M | 0.1% |
679,900
+29,900
| +5% | +$2.24M |
|
148
CALL
iShares MSCI Japan ETF
EWJ
$22.1B
| $49.8M | 0.1% |
1,018,750
+926,562
| +1,005% | +$46.3M |
|
149
CALL
Ford
F
$59.3B
| $48.6M | 0.1% |
4,006,200
+587,600
| +17% | +$7.13M |
|
150
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $48.3M | 0.09% |
2,077,936
+2,077,935
| +207,793,500% | +$44.6M |
|
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.