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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 | |
|---|---|---|---|---|---|---|
1651
Diageo
DEO
$48.8B
| $345K | ﹤0.01% |
3,316
-7,690
| -70% | -$809K |
|
1652
iShares TIPS Bond ETF
TIP
$14.5B
| $345K | ﹤0.01% |
3,046
+737
| +32% | +$84.2K |
|
1653
Banco Santander
SAN
$207B
| $344K | ﹤0.01% |
69,272
+16,857
| +32% | +$76.7K |
|
|
SIVB
1654
PUT
DELISTED
SVB Financial Group
SIVB
| $344K | ﹤0.01% |
+2,000
| New | +$287K |
|
1655
PUT
Old Dominion Freight Line
ODFL
$44B
| $343K | ﹤0.01% |
12,000
-12,000
| -50% | -$322K |
|
1656
Vale
VALE
$63.1B
| $343K | ﹤0.01% |
45,057
-5,914
| -12% | -$43.3K |
|
|
KYNB
1657
CALL
Kyntra Bio
KYNB
$27.4M
| $342K | ﹤0.01% |
640
| – | – |
|
1658
PUT
Papa John's
PZZA
$1.02B
| $342K | ﹤0.01% |
4,000
+2,000
| +100% | +$166K |
|
|
EBIX
1659
PUT
DELISTED
Ebix Inc
EBIX
| $342K | ﹤0.01% |
6,000
+4,000
| +200% | +$232K |
|
1660
Truist Financial
TFC
$63.4B
| $341K | ﹤0.01% |
+7,261
| New | +$309K |
|
1661
PUT
Expeditors International
EXPD
$22.3B
| $339K | ﹤0.01% |
6,400
-5,600
| -47% | -$293K |
|
1662
Canadian Imperial Bank of Commerce
CM
$109B
| $337K | ﹤0.01% |
+8,254
| New | +$323K |
|
1663
Wabtec
WAB
$50.1B
| $337K | ﹤0.01% |
4,059
+3,766
| +1,285% | +$310K |
|
|
WFT
1664
PUT
DELISTED
Weatherford International plc
WFT
| $337K | ﹤0.01% |
67,500
-96,300
| -59% | -$504K |
|
1665
PUT
Emerson Electric
EMR
$89B
| $336K | ﹤0.01% |
6,000
-81,300
| -93% | -$4.37M |
|
1666
iShares Core S&P Small-Cap ETF
IJR
$113B
| $336K | ﹤0.01% |
4,882
+4,880
| +244,000% | +$315K |
|
|
RAI
1667
PUT
DELISTED
Reynolds American Inc
RAI
| $336K | ﹤0.01% |
6,000
+2,000
| +50% | +$106K |
|
1668
CALL
Cracker Barrel
CBRL
$1.29B
| $334K | ﹤0.01% |
2,000
-2,500
| -56% | -$377K |
|
1669
Outfront Media
OUT
$5.61B
| $334K | ﹤0.01% |
+13,645
| New | +$313K |
|
1670
State Street SPDR S&P Bank ETF
KBE
$1.69B
| $332K | ﹤0.01% |
7,640
-27,169
| -78% | -$1.05M |
|
1671
ProShares Ultra Gold
UGL
$654M
| $332K | ﹤0.01% |
40,004
+40,000
| +1,000,000% | +$375K |
|
|
1672
CALL
Wabtec
WAB
$50.1B
| $332K | ﹤0.01% |
4,000
+3,600
| +900% | +$297K |
|
1673
PUT
Methode Electronics
MEI
$499M
| $331K | ﹤0.01% |
8,000
-2,000
| -20% | -$73.3K |
|
1674
PUT
Invesco DB US Dollar Index Bullish Fund
UUP
$424M
| $331K | ﹤0.01% |
+12,500
| New | +$322K |
|
1675
PUT
Cimpress
CMPR
$2.4B
| $330K | ﹤0.01% |
3,600
+1,600
| +80% | +$145K |
|
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.