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 | |
|---|---|---|---|---|---|---|
476
PUT
D.R. Horton
DHI
$41B
| $8.85M | 0.02% |
323,800
-586,600
| -64% | -$16.8M |
|
477
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$310M
| $8.81M | 0.02% |
215,800
+98,600
| +84% | +$3.72M |
|
478
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.52B
| $8.8M | 0.02% |
354,200
-8,800
| -2% | -$214K |
|
|
S
479
CALL
DELISTED
Sprint Corporation
S
| $8.79M | 0.02% |
1,043,800
+1,042,800
| +104,280% | +$7.72M |
|
|
KSU
480
PUT
DELISTED
Kansas City Southern
KSU
| $8.77M | 0.02% |
103,400
-42,000
| -29% | -$3.7M |
|
481
CALL
Molson Coors Class B
TAP
$7.86B
| $8.76M | 0.02% |
90,000
+65,000
| +260% | +$6.63M |
|
482
CALL
Corning
GLW
$137B
| $8.75M | 0.02% |
360,700
+237,500
| +193% | +$5.64M |
|
483
PUT
General Dynamics
GD
$103B
| $8.68M | 0.02% |
50,300
-23,100
| -31% | -$3.78M |
|
|
P
484
CALL
DELISTED
Pandora Media Inc
P
| $8.65M | 0.02% |
663,100
+231,400
| +54% | +$2.87M |
|
485
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
| $8.64M | 0.02% |
212,284
+212,282
| +10,614,100% | +$8.57M |
|
486
Biogen
BIIB
$29.8B
| $8.61M | 0.02% |
+30,365
| New | +$9M |
|
487
CALL
Aflac
AFL
$64.5B
| $8.6M | 0.02% |
247,200
+84,400
| +52% | +$2.97M |
|
488
CALL
Cemex
CX
$17.1B
| $8.6M | 0.02% |
1,113,736
-363,584
| -25% | -$2.89M |
|
|
ETP
489
CALL
DELISTED
Energy Transfer Partners L.p.
ETP
| $8.6M | 0.02% |
240,100
+205,100
| +586% | +$7.31M |
|
|
490
General Dynamics
GD
$103B
| $8.57M | 0.02% |
49,660
-58,895
| -54% | -$9.63M |
|
491
PUT
Cleveland-Cliffs
CLF
$7.02B
| $8.54M | 0.02% |
1,015,100
-6,000
| -0.6% | -$45.2K |
|
492
CALL
Cencora
COR
$60B
| $8.52M | 0.02% |
109,000
-10,100
| -8% | -$788K |
|
493
PUT
United Parcel Service
UPS
$90.8B
| $8.51M | 0.02% |
74,200
-555,400
| -88% | -$62.6M |
|
494
PUT
Mastercard
MA
$500B
| $8.5M | 0.02% |
82,300
-33,600
| -29% | -$3.48M |
|
495
CALL
Abbott
ABT
$185B
| $8.49M | 0.02% |
221,000
-212,800
| -49% | -$8.44M |
|
496
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
| $8.4M | 0.02% |
121,920
+121,919
| +12,191,900% | +$8.46M |
|
497
CALL
Eaton
ETN
$170B
| $8.37M | 0.02% |
124,800
+110,800
| +791% | +$7.27M |
|
498
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.52B
| $8.37M | 0.02% |
250,000
| – | – |
|
499
CALL
Range Resources
RRC
$9.43B
| $8.26M | 0.02% |
240,400
-56,300
| -19% | -$2.01M |
|
|
FL
500
CALL
DELISTED
Foot Locker
FL
| $8.26M | 0.02% |
116,500
+112,500
| +2,813% | +$8M |
|
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.