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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 | |
|---|---|---|---|---|---|---|
176
Salesforce
CRM
$154B
| $39.6M | 0.08% |
+578,326
| New | +$42M |
|
177
PUT
Micron Technology
MU
$835B
| $38.6M | 0.08% |
1,762,300
-1,080,900
| -38% | -$20.3M |
|
178
PUT
United Airlines
UAL
$38.8B
| $38.2M | 0.07% |
523,500
+11,900
| +2% | +$758K |
|
179
United Rentals
URI
$65.7B
| $38.1M | 0.07% |
360,455
+86,017
| +31% | +$7.83M |
|
180
Alibaba
BABA
$276B
| $38M | 0.07% |
+432,914
| New | +$41.7M |
|
181
PUT
Wynn Resorts
WYNN
$10.3B
| $38M | 0.07% |
439,300
+358,300
| +442% | +$33.5M |
|
|
X
182
PUT
DELISTED
US Steel
X
| $37.9M | 0.07% |
1,146,900
-273,100
| -19% | -$7.3M |
|
183
Qualcomm
QCOM
$164B
| $37.7M | 0.07% |
+578,448
| New | +$38.9M |
|
184
CALL
WisdomTree India Earnings Fund ETF
EPI
$2.04B
| $37.5M | 0.07% |
1,855,000
+100,000
| +6% | +$2.08M |
|
|
WBA
185
CALL
DELISTED
Walgreens Boots Alliance
WBA
| $37.3M | 0.07% |
450,200
-12,900
| -3% | -$1.07M |
|
|
WBA
186
PUT
DELISTED
Walgreens Boots Alliance
WBA
| $36.8M | 0.07% |
445,100
-108,200
| -20% | -$8.95M |
|
187
VanEck Gold Miners ETF
GDX
$22.5B
| $36.8M | 0.07% |
1,757,068
+1,235,698
| +237% | +$27.4M |
|
188
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
| $36.6M | 0.07% |
1,509,000
+304,000
| +25% | +$7.26M |
|
189
CALL
Trip.com Group
TCOM
$29B
| $36.4M | 0.07% |
909,400
+263,400
| +41% | +$11.5M |
|
190
PUT
State Street SPDR S&P Biotech ETF
XBI
$10B
| $36.2M | 0.07% |
611,000
-271,500
| -31% | -$16.8M |
|
191
JPMorgan Chase
JPM
$916B
| $35M | 0.07% |
405,463
+253,279
| +166% | +$19.3M |
|
192
CALL
DuPont de Nemours
DD
$18.6B
| $34.7M | 0.07% |
239,693
+15,953
| +7% | +$2.22M |
|
193
PUT
Alphabet (Google) Class A
GOOGL
$4.12T
| $34.5M | 0.07% |
870,000
-164,000
| -16% | -$6.56M |
|
194
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
| $34.4M | 0.07% |
+846,000
| New | +$34.2M |
|
195
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
| $34.1M | 0.07% |
495,000
+295,000
| +148% | +$20.5M |
|
196
PUT
McDonald's
MCD
$193B
| $33.7M | 0.07% |
276,600
-167,400
| -38% | -$19.6M |
|
197
iShares MSCI Japan ETF
EWJ
$21.2B
| $33.6M | 0.07% |
687,124
+452,905
| +193% | +$22.6M |
|
198
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.54B
| $33.2M | 0.07% |
200,675
+106,100
| +112% | +$16.6M |
|
199
PUT
Coca-Cola
KO
$383B
| $33.1M | 0.06% |
797,400
-414,100
| -34% | -$17.2M |
|
200
PUT
Union Pacific
UNP
$174B
| $32.3M | 0.06% |
311,300
+2,900
| +0.9% | +$285K |
|
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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.