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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 | |
|---|---|---|---|---|---|---|
826
Adobe
ADBE
$99.9B
| $2.84M | 0.01% |
27,570
+2,058
| +8% | +$218K |
|
|
TWX
827
DELISTED
Time Warner Inc
TWX
| $2.83M | 0.01% |
29,282
-37,820
| -56% | -$3.37M |
|
828
CALL
Navient
NAVI
$830M
| $2.83M | 0.01% |
+172,000
| New | +$2.67M |
|
829
CALL
Ecolab
ECL
$78.6B
| $2.81M | 0.01% |
24,000
+9,000
| +60% | +$1.05M |
|
830
PUT
Lowe's Companies
LOW
$119B
| $2.81M | 0.01% |
39,500
-12,000
| -23% | -$849K |
|
|
SGI
831
Somnigroup International
SGI
$14B
| $2.79M | 0.01% |
+163,388
| New | +$2.44M |
|
832
PUT
Aflac
AFL
$64.5B
| $2.77M | 0.01% |
79,600
+24,400
| +44% | +$859K |
|
833
PUT
C.H. Robinson
CHRW
$17.3B
| $2.77M | 0.01% |
37,800
+18,700
| +98% | +$1.35M |
|
834
PUT
Ross Stores
ROST
$81.1B
| $2.76M | 0.01% |
42,100
-131,400
| -76% | -$8.6M |
|
835
CALL
Toronto Dominion Bank
TD
$200B
| $2.74M | 0.01% |
55,500
+1,700
| +3% | +$79.5K |
|
836
Parker-Hannifin
PH
$126B
| $2.74M | 0.01% |
+19,543
| New | +$2.6M |
|
837
CALL
Extra Space Storage
EXR
$31.6B
| $2.73M | 0.01% |
35,400
| – | – |
|
838
CALL
TC Energy
TRP
$68.6B
| $2.71M | 0.01% |
+60,000
| New | +$2.72M |
|
839
Broadcom
AVGO
$1.87T
| $2.71M | 0.01% |
153,030
+152,200
| +18,337% | +$2.64M |
|
840
IAMGOLD
IAG
$8.53B
| $2.7M | 0.01% |
+701,252
| New | +$2.62M |
|
841
Dollar General
DG
$28.2B
| $2.69M | 0.01% |
+36,346
| New | +$2.65M |
|
842
Eli Lilly
LLY
$1,000B
| $2.68M | 0.01% |
36,470
+20,529
| +129% | +$1.53M |
|
843
Charter Communications
CHTR
$17.2B
| $2.68M | 0.01% |
9,313
+7,426
| +394% | +$2M |
|
844
PUT
Matador Resources
MTDR
$6.06B
| $2.67M | 0.01% |
+103,800
| New | +$2.51M |
|
845
PUT
Blackrock
BLK
$175B
| $2.66M | 0.01% |
7,000
-2,000
| -22% | -$733K |
|
|
CRC
846
CALL
DELISTED
California Resources Corporation
CRC
| $2.66M | 0.01% |
+125,100
| New | +$1.83M |
|
|
BNY
847
PUT
Bank of New York Mellon
BNY
$106B
| $2.66M | 0.01% |
56,100
-148,800
| -73% | -$6.71M |
|
848
CALL
T. Rowe Price
TROW
$24.3B
| $2.66M | 0.01% |
35,300
+16,200
| +85% | +$1.15M |
|
849
SAP
SAP
$219B
| $2.65M | 0.01% |
30,626
+18,580
| +154% | +$1.6M |
|
850
CALL
Alaska Air
ALK
$5.6B
| $2.64M | 0.01% |
29,800
+25,300
| +562% | +$1.99M |
|
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.