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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 | |
|---|---|---|---|---|---|---|
|
KITE
1351
CALL
DELISTED
Kite Pharma, Inc.
KITE
| $740K | ﹤0.01% |
+16,500
| New | +$809K |
|
1352
PUT
Digital Realty Trust
DLR
$71.6B
| $738K | ﹤0.01% |
7,500
+3,500
| +88% | +$325K |
|
|
FRC
1353
CALL
DELISTED
First Republic Bank
FRC
| $737K | ﹤0.01% |
8,000
+4,800
| +150% | +$392K |
|
1354
Skyworks Solutions
SWKS
$9.95B
| $736K | ﹤0.01% |
9,863
-27,716
| -74% | -$2.13M |
|
|
SKX
1355
CALL
DELISTED
Skechers
SKX
| $733K | ﹤0.01% |
29,900
+6,600
| +28% | +$152K |
|
1356
PUT
Five Below
FIVE
$12.2B
| $732K | ﹤0.01% |
18,300
+16,900
| +1,207% | +$665K |
|
1357
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.6B
| $731K | ﹤0.01% |
3,701
+3,700
| +370,000% | +$698K |
|
1358
Ferrari
RACE
$70.8B
| $730K | ﹤0.01% |
+12,549
| New | +$684K |
|
1359
Celanese
CE
$4.95B
| $729K | ﹤0.01% |
9,255
+8,117
| +713% | +$610K |
|
|
SVC
1360
CALL
Service Properties Trust
SVC
$1.01B
| $729K | ﹤0.01% |
+4,600
| New | +$667K |
|
1361
Gaming and Leisure Properties
GLPI
$12.6B
| $728K | ﹤0.01% |
+23,779
| New | +$744K |
|
1362
CALL
HP
HPQ
$26.2B
| $728K | ﹤0.01% |
49,000
-104,500
| -68% | -$1.58M |
|
1363
Mohawk Industries
MHK
$9.25B
| $723K | ﹤0.01% |
3,623
-728
| -17% | -$143K |
|
|
FBR
1364
DELISTED
Fibria Celulose Sa
FBR
| $721K | ﹤0.01% |
75,018
+650
| +0.9% | +$5.47K |
|
1365
CALL
Bank of Montreal
BMO
$126B
| $720K | ﹤0.01% |
10,000
-8,200
| -45% | -$547K |
|
|
1366
PUT
Bank of Montreal
BMO
$126B
| $720K | ﹤0.01% |
10,000
-9,500
| -49% | -$634K |
|
1367
CALL
Kennametal
KMT
$2.74B
| $719K | ﹤0.01% |
+23,000
| New | +$722K |
|
|
SAND
1368
CALL
DELISTED
Sandstorm Gold
SAND
| $718K | ﹤0.01% |
183,900
-200
| -0.1% | -$838 |
|
1369
CALL
ArcelorMittal
MT
$56.7B
| $716K | ﹤0.01% |
32,733
-600
| -2% | -$12.8K |
|
1370
SBA Communications
SBAC
$19.6B
| $716K | ﹤0.01% |
+6,938
| New | +$731K |
|
1371
CALL
Citizens Financial Group
CFG
$31.3B
| $712K | ﹤0.01% |
20,000
-72,900
| -78% | -$2.21M |
|
|
ATVI
1372
PUT
DELISTED
Activision Blizzard
ATVI
| $711K | ﹤0.01% |
19,700
-236,700
| -92% | -$9.46M |
|
1373
PUT
DTE Energy
DTE
$29.4B
| $709K | ﹤0.01% |
8,460
+1,410
| +20% | +$113K |
|
|
MDR
1374
CALL
DELISTED
McDermott International
MDR
| $709K | ﹤0.01% |
+32,000
| New | +$596K |
|
1375
CALL
Cadence Design Systems
CDNS
$94B
| $706K | ﹤0.01% |
28,000
+22,000
| +367% | +$566K |
|
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.