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 | |
|---|---|---|---|---|---|---|
1851
PUT
Radware
RDWR
$1.21B
| $219K | ﹤0.01% |
15,000
-20,000
| -57% | -$265K |
|
1852
PUT
Analog Devices
ADI
$184B
| $218K | ﹤0.01% |
3,000
-18,600
| -86% | -$1.26M |
|
1853
Jabil
JBL
$36.1B
| $218K | ﹤0.01% |
9,224
-1,236
| -12% | -$26.9K |
|
1854
PUT
CSX Corp
CSX
$94.5B
| $216K | ﹤0.01% |
18,000
-441,000
| -96% | -$4.94M |
|
|
MTL
1855
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
| $216K | ﹤0.01% |
+37,623
| New | +$188K |
|
1856
ManpowerGroup
MAN
$2.54B
| $215K | ﹤0.01% |
+2,422
| New | +$200K |
|
1857
CALL
S&P Global
SPGI
$121B
| $215K | ﹤0.01% |
2,000
-2,000
| -50% | -$239K |
|
|
1858
PUT
S&P Global
SPGI
$121B
| $215K | ﹤0.01% |
2,000
-4,000
| -67% | -$478K |
|
1859
Hecla Mining
HL
$11.1B
| $213K | ﹤0.01% |
+40,733
| New | +$239K |
|
1860
CALL
Norwegian Cruise Line
NCLH
$9.36B
| $213K | ﹤0.01% |
5,000
+4,400
| +733% | +$176K |
|
|
CCUR
1861
DELISTED
CCUR Holdings, Inc. Common Stock
CCUR
| $213K | ﹤0.01% |
39,887
-20,576
| -34% | -$116K |
|
1862
Caesarstone
CSTE
$82.3M
| $212K | ﹤0.01% |
+7,390
| New | +$235K |
|
1863
PUT
Manhattan Associates
MANH
$11.1B
| $212K | ﹤0.01% |
+4,000
| New | +$213K |
|
|
VSM
1864
PUT
DELISTED
Versum Materials, Inc.
VSM
| $212K | ﹤0.01% |
+7,550
| New | +$188K |
|
1865
CALL
Allegion
ALLE
$14.2B
| $211K | ﹤0.01% |
+3,300
| New | +$218K |
|
1866
CALL
Owens Corning
OC
$12.5B
| $211K | ﹤0.01% |
+4,100
| New | +$212K |
|
|
ACHN
1867
CALL
DELISTED
Achillion Pharmaceuticals
ACHN
| $211K | ﹤0.01% |
51,000
+1,000
| +2% | +$5.32K |
|
1868
Cerus
CERS
$453M
| $210K | ﹤0.01% |
+48,302
| New | +$251K |
|
1869
CALL
Meritage Homes
MTH
$4.88B
| $210K | ﹤0.01% |
12,000
+4,000
| +50% | +$69.2K |
|
1870
CALL
POSCO
PKX
$16.6B
| $210K | ﹤0.01% |
4,000
| – | – |
|
1871
NWPX Infrastructure Inc
NWPX
$1.23B
| $209K | ﹤0.01% |
+12,114
| New | +$187K |
|
|
WRK
1872
CALL
DELISTED
WestRock Company
WRK
| $209K | ﹤0.01% |
4,100
+4,000
| +4,000% | +$197K |
|
|
ENDP
1873
DELISTED
Endo International plc
ENDP
| $209K | ﹤0.01% |
12,695
+948
| +8% | +$16.7K |
|
1874
Republic Services
RSG
$63.6B
| $208K | ﹤0.01% |
3,646
+2,918
| +401% | +$156K |
|
1875
CALL
Ubiquiti
UI
$34.7B
| $208K | ﹤0.01% |
3,600
+2,500
| +227% | +$136K |
|
Similar funds
HF
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.