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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 | |
|---|---|---|---|---|---|---|
|
WBA
426
DELISTED
Walgreens Boots Alliance
WBA
| $10.3M | 0.02% |
124,515
+19,348
| +18% | +$1.6M |
|
427
PUT
Vanguard Total International Stock ETF
VXUS
$155B
| $10.1M | 0.02% |
+220,000
| New | +$10.1M |
|
428
PUT
Colgate-Palmolive
CL
$73.1B
| $10.1M | 0.02% |
153,900
-98,200
| -39% | -$6.73M |
|
|
APC
429
DELISTED
Anadarko Petroleum
APC
| $9.99M | 0.02% |
143,301
+3,566
| +3% | +$232K |
|
430
PUT
Under Armour
UAA
$2.84B
| $9.96M | 0.02% |
342,900
+59,400
| +21% | +$1.95M |
|
431
PUT
Estee Lauder
EL
$30.4B
| $9.94M | 0.02% |
130,000
-16,200
| -11% | -$1.32M |
|
432
CALL
Cboe Global Markets
CBOE
$32.5B
| $9.94M | 0.02% |
+134,500
| New | +$9.26M |
|
|
ILG
433
DELISTED
ILG, Inc Common Stock
ILG
| $9.87M | 0.02% |
+543,353
| New | +$9.5M |
|
434
CALL
Vodafone
VOD
$36.3B
| $9.86M | 0.02% |
403,500
+119,000
| +42% | +$3.13M |
|
|
GWPH
435
CALL
DELISTED
GW Pharmaceuticals Plc American Depositary Shares
GWPH
| $9.83M | 0.02% |
88,000
+56,000
| +175% | +$6.74M |
|
436
CALL
MGM Resorts International
MGM
$11.4B
| $9.81M | 0.02% |
340,300
+295,200
| +655% | +$8.18M |
|
|
VIAB
437
PUT
DELISTED
Viacom Inc. Class B
VIAB
| $9.78M | 0.02% |
278,700
+22,300
| +9% | +$819K |
|
|
438
Estee Lauder
EL
$30.4B
| $9.75M | 0.02% |
127,519
+65,540
| +106% | +$5.33M |
|
439
PUT
Southwest Airlines
LUV
$22B
| $9.71M | 0.02% |
194,900
+162,800
| +507% | +$7.3M |
|
440
PUT
Transocean
RIG
$5.89B
| $9.69M | 0.02% |
657,600
+184,700
| +39% | +$2.19M |
|
441
CALL
Duke Energy
DUK
$97.8B
| $9.67M | 0.02% |
124,600
+71,900
| +136% | +$5.51M |
|
442
PUT
Petrobras
PBR
$125B
| $9.67M | 0.02% |
956,300
+106,700
| +13% | +$1.14M |
|
443
American International
AIG
$41.7B
| $9.66M | 0.02% |
147,947
+47,445
| +47% | +$2.98M |
|
|
MBLY
444
DELISTED
Mobileye N.V.
MBLY
| $9.66M | 0.02% |
253,393
+251,993
| +18,000% | +$9.48M |
|
445
Tyson Foods
TSN
$20.4B
| $9.62M | 0.02% |
+155,947
| New | +$10.3M |
|
446
CALL
Royal Caribbean
RCL
$85.1B
| $9.61M | 0.02% |
117,100
-32,700
| -22% | -$2.57M |
|
447
PUT
Vulcan Materials
VMC
$34.8B
| $9.59M | 0.02% |
76,600
+11,100
| +17% | +$1.34M |
|
448
PUT
Occidental Petroleum
OXY
$56.8B
| $9.53M | 0.02% |
133,800
+117,800
| +736% | +$8.37M |
|
449
CALL
Target
TGT
$65.6B
| $9.51M | 0.02% |
131,600
-312,200
| -70% | -$22.6M |
|
450
PUT
APA Corp
APA
$13.2B
| $9.42M | 0.02% |
148,400
+129,300
| +677% | +$8.14M |
|
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.