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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 | |
|---|---|---|---|---|---|---|
201
CALL
JetBlue
JBLU
$2.16B
| $32.2M | 0.06% |
1,436,300
+1,288,800
| +874% | +$25.5M |
|
202
PUT
Target
TGT
$66.3B
| $32M | 0.06% |
443,600
-142,400
| -24% | -$10.3M |
|
|
XLNX
203
CALL
DELISTED
Xilinx Inc
XLNX
| $31.7M | 0.06% |
525,400
+44,400
| +9% | +$2.39M |
|
204
CALL
Chevron
CVX
$382B
| $31.2M | 0.06% |
264,900
+90,100
| +52% | +$9.81M |
|
205
CALL
ProShares Short VIX Short-Term Futures ETF
SVXY
$217M
| $31.1M | 0.06% |
342,100
-48,300
| -12% | -$3.92M |
|
206
CALL
SLB Ltd
SLB
$72.7B
| $30.9M | 0.06% |
368,600
-141,500
| -28% | -$11.6M |
|
207
CALL
United Airlines
UAL
$38.8B
| $30.8M | 0.06% |
421,900
-32,500
| -7% | -$2.07M |
|
208
PUT
iShares MSCI Mexico ETF
EWW
$1.89B
| $30.2M | 0.06% |
686,600
-960,000
| -58% | -$45.1M |
|
209
Apple
AAPL
$4.97T
| $30.1M | 0.06% |
1,041,244
-561,728
| -35% | -$15.9M |
|
210
PUT
Herbalife
HLF
$1.3B
| $29.8M | 0.06% |
1,240,000
+610,000
| +97% | +$16.7M |
|
211
CALL
iShares MSCI ACWI ETF
ACWI
$32B
| $29.6M | 0.06% |
+500,000
| New | +$29.3M |
|
|
212
PUT
iShares MSCI ACWI ETF
ACWI
$32B
| $29.6M | 0.06% |
+500,000
| New | +$29.3M |
|
|
K
213
PUT
DELISTED
Kellanova
K
| $29.5M | 0.06% |
426,000
-8,946
| -2% | -$622K |
|
214
CALL
Humana
HUM
$43.9B
| $29.4M | 0.06% |
144,200
| – | – |
|
215
CALL
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $29.3M | 0.06% |
+250,000
| New | +$29.7M |
|
|
216
PUT
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $29.3M | 0.06% |
+250,000
| New | +$29.7M |
|
217
PUT
Verizon
VZ
$197B
| $29.2M | 0.06% |
547,200
-956,700
| -64% | -$47.8M |
|
218
PUT
Freeport-McMoran
FCX
$86.2B
| $29.1M | 0.06% |
2,207,300
-329,200
| -13% | -$4.21M |
|
219
CALL
General Mills
GIS
$20.2B
| $28.8M | 0.06% |
466,100
-24,700
| -5% | -$1.53M |
|
|
220
PUT
SLB Ltd
SLB
$72.7B
| $28.6M | 0.06% |
340,400
-157,500
| -32% | -$12.9M |
|
221
United Parks & Resorts
PRKS
$2.19B
| $28.6M | 0.06% |
1,509,462
+1,213,865
| +411% | +$19.9M |
|
222
XPO
XPO
$23.4B
| $28.4M | 0.06% |
1,904,304
+1,088,509
| +133% | +$15.2M |
|
223
PUT
Hewlett Packard
HPE
$58.8B
| $28.4M | 0.06% |
2,111,124
+184,616
| +10% | +$2.47M |
|
224
Baidu
BIDU
$35.7B
| $28.3M | 0.06% |
171,981
+151,794
| +752% | +$25.8M |
|
225
PUT
Texas Instruments
TXN
$248B
| $28M | 0.05% |
384,400
+46,800
| +14% | +$3.34M |
|
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.