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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 | |
|---|---|---|---|---|---|---|
|
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $8.43B | 16.51% |
37,732,700
-19,344,300
| -34% | -$4.23B |
|
|
2
PUT
iShares Russell 2000 ETF
IWM
$79.4B
| $3.68B | 7.21% |
27,310,700
-174,200
| -0.6% | -$22.3M |
|
|
3
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $2.19B | 4.28% |
9,787,300
-9,876,300
| -50% | -$2.16B |
|
4
PUT
Apple
AAPL
$5.02T
| $1.56B | 3.05% |
53,762,400
+24,095,200
| +81% | +$683M |
|
|
AGN
5
CALL
DELISTED
Allergan plc
AGN
| $1.42B | 2.77% |
6,744,300
+6,729,300
| +44,862% | +$1.39B |
|
|
6
CALL
Apple
AAPL
$5.02T
| $1.22B | 2.39% |
42,151,200
+13,579,200
| +48% | +$385M |
|
|
AGN
7
PUT
DELISTED
Allergan plc
AGN
| $1.2B | 2.34% |
5,701,600
+5,696,600
| +113,932% | +$1.18B |
|
|
8
PUT
iShares MSCI Emerging Markets ETF
EEM
$27.6B
| $835M | 1.64% |
23,858,300
+3,474,700
| +17% | +$125M |
|
|
9
CALL
iShares Russell 2000 ETF
IWM
$79.4B
| $713M | 1.4% |
5,287,000
+2,610,400
| +98% | +$334M |
|
10
PUT
iShares 20+ Year Treasury Bond ETF
TLT
$42.9B
| $631M | 1.23% |
5,292,600
-5,286,800
| -50% | -$662M |
|
11
PUT
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $611M | 1.2% |
7,054,200
+857,800
| +14% | +$73.9M |
|
|
12
CALL
iShares MSCI Brazil ETF
EWZ
$8.99B
| $554M | 1.08% |
16,619,500
+3,805,300
| +30% | +$131M |
|
|
13
PUT
Invesco QQQ Trust
QQQ
$441B
| $482M | 0.94% |
4,069,500
+1,982,600
| +95% | +$234M |
|
|
14
PUT
iShares MSCI EAFE ETF
EFA
$76.5B
| $452M | 0.88% |
7,828,500
+507,700
| +7% | +$29.3M |
|
|
15
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$42.9B
| $439M | 0.86% |
3,688,600
-2,449,300
| -40% | -$307M |
|
|
16
CALL
Invesco QQQ Trust
QQQ
$441B
| $397M | 0.78% |
3,354,600
+1,405,400
| +72% | +$166M |
|
17
CALL
Alibaba
BABA
$277B
| $380M | 0.74% |
4,333,000
+204,600
| +5% | +$19.7M |
|
|
18
PUT
iShares MSCI Brazil ETF
EWZ
$8.99B
| $358M | 0.7% |
10,725,200
-1,207,000
| -10% | -$41.5M |
|
|
19
State Street SPDR S&P 500 ETF Trust
SPY
$778B
| $355M | 0.7% |
1,589,345
+1,589,344
| +158,934,400% | +$347M |
|
|
20
PUT
Goldman Sachs
GS
$294B
| $353M | 0.69% |
1,475,000
-20,500
| -1% | -$4.16M |
|
21
CALL
SPDR Gold Trust
GLD
$131B
| $336M | 0.66% |
3,061,000
-9,191,600
| -75% | -$1.07B |
|
22
PUT
iShares China Large-Cap ETF
FXI
$4.32B
| $321M | 0.63% |
9,240,800
+473,800
| +5% | +$17.4M |
|
23
PUT
Morgan Stanley
MS
$324B
| $320M | 0.63% |
7,581,100
+547,700
| +8% | +$20.7M |
|
|
24
CALL
iShares China Large-Cap ETF
FXI
$4.32B
| $311M | 0.61% |
8,967,700
+2,424,300
| +37% | +$89.3M |
|
|
25
Invesco QQQ Trust
QQQ
$441B
| $310M | 0.61% |
2,618,128
+2,618,127
| +261,812,700% | +$309M |
|
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.