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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 | |
|---|---|---|---|---|---|---|
1401
CALL
New Oriental
EDU
$8.96B
| $652K | ﹤0.01% |
+15,500
| New | +$730K |
|
|
MIC
1402
PUT
DELISTED
Macquarie Infrastructure Holdings, LLC
MIC
| $652K | ﹤0.01% |
8,000
+4,000
| +100% | +$328K |
|
1403
CALL
Xerox
XRX
$424M
| $650K | ﹤0.01% |
28,273
+22,049
| +354% | +$549K |
|
1404
PUT
Cal-Maine
CALM
$3.98B
| $649K | ﹤0.01% |
14,700
+4,700
| +47% | +$187K |
|
1405
PUT
Ashland
ASH
$3.31B
| $646K | ﹤0.01% |
12,060
-204
| -2% | -$11.2K |
|
|
CRZO
1406
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
| $646K | ﹤0.01% |
+17,300
| New | +$668K |
|
1407
Lennar Class A
LEN
$21B
| $645K | ﹤0.01% |
+15,779
| New | +$638K |
|
1408
PUT
Bunge Global
BG
$20.5B
| $642K | ﹤0.01% |
8,900
-16,600
| -65% | -$1.11M |
|
|
TERP
1409
PUT
DELISTED
TerraForm Power, Inc
TERP
| $641K | ﹤0.01% |
50,000
| – | – |
|
1410
3D Systems Corp
DDD
$581M
| $638K | ﹤0.01% |
47,977
-20,440
| -30% | -$300K |
|
1411
PUT
Wolfspeed
WOLF
$1.41B
| $637K | ﹤0.01% |
24,100
-76,600
| -76% | -$1.91M |
|
|
TUP
1412
CALL
DELISTED
Tupperware Brands Corporation
TUP
| $637K | ﹤0.01% |
12,100
-12,900
| -52% | -$756K |
|
1413
PUT
Snap-on
SNA
$21.6B
| $634K | ﹤0.01% |
3,700
-10,200
| -73% | -$1.66M |
|
1414
PUT
BorgWarner
BWA
$12.9B
| $632K | ﹤0.01% |
18,176
-114
| -0.6% | -$3.68K |
|
1415
Reinsurance Group of America
RGA
$15.5B
| $629K | ﹤0.01% |
5,000
-3,096
| -38% | -$363K |
|
1416
Enterprise Products Partners
EPD
$82.5B
| $627K | ﹤0.01% |
+23,202
| New | +$604K |
|
1417
Shake Shack
SHAK
$2.67B
| $627K | ﹤0.01% |
17,516
+11,463
| +189% | +$402K |
|
|
AUD
1418
CALL
DELISTED
Audacy, Inc.
AUD
| $626K | ﹤0.01% |
+40,900
| New | +$590K |
|
1419
CALL
McCormick & Company Non-Voting
MKC
$14B
| $625K | ﹤0.01% |
13,400
+4,600
| +52% | +$215K |
|
1420
CALL
AGNC Investment
AGNC
$12.6B
| $624K | ﹤0.01% |
34,400
+12,400
| +56% | +$235K |
|
|
AXDX
1421
CALL
DELISTED
Accelerate Diagnostics
AXDX
| $623K | ﹤0.01% |
+3,000
| New | +$712K |
|
1422
PUT
Helmerich & Payne
HP
$3.45B
| $620K | ﹤0.01% |
8,000
+2,000
| +33% | +$142K |
|
1423
Progressive
PGR
$123B
| $620K | ﹤0.01% |
+17,458
| New | +$577K |
|
1424
CALL
Vale
VALE
$63.1B
| $618K | ﹤0.01% |
81,200
-1,394,800
| -94% | -$10.2M |
|
|
SAVE
1425
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
| $618K | ﹤0.01% |
10,700
+4,700
| +78% | +$242K |
|
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.