We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
1601
CALL
Conagra Brands
CAG
$7.18B
| $395K | ﹤0.01% |
10,000
+7,430
| +289% | +$278K |
|
1602
Mercado Libre
MELI
$95.7B
| $394K | ﹤0.01% |
2,526
-298
| -11% | -$49.2K |
|
1603
Crown Holdings
CCK
$13.2B
| $393K | ﹤0.01% |
+7,485
| New | +$405K |
|
1604
CALL
Equinix
EQIX
$104B
| $393K | ﹤0.01% |
+1,100
| New | +$384K |
|
|
SA
1605
Seabridge Gold
SA
$2.94B
| $392K | ﹤0.01% |
48,052
-280,619
| -85% | -$2.76M |
|
1606
Simon Property Group
SPG
$73.3B
| $392K | ﹤0.01% |
2,207
-4,962
| -69% | -$921K |
|
1607
POSCO
PKX
$16.5B
| $390K | ﹤0.01% |
7,421
+7,393
| +26,404% | +$397K |
|
|
SAVE
1608
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
| $388K | ﹤0.01% |
6,700
+2,700
| +68% | +$139K |
|
1609
CALL
Brunswick
BC
$5.41B
| $387K | ﹤0.01% |
+7,100
| New | +$352K |
|
|
HAPN
1610
Happen Inc
HAPN
$2.41B
| $387K | ﹤0.01% |
14,753
-212,158
| -93% | -$5.82M |
|
|
SIEN
1611
DELISTED
Sientra, Inc.
SIEN
| $387K | ﹤0.01% |
4,544
+4,344
| +2,172% | +$361K |
|
|
OA
1612
CALL
DELISTED
Orbital ATK, Inc.
OA
| $386K | ﹤0.01% |
4,400
+2,700
| +159% | +$220K |
|
|
INVN
1613
CALL
DELISTED
Invensense Inc
INVN
| $383K | ﹤0.01% |
29,900
+2,000
| +7% | +$17.1K |
|
|
CBI
1614
CALL
DELISTED
Chicago Bridge & Iron Nv
CBI
| $382K | ﹤0.01% |
12,000
-13,200
| -52% | -$413K |
|
1615
CALL
Healthpeak Properties
DOC
$14.9B
| $381K | ﹤0.01% |
12,800
-11,356
| -47% | -$346K |
|
1616
PUT
Equity Residential
EQR
$25.4B
| $381K | ﹤0.01% |
5,900
+1,900
| +48% | +$117K |
|
|
FNSR
1617
CALL
DELISTED
Finisar Corp
FNSR
| $379K | ﹤0.01% |
12,500
+4,500
| +56% | +$138K |
|
1618
PUT
Ryman Hospitality Properties
RHP
$8.09B
| $378K | ﹤0.01% |
6,000
-1,000
| -14% | -$55.5K |
|
1619
PUT
Texas Capital Bancshares
TCBI
$4.41B
| $377K | ﹤0.01% |
4,800
-800
| -14% | -$54K |
|
|
EXPR
1620
CALL
DELISTED
Express, Inc.
EXPR
| $377K | ﹤0.01% |
1,750
+1,650
| +1,650% | +$405K |
|
1621
CALL
Omega Healthcare
OHI
$14.6B
| $376K | ﹤0.01% |
12,000
+8,000
| +200% | +$247K |
|
|
RICE
1622
DELISTED
Rice Energy Inc.
RICE
| $376K | ﹤0.01% |
17,606
-10,124
| -37% | -$241K |
|
1623
PUT
Webster Financial
WBS
$12.6B
| $375K | ﹤0.01% |
+6,900
| New | +$317K |
|
1624
PUT
Huntington Bancshares
HBAN
$35.5B
| $374K | ﹤0.01% |
28,300
+19,900
| +237% | +$232K |
|
1625
Box
BOX
$4.4B
| $372K | ﹤0.01% |
26,860
+12,536
| +88% | +$186K |
|
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.