We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
SRG
326
PUT
Seritage Growth Properties
SRG
$136M
| $16M | 0.03% |
+375,000
| New | +$17.5M |
|
327
PUT
Ralph Lauren
RL
$22.6B
| $16M | 0.03% |
177,200
+103,800
| +141% | +$10.5M |
|
328
CALL
Biogen
BIIB
$30B
| $15.9M | 0.03% |
56,000
| – | – |
|
329
Wynn Resorts
WYNN
$10.3B
| $15.9M | 0.03% |
183,471
+84,266
| +85% | +$7.89M |
|
330
Stellantis
STLA
$21.7B
| $15.9M | 0.03% |
1,745,592
+1,133,541
| +185% | +$8.48M |
|
331
PUT
Advance Auto Parts
AAP
$3.35B
| $15.8M | 0.03% |
93,600
-24,900
| -21% | -$3.91M |
|
332
CALL
Procter & Gamble
PG
$336B
| $15.8M | 0.03% |
187,600
-2,254,100
| -92% | -$192M |
|
|
PDCE
333
CALL
DELISTED
PDC Energy, Inc.
PDCE
| $15.7M | 0.03% |
216,200
+151,200
| +233% | +$10.4M |
|
334
CALL
Visa
V
$684B
| $15.6M | 0.03% |
200,400
-70,400
| -26% | -$5.66M |
|
335
CALL
Norfolk Southern
NSC
$75.4B
| $15.5M | 0.03% |
143,500
-156,700
| -52% | -$15.8M |
|
336
PUT
Dollar General
DG
$28B
| $15.5M | 0.03% |
208,600
+206,600
| +10,330% | +$15.1M |
|
337
CALL
Energy Transfer Partners
ET
$70.1B
| $15.4M | 0.03% |
800,000
+795,000
| +15,900% | +$13.3M |
|
338
Nike
NKE
$61.9B
| $15.4M | 0.03% |
303,630
-345,301
| -53% | -$17.7M |
|
339
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
| $15.4M | 0.03% |
94,300
| – | – |
|
|
B
340
PUT
Barrick Mining
B
$61.5B
| $15.3M | 0.03% |
959,100
-177,400
| -16% | -$2.81M |
|
|
RSX
341
CALL
DELISTED
VanEck Russia ETF
RSX
| $15.3M | 0.03% |
720,000
+330,000
| +85% | +$6.4M |
|
342
PUT
American Eagle Outfitters
AEO
$2.88B
| $15.2M | 0.03% |
1,000,800
+996,500
| +23,174% | +$17M |
|
343
PUT
GE Aerospace
GE
$374B
| $14.8M | 0.03% |
97,925
-382,707
| -80% | -$55.6M |
|
344
CALL
Emerson Electric
EMR
$83.9B
| $14.8M | 0.03% |
265,100
+129,300
| +95% | +$6.95M |
|
|
MON
345
PUT
DELISTED
Monsanto Co
MON
| $14.7M | 0.03% |
140,100
-219,400
| -61% | -$22.5M |
|
346
CALL
Cheniere Energy
LNG
$55.2B
| $14.6M | 0.03% |
351,800
-290,700
| -45% | -$11.7M |
|
347
PUT
Comcast
CMCSA
$85B
| $14.6M | 0.03% |
422,000
-1,970,600
| -82% | -$65.8M |
|
348
CALL
Marathon Petroleum
MPC
$92.4B
| $14.5M | 0.03% |
288,700
+65,700
| +29% | +$2.98M |
|
|
TIF
349
CALL
DELISTED
Tiffany & Co.
TIF
| $14.5M | 0.03% |
187,600
+42,400
| +29% | +$3.27M |
|
350
CALL
BP
BP
$116B
| $14.4M | 0.03% |
450,456
-322,899
| -42% | -$9.72M |
|
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.