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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 | |
|---|---|---|---|---|---|---|
526
PUT
Archer Daniels Midland
ADM
$38.2B
| $7.72M | 0.02% |
169,100
+70,000
| +71% | +$3.1M |
|
527
Lockheed Martin
LMT
$134B
| $7.72M | 0.02% |
+30,874
| New | +$7.72M |
|
528
PUT
Accenture
ACN
$102B
| $7.72M | 0.02% |
65,900
-19,000
| -22% | -$2.26M |
|
|
GG
529
DELISTED
Goldcorp Inc
GG
| $7.67M | 0.02% |
564,005
+519,682
| +1,172% | +$7.24M |
|
530
Marriott International
MAR
$98.3B
| $7.64M | 0.02% |
+92,426
| New | +$6.96M |
|
531
CALL
iShares MSCI Australia ETF
EWA
$1.39B
| $7.61M | 0.01% |
376,200
| – | – |
|
|
MMP
532
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
| $7.56M | 0.01% |
100,000
-220,000
| -69% | -$15.4M |
|
533
CALL
Agilent Technologies
A
$39.1B
| $7.55M | 0.01% |
+165,800
| New | +$7.52M |
|
534
Occidental Petroleum
OXY
$56.8B
| $7.54M | 0.01% |
+105,840
| New | +$7.52M |
|
535
PUT
Worthington Enterprises
WOR
$2.75B
| $7.45M | 0.01% |
254,654
+239,245
| +1,553% | +$7.7M |
|
|
DFS
536
PUT
DELISTED
Discover Financial Services
DFS
| $7.42M | 0.01% |
103,000
-48,700
| -32% | -$3.1M |
|
|
ESRX
537
CALL
DELISTED
Express Scripts Holding Company
ESRX
| $7.38M | 0.01% |
107,300
-294,400
| -73% | -$21.1M |
|
|
HES
538
PUT
DELISTED
Hess
HES
| $7.37M | 0.01% |
118,300
+83,200
| +237% | +$4.55M |
|
539
CALL
Blackstone
BX
$102B
| $7.29M | 0.01% |
269,800
-209,300
| -44% | -$5.43M |
|
540
CALL
Alphabet (Google) Class A
GOOGL
$4.36T
| $7.29M | 0.01% |
184,000
-76,000
| -29% | -$3.04M |
|
541
DaVita
DVA
$15.4B
| $7.29M | 0.01% |
+113,486
| New | +$7.07M |
|
542
Verizon
VZ
$195B
| $7.27M | 0.01% |
136,248
-345,559
| -72% | -$17.3M |
|
543
PUT
Dillards
DDS
$9.19B
| $7.25M | 0.01% |
115,600
+112,800
| +4,029% | +$7.41M |
|
544
PUT
Check Point Software Technologies
CHKP
$13B
| $7.22M | 0.01% |
85,500
+54,200
| +173% | +$4.45M |
|
545
CALL
Kimberly-Clark
KMB
$36.3B
| $7.21M | 0.01% |
63,200
+34,600
| +121% | +$4.02M |
|
546
PUT
Barclays
BCS
$92.7B
| $7.15M | 0.01% |
689,233
-2,121
| -0.3% | -$20K |
|
547
CALL
iShares US Real Estate ETF
IYR
$4.66B
| $7.09M | 0.01% |
92,100
+42,000
| +84% | +$3.19M |
|
548
CALL
Five Below
FIVE
$12B
| $7.03M | 0.01% |
176,000
+172,000
| +4,300% | +$6.77M |
|
549
PUT
Applied Materials
AMAT
$403B
| $7.01M | 0.01% |
217,400
+206,700
| +1,932% | +$6.29M |
|
550
Procter & Gamble
PG
$336B
| $6.96M | 0.01% |
82,809
-163,492
| -66% | -$13.9M |
|
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.