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 | |
|---|---|---|---|---|---|---|
551
CALL
Amgen
AMGN
$208B
| $6.96M | 0.01% |
47,600
-75,000
| -61% | -$11.3M |
|
552
Berkshire Hathaway Class B
BRK.B
$1.1T
| $6.95M | 0.01% |
42,623
+34,098
| +400% | +$5.25M |
|
553
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
| $6.95M | 0.01% |
125,000
-355,000
| -74% | -$17.4M |
|
554
PUT
Infosys
INFY
$48.7B
| $6.94M | 0.01% |
935,600
+25,600
| +3% | +$192K |
|
555
PUT
Humana
HUM
$43.7B
| $6.94M | 0.01% |
+34,000
| New | +$6.48M |
|
556
CALL
Ross Stores
ROST
$80.5B
| $6.93M | 0.01% |
105,600
-50,500
| -32% | -$3.3M |
|
557
CALL
Synchrony
SYF
$24.7B
| $6.89M | 0.01% |
+190,000
| New | +$6.07M |
|
558
PUT
Alcoa
AA
$11.9B
| $6.8M | 0.01% |
242,286
-433,177
| -64% | -$11.8M |
|
559
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
| $6.77M | 0.01% |
154,000
-905,000
| -85% | -$42.5M |
|
|
ONIT
560
CALL
Onity Group
ONIT
$309M
| $6.73M | 0.01% |
+83,247
| New | +$5.87M |
|
561
CALL
The Mosaic Company
MOS
$7.03B
| $6.72M | 0.01% |
229,000
+66,900
| +41% | +$1.8M |
|
562
First Solar
FSLR
$22.7B
| $6.67M | 0.01% |
207,956
+37,097
| +22% | +$1.3M |
|
563
PUT
Cigna
CI
$73.7B
| $6.67M | 0.01% |
50,000
| – | – |
|
|
KATE
564
PUT
DELISTED
Kate Spade & Company
KATE
| $6.67M | 0.01% |
357,200
+307,900
| +625% | +$5.05M |
|
565
PUT
Sherwin-Williams
SHW
$82.7B
| $6.66M | 0.01% |
74,400
+62,400
| +520% | +$5.52M |
|
|
TTM
566
CALL
DELISTED
Tata Motors Limited
TTM
| $6.64M | 0.01% |
193,000
+33,000
| +21% | +$1.22M |
|
567
CALL
Yum! Brands
YUM
$41.8B
| $6.64M | 0.01% |
104,800
+97,428
| +1,322% | +$6.12M |
|
568
CALL
Kroger
KR
$35.4B
| $6.6M | 0.01% |
191,300
+174,800
| +1,059% | +$5.7M |
|
569
CALL
Hershey
HSY
$35.2B
| $6.53M | 0.01% |
+63,100
| New | +$6.23M |
|
570
CALL
Colgate-Palmolive
CL
$73.1B
| $6.51M | 0.01% |
99,500
-108,000
| -52% | -$7.41M |
|
|
AMJ
571
PUT
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
| $6.5M | 0.01% |
205,600
-96,900
| -32% | -$2.96M |
|
572
PUT
Charter Communications
CHTR
$17.3B
| $6.48M | 0.01% |
22,500
+9,000
| +67% | +$2.42M |
|
573
CALL
Arista Networks
ANET
$227B
| $6.47M | 0.01% |
+1,070,400
| New | +$5.99M |
|
574
PUT
Paychex
PAYX
$41.6B
| $6.47M | 0.01% |
106,200
-51,900
| -33% | -$2.99M |
|
575
CALL
Plains All American Pipeline
PAA
$17.3B
| $6.46M | 0.01% |
200,000
+50,000
| +33% | +$1.58M |
|
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.