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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 | |
|---|---|---|---|---|---|---|
151
CALL
Coca-Cola
KO
$383B
| $47.6M | 0.09% |
1,148,500
+340,700
| +42% | +$14.2M |
|
152
PUT
United Rentals
URI
$65.7B
| $47M | 0.09% |
445,600
-494,200
| -53% | -$45M |
|
153
Sprott Physical Gold and Silver Trust
CEF
$7.35B
| $47M | 0.09% |
4,158,543
| – | – |
|
|
HOUS
154
CALL
DELISTED
Anywhere Real Estate
HOUS
| $46.5M | 0.09% |
1,806,400
-1,501,200
| -45% | -$37.1M |
|
155
PUT
Boeing
BA
$169B
| $45.8M | 0.09% |
294,200
+20,500
| +7% | +$2.99M |
|
|
BNY
156
CALL
Bank of New York Mellon
BNY
$103B
| $45.6M | 0.09% |
962,000
-60,200
| -6% | -$2.72M |
|
157
CALL
Micron Technology
MU
$835B
| $45.3M | 0.09% |
2,064,300
-538,000
| -21% | -$10.1M |
|
158
CALL
Salesforce
CRM
$154B
| $44.3M | 0.09% |
647,400
+482,900
| +294% | +$35M |
|
159
PUT
Nike
NKE
$64.1B
| $44.3M | 0.09% |
871,900
-536,700
| -38% | -$27.5M |
|
160
Merck
MRK
$322B
| $44.3M | 0.09% |
+788,608
| New | +$46.2M |
|
161
PUT
Cummins
CMI
$83.6B
| $44.2M | 0.09% |
323,300
-145,000
| -31% | -$19.4M |
|
162
CALL
Starbucks
SBUX
$119B
| $44.1M | 0.09% |
794,400
+52,700
| +7% | +$2.92M |
|
163
CALL
Walmart Inc
WMT
$909B
| $43.8M | 0.09% |
1,901,100
-1,773,600
| -48% | -$41.4M |
|
|
RSX
164
PUT
DELISTED
VanEck Russia ETF
RSX
| $43.7M | 0.09% |
2,060,000
+1,140,000
| +124% | +$22.1M |
|
165
PUT
FedEx
FDX
$73B
| $43.7M | 0.09% |
234,600
+59,200
| +34% | +$10.9M |
|
166
Autodesk
ADSK
$51.8B
| $43.6M | 0.09% |
589,157
+230,733
| +64% | +$17M |
|
167
CALL
RTX Corp
RTX
$290B
| $43.3M | 0.08% |
627,496
-627,337
| -50% | -$41.6M |
|
168
CALL
LyondellBasell Industries
LYB
$19.5B
| $42.6M | 0.08% |
496,900
-269,000
| -35% | -$22.6M |
|
169
CALL
Newmont
NEM
$96.2B
| $42.3M | 0.08% |
1,240,900
+410,700
| +49% | +$14M |
|
170
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $41.7M | 0.08% |
1,108,000
-1,628,000
| -60% | -$58.9M |
|
|
171
CALL
Cummins
CMI
$83.6B
| $41.5M | 0.08% |
304,000
+203,800
| +203% | +$27.3M |
|
|
172
PUT
Newmont
NEM
$96.2B
| $41.3M | 0.08% |
1,210,900
+361,500
| +43% | +$12.3M |
|
|
VMW
173
CALL
DELISTED
VMware, Inc
VMW
| $40.2M | 0.08% |
511,000
+404,000
| +378% | +$31.4M |
|
|
174
PUT
RTX Corp
RTX
$290B
| $40.2M | 0.08% |
582,051
+452,706
| +350% | +$30M |
|
175
iShares MSCI Australia ETF
EWA
$1.38B
| $40.1M | 0.08% |
1,980,888
-100,683
| -5% | -$2.07M |
|
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.