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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 | |
|---|---|---|---|---|---|---|
|
GAP
651
The Gap Inc
GAP
$7.23B
| $4.86M | 0.01% |
216,520
+131,293
| +154% | +$3.38M |
|
|
GLUU
652
PUT
DELISTED
Glu Mobile Inc.
GLUU
| $4.85M | 0.01% |
+2,500,000
| New | +$5.24M |
|
653
CALL
Advanced Micro Devices
AMD
$776B
| $4.82M | 0.01% |
425,300
+397,800
| +1,447% | +$3.34M |
|
654
CALL
Enterprise Products Partners
EPD
$82.3B
| $4.82M | 0.01% |
178,200
+18,200
| +11% | +$474K |
|
655
CALL
W.W. Grainger
GWW
$65.3B
| $4.81M | 0.01% |
20,700
-20,600
| -50% | -$4.6M |
|
656
PUT
Bausch Health
BHC
$2.58B
| $4.8M | 0.01% |
330,700
+48,200
| +17% | +$884K |
|
657
CALL
Altria Group
MO
$114B
| $4.8M | 0.01% |
71,000
-27,600
| -28% | -$1.78M |
|
|
GRUB
658
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $4.78M | 0.01% |
63,550
+550
| +0.9% | +$42.4K |
|
659
PUT
HSBC
HSBC
$365B
| $4.77M | 0.01% |
131,511
+6,863
| +6% | +$243K |
|
|
AWH
660
DELISTED
Allied World Assurance Co Hld Lt
AWH
| $4.76M | 0.01% |
88,697
-14,444
| -14% | -$663K |
|
661
PUT
Parker-Hannifin
PH
$123B
| $4.73M | 0.01% |
33,800
+3,200
| +10% | +$426K |
|
|
WLL
662
DELISTED
Whiting Petroleum Corporation
WLL
| $4.73M | 0.01% |
1,312
+1,066
| +433% | +$3.2M |
|
663
CALL
H&R Block
HRB
$5.58B
| $4.7M | 0.01% |
204,300
+2,500
| +1% | +$57.2K |
|
664
PUT
BP
BP
$116B
| $4.67M | 0.01% |
145,677
-111,870
| -43% | -$3.37M |
|
665
PUT
iShares Biotechnology ETF
IBB
$9.21B
| $4.64M | 0.01% |
52,500
| – | – |
|
666
CALL
Cameco
CCJ
$37.6B
| $4.63M | 0.01% |
442,700
+342,700
| +343% | +$3.09M |
|
667
CALL
Intercontinental Exchange
ICE
$85.6B
| $4.63M | 0.01% |
82,000
+79,000
| +2,633% | +$4.38M |
|
|
RHT
668
DELISTED
Red Hat Inc
RHT
| $4.63M | 0.01% |
66,359
+62,384
| +1,569% | +$4.81M |
|
669
CarMax
KMX
$8.13B
| $4.62M | 0.01% |
71,780
+2,366
| +3% | +$133K |
|
670
CALL
Equity Residential
EQR
$24.9B
| $4.62M | 0.01% |
71,800
+70,800
| +7,080% | +$4.35M |
|
671
Walmart Inc
WMT
$885B
| $4.61M | 0.01% |
+200,118
| New | +$4.67M |
|
672
CALL
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $4.61M | 0.01% |
+41,800
| New | +$4.69M |
|
673
PUT
ArcelorMittal
MT
$52.9B
| $4.6M | 0.01% |
209,967
+154,334
| +277% | +$3.29M |
|
674
CALL
Capital One
COF
$128B
| $4.54M | 0.01% |
52,000
-80,100
| -61% | -$6.46M |
|
675
CALL
PayPal
PYPL
$48.9B
| $4.53M | 0.01% |
114,700
-503,300
| -81% | -$20.2M |
|
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.