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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 | |
|---|---|---|---|---|---|---|
1276
PUT
Pultegroup
PHM
$25.1B
| $867K | ﹤0.01% |
47,100
-89,300
| -65% | -$1.7M |
|
1277
British American Tobacco
BTI
$128B
| $866K | ﹤0.01% |
15,378
+15,114
| +5,725% | +$856K |
|
1278
CALL
Cintas
CTAS
$81.6B
| $866K | ﹤0.01% |
30,000
-208,800
| -87% | -$5.86M |
|
|
GNMX
1279
CALL
DELISTED
Aevi Genomic Medicine Inc
GNMX
| $865K | ﹤0.01% |
+166,900
| New | +$878K |
|
1280
Teck Resources
TECK
$31.9B
| $859K | ﹤0.01% |
42,884
+19,906
| +87% | +$431K |
|
|
KOL
1281
CALL
DELISTED
VanEck Vectors Coal ETF
KOL
| $858K | ﹤0.01% |
+7,000
| New | +$906K |
|
1282
UBS Group
UBS
$175B
| $857K | ﹤0.01% |
54,681
+7,624
| +16% | +$115K |
|
1283
PUT
United States Natural Gas Fund
UNG
$457M
| $856K | ﹤0.01% |
5,725
+5,600
| +4,480% | +$761K |
|
1284
CALL
Aptiv
APTV
$9.93B
| $855K | ﹤0.01% |
12,700
+4,200
| +49% | +$282K |
|
|
GRMN
1285
CALL
Garmin
GRMN
$59.2B
| $854K | ﹤0.01% |
17,600
-45,600
| -72% | -$2.27M |
|
1286
Assured Guaranty
AGO
$3.72B
| $853K | ﹤0.01% |
+22,590
| New | +$759K |
|
1287
PUT
ASML
ASML
$652B
| $853K | ﹤0.01% |
7,600
-60,100
| -89% | -$6.29M |
|
1288
PUT
Williams-Sonoma
WSM
$29.4B
| $852K | ﹤0.01% |
35,200
+19,600
| +126% | +$500K |
|
|
SIEN
1289
PUT
DELISTED
Sientra, Inc.
SIEN
| $852K | ﹤0.01% |
+10,000
| New | +$832K |
|
|
TLRD
1290
DELISTED
Tailored Brands, Inc.
TLRD
| $852K | ﹤0.01% |
33,356
+26,132
| +362% | +$505K |
|
1291
PUT
Public Storage
PSA
$60.6B
| $850K | ﹤0.01% |
3,800
-3,000
| -44% | -$638K |
|
1292
PUT
Under Armour Class C
UA
$2.84B
| $850K | ﹤0.01% |
33,800
+7,000
| +26% | +$194K |
|
|
DFRG
1293
CALL
DELISTED
Del Frisco's Restaurant Group, Inc. Common Stock
DFRG
| $850K | ﹤0.01% |
+50,000
| New | +$785K |
|
1294
Magna International
MGA
$18.6B
| $849K | ﹤0.01% |
19,551
+18,634
| +2,032% | +$783K |
|
1295
PUT
Hershey
HSY
$35.8B
| $848K | ﹤0.01% |
8,200
-71,800
| -90% | -$7.09M |
|
1296
Martin Marietta Materials
MLM
$33.2B
| $845K | ﹤0.01% |
3,814
+1,743
| +84% | +$358K |
|
|
CSOD
1297
PUT
DELISTED
Cornerstone OnDemand, Inc.
CSOD
| $842K | ﹤0.01% |
+19,900
| New | +$790K |
|
1298
RingCentral
RNG
$5.03B
| $837K | ﹤0.01% |
+40,616
| New | +$888K |
|
1299
PUT
Vornado Realty Trust
VNO
$7.79B
| $835K | ﹤0.01% |
9,896
+3,216
| +48% | +$253K |
|
1300
PUT
Keurig Dr Pepper
KDP
$42.2B
| $834K | ﹤0.01% |
9,200
-60,800
| -87% | -$5.33M |
|
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.