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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 | |
|---|---|---|---|---|---|---|
|
GPOR
1876
PUT
DELISTED
Gulfport Energy Corp.
GPOR
| $208K | ﹤0.01% |
+9,600
| New | +$246K |
|
1877
CALL
B2Gold
BTG
$5.42B
| $207K | ﹤0.01% |
+87,500
| New | +$217K |
|
|
CNH
1878
CALL
CNH Industrial
CNH
$13.6B
| $207K | ﹤0.01% |
+27,346
| New | +$191K |
|
1879
CALL
Adobe
ADBE
$102B
| $206K | ﹤0.01% |
2,000
-107,200
| -98% | -$11.3M |
|
1880
PUT
Thomson Reuters
TRI
$42.9B
| $206K | ﹤0.01% |
4,050
-5,429
| -57% | -$265K |
|
1881
CALL
Lazard
LAZ
$4.31B
| $205K | ﹤0.01% |
5,000
-45,800
| -90% | -$1.78M |
|
|
SDRL
1882
CALL
DELISTED
Seadrill Limited Common Stock
SDRL
| $205K | ﹤0.01% |
224
| – | – |
|
1883
CALL
Avnet
AVT
$7.78B
| $204K | ﹤0.01% |
4,300
+4,000
| +1,333% | +$178K |
|
1884
CALL
UFP Industries
UFPI
$5.25B
| $204K | ﹤0.01% |
6,000
-1,200
| -17% | -$39.1K |
|
|
GRUB
1885
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
| $203K | ﹤0.01% |
2,700
+1,900
| +238% | +$146K |
|
1886
CALL
Gartner
IT
$12.4B
| $202K | ﹤0.01% |
+2,000
| New | +$193K |
|
1887
PUT
Jones Lang LaSalle
JLL
$17B
| $202K | ﹤0.01% |
+2,000
| New | +$201K |
|
1888
Zillow
Z
$8.23B
| $201K | ﹤0.01% |
5,525
-6,438
| -54% | -$227K |
|
1889
PUT
Plexus
PLXS
$7.38B
| $200K | ﹤0.01% |
+3,700
| New | +$183K |
|
1890
Perrigo
PRGO
$1.88B
| $200K | ﹤0.01% |
+2,402
| New | +$208K |
|
1891
CALL
Shutterstock
SSTK
$228M
| $200K | ﹤0.01% |
4,200
+2,200
| +110% | +$117K |
|
|
DVAX
1892
CALL
DELISTED
Dynavax Technologies
DVAX
| $198K | ﹤0.01% |
50,000
+37,700
| +307% | +$276K |
|
1893
CALL
CenterPoint Energy
CNP
$26.7B
| $197K | ﹤0.01% |
8,000
+2,000
| +33% | +$46.8K |
|
1894
Designer Brands
DBI
$343M
| $197K | ﹤0.01% |
8,713
+3,151
| +57% | +$71.5K |
|
1895
PUT
IPG Photonics
IPGP
$3.99B
| $197K | ﹤0.01% |
2,000
-2,000
| -50% | -$187K |
|
1896
Lear
LEA
$6.21B
| $196K | ﹤0.01% |
+1,480
| New | +$186K |
|
1897
CALL
Leggett & Platt
LEG
$1.41B
| $196K | ﹤0.01% |
+4,000
| New | +$190K |
|
|
TSS
1898
CALL
DELISTED
Total System Services, Inc.
TSS
| $196K | ﹤0.01% |
+4,000
| New | +$197K |
|
|
PSXP
1899
CALL
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
| $194K | ﹤0.01% |
4,000
+2,000
| +100% | +$92.1K |
|
1900
PUT
Oshkosh
OSK
$9.55B
| $193K | ﹤0.01% |
3,000
-2,000
| -40% | -$124K |
|
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.