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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 | |
|---|---|---|---|---|---|---|
1376
iShares MSCI Germany ETF
EWG
$1.62B
| $705K | ﹤0.01% |
26,639
-1,227
| -4% | -$31.6K |
|
1377
Murphy Oil
MUR
$5.49B
| $700K | ﹤0.01% |
+22,480
| New | +$681K |
|
1378
PUT
Televisa
TV
$1.45B
| $698K | ﹤0.01% |
33,400
+27,400
| +457% | +$629K |
|
1379
CALL
Monster Beverage
MNST
$91.9B
| $696K | ﹤0.01% |
31,400
-1,292,200
| -98% | -$29.6M |
|
1380
CALL
TE Connectivity
TEL
$62.9B
| $694K | ﹤0.01% |
+10,000
| New | +$662K |
|
|
CUTR
1381
CALL
DELISTED
Cutera, Inc.
CUTR
| $694K | ﹤0.01% |
+40,000
| New | +$598K |
|
1382
CALL
Vail Resorts
MTN
$5.34B
| $693K | ﹤0.01% |
4,300
-7,100
| -62% | -$1.13M |
|
|
ANDV
1383
CALL
DELISTED
Andeavor
ANDV
| $681K | ﹤0.01% |
7,800
-2,400
| -24% | -$204K |
|
1384
CALL
Darden Restaurants
DRI
$23.4B
| $676K | ﹤0.01% |
9,300
-153,800
| -94% | -$10.7M |
|
1385
IMAX
IMAX
$2.8B
| $676K | ﹤0.01% |
21,540
-116,602
| -84% | -$3.64M |
|
1386
PUT
Prologis
PLD
$130B
| $676K | ﹤0.01% |
+12,800
| New | +$651K |
|
1387
TripAdvisor
TRIP
$1.67B
| $675K | ﹤0.01% |
+14,549
| New | +$800K |
|
|
PF
1388
DELISTED
Pinnacle Foods, Inc.
PF
| $675K | ﹤0.01% |
12,620
+10,883
| +627% | +$552K |
|
1389
CALL
Sturm, Ruger & Co
RGR
$626M
| $674K | ﹤0.01% |
+12,800
| New | +$707K |
|
|
XL
1390
CALL
DELISTED
XL Group Ltd.
XL
| $672K | ﹤0.01% |
18,000
+16,000
| +800% | +$574K |
|
1391
Cigna
CI
$72.5B
| $669K | ﹤0.01% |
5,016
+334
| +7% | +$43.7K |
|
|
SSRI
1392
CALL
DELISTED
Silver Standard Resources
SSRI
| $669K | ﹤0.01% |
+75,000
| New | +$758K |
|
1393
CALL
Halozyme
HALO
$9.86B
| $667K | ﹤0.01% |
+67,500
| New | +$739K |
|
|
1394
Monster Beverage
MNST
$91.9B
| $667K | ﹤0.01% |
30,078
-129,978
| -81% | -$2.98M |
|
|
ITCI
1395
CALL
DELISTED
Intra-Cellular Therapies Inc.
ITCI
| $667K | ﹤0.01% |
+44,200
| New | +$624K |
|
1396
CALL
Aurinia Pharmaceuticals
AUPH
$1.92B
| $660K | ﹤0.01% |
+314,100
| New | +$1.01M |
|
1397
PUT
American Water Works
AWK
$26.7B
| $659K | ﹤0.01% |
9,100
+1,100
| +14% | +$79.6K |
|
1398
CALL
OFG Bancorp
OFG
$2.26B
| $655K | ﹤0.01% |
+50,000
| New | +$601K |
|
|
ESRX
1399
DELISTED
Express Scripts Holding Company
ESRX
| $654K | ﹤0.01% |
9,506
+1,442
| +18% | +$103K |
|
1400
PUT
Canadian Imperial Bank of Commerce
CM
$108B
| $652K | ﹤0.01% |
16,000
| – | – |
|
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.