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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+4.86%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$51.1B
AUM Growth
-$2.88B
Cap. Flow
+$598M
Cap. Flow %
1.17%
Top 10 Hldgs %
42.82%
Holding
4,986
New
948
Increased
907
Reduced
959
Closed
792

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$347M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$309M
3
BAC icon
Bank of America
BAC
+$58.5M
4
GM icon
General Motors
GM
+$50.6M
5
MDLZ icon
Mondelez International
MDLZ
+$46.5M

Top Sells

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$118M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$109M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$101M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$95.6M
5
GS icon
Goldman Sachs
GS
+$94.8M

Sector Composition

Rank Sector Weight
1 Miscellaneous 95.81%
2 Consumer Discretionary 1.04%
3 Financials 0.65%
4 Consumer Staples 0.6%
5 Technology 0.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AX icon
876
Axos Financial
AX
$5.29B
$2.49M ﹤0.01%
87,236
+14,593
+20% +$347K
ZNGA
877
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$2.49M ﹤0.01%
967,819
+966,804
+95,252% +$2.73M
SEE
878
DELISTED
Sealed Air
SEE
$2.48M ﹤0.01%
+54,805
New +$2.52M
INFO
879
CALL
DELISTED
IHS Markit Ltd. Common Shares
INFO
$2.48M ﹤0.01%
+70,000
New +$2.51M
CPRI icon
880
CALL
Capri Holdings
CPRI
$1.44B
$2.48M ﹤0.01%
57,600
-58,700
-50% -$2.79M
MHK icon
881
PUT
Mohawk Industries
MHK
$8.67B
$2.48M ﹤0.01%
12,400
+1,000
+9% +$196K
TPR icon
882
PUT
Tapestry
TPR
$22.7B
$2.46M ﹤0.01%
70,200
-6,800
-9% -$248K
ZION icon
883
PUT
Zions Bancorporation
ZION
$9.94B
$2.45M ﹤0.01%
57,000
+19,900
+54% +$733K
TECK icon
884
PUT
Teck Resources
TECK
$34.5B
$2.44M ﹤0.01%
122,000
-27,700
-19% -$599K
AER icon
885
CALL
AerCap
AER
$22.2B
$2.43M ﹤0.01%
58,500
+6,000
+11% +$252K
RAI
886
DELISTED
Reynolds American Inc
RAI
$2.43M ﹤0.01%
+43,353
New +$2.3M
DNKN
887
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$2.42M ﹤0.01%
46,141
+17,716
+62% +$912K
AU icon
888
PUT
AngloGold Ashanti
AU
$54.9B
$2.42M ﹤0.01%
230,000
+228,000
+11,400% +$2.76M
CMA
889
PUT
DELISTED
Comerica
CMA
$2.42M ﹤0.01%
35,500
-136,300
-79% -$7.99M
VRSN icon
890
CALL
VeriSign
VRSN
$25.9B
$2.41M ﹤0.01%
31,700
-68,000
-68% -$5.38M
TTE icon
891
PUT
TotalEnergies
TTE
$203B
$2.4M ﹤0.01%
47,100
+31,100
+194% +$1.5M
VTRS icon
892
CALL
Viatris
VTRS
$19B
$2.38M ﹤0.01%
62,400
– –
IOC
893
PUT
DELISTED
Interoil Corporation
IOC
$2.38M ﹤0.01%
+50,000
New +$2.44M
TSEM icon
894
CALL
Tower Semiconductor
TSEM
$24.5B
$2.38M ﹤0.01%
125,000
-159,500
-56% -$2.75M
KHC icon
895
Kraft Heinz
KHC
$29.2B
$2.37M ﹤0.01%
27,164
+11,836
+77% +$1.01M
HAIN icon
896
PUT
Hain Celestial
HAIN
$57.9M
$2.36M ﹤0.01%
60,500
-39,800
-40% -$1.49M
SQM icon
897
Sociedad Química y Minera de Chile
SQM
$21.6B
$2.36M ﹤0.01%
+82,329
New +$2.34M
BBWI icon
898
Bath & Body Works
BBWI
$3.57B
$2.36M ﹤0.01%
+44,265
New +$2.52M
PXD
899
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$2.34M ﹤0.01%
13,000
-14,500
-53% -$2.66M
EIX icon
900
CALL
Edison International
EIX
$22.1B
$2.34M ﹤0.01%
+32,500
New +$2.29M
34 35
36
37 38

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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's Q4 2016 filing shows 948 new, 907 increased, 959 reduced and 792 closed positions. Its largest new stake was Bank of America: 3,038,508 shares worth $67.2M. The largest sale was iShares MSCI Emerging Markets ETF, an estimated $118M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Consumer Discretionary and Financials.

  • 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.