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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 | |
|---|---|---|---|---|---|---|
76
CALL
Costco
COST
$432B
| $97.7M | 0.19% |
610,400
-113,000
| -16% | -$17.2M |
|
77
CALL
Tesla
TSLA
$1.18T
| $96.7M | 0.19% |
6,789,000
+4,236,000
| +166% | +$55.7M |
|
|
78
PUT
General Motors
GM
$80.9B
| $96.6M | 0.19% |
2,773,100
+423,300
| +18% | +$14.2M |
|
79
PUT
Alibaba
BABA
$276B
| $96.5M | 0.19% |
1,099,000
-288,600
| -21% | -$27.8M |
|
80
CALL
Wells Fargo
WFC
$254B
| $94.8M | 0.19% |
1,719,300
+49,400
| +3% | +$2.48M |
|
81
Meta Platforms (Facebook)
META
$1.49T
| $92.2M | 0.18% |
801,789
+282,380
| +54% | +$34.7M |
|
82
PUT
AT&T
T
$164B
| $92.2M | 0.18% |
2,870,300
-6,919,356
| -71% | -$204M |
|
83
Citigroup
C
$213B
| $90.8M | 0.18% |
1,527,989
+591,438
| +63% | +$31.9M |
|
84
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39B
| $90.1M | 0.18% |
2,393,000
-1,275,000
| -35% | -$46.1M |
|
85
CALL
JD.com
JD
$43.5B
| $89.1M | 0.17% |
3,503,300
+653,400
| +23% | +$17M |
|
|
86
PUT
Costco
COST
$432B
| $88.8M | 0.17% |
554,900
+34,000
| +7% | +$5.19M |
|
87
CALL
Kinder Morgan
KMI
$70.9B
| $88M | 0.17% |
4,250,000
| – | – |
|
88
CALL
Union Pacific
UNP
$174B
| $87.8M | 0.17% |
846,400
+525,400
| +164% | +$51.7M |
|
89
CALL
Amazon
AMZN
$2.44T
| $87.4M | 0.17% |
2,330,000
+1,334,000
| +134% | +$52.3M |
|
90
CALL
Comcast
CMCSA
$87.3B
| $84.7M | 0.17% |
2,453,600
-2,994,400
| -55% | -$100M |
|
91
PUT
Salesforce
CRM
$154B
| $82M | 0.16% |
1,197,700
+1,193,100
| +25,937% | +$86.6M |
|
92
CALL
CVS Health
CVS
$135B
| $81.9M | 0.16% |
1,037,500
+914,500
| +743% | +$74M |
|
93
CALL
Caterpillar
CAT
$361B
| $80.9M | 0.16% |
872,000
+424,500
| +95% | +$38.5M |
|
94
CALL
Danaher
DHR
$138B
| $79.3M | 0.16% |
1,148,417
-183,638
| -14% | -$12.8M |
|
95
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$344M
| $79.1M | 0.15% |
773,700
+733,700
| +1,834% | +$76.9M |
|
96
PUT
Alphabet (Google) Class C
GOOG
$4.11T
| $78.8M | 0.15% |
2,042,000
+892,000
| +78% | +$34.7M |
|
97
CALL
Deere & Co
DE
$165B
| $78.4M | 0.15% |
760,600
+388,800
| +105% | +$36.6M |
|
98
PUT
iShares MSCI Australia ETF
EWA
$1.38B
| $77.5M | 0.15% |
3,831,200
| – | – |
|
99
CALL
Morgan Stanley
MS
$319B
| $77.1M | 0.15% |
1,825,000
-331,200
| -15% | -$12.5M |
|
100
CALL
GE Aerospace
GE
$364B
| $75.8M | 0.15% |
500,330
-975,933
| -66% | -$142M |
|
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.