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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 | |
|---|---|---|---|---|---|---|
2076
PUT
Leidos
LDOS
$16B
| $133K | ﹤0.01% |
2,600
-4,000
| -61% | -$187K |
|
|
ISEE
2077
CALL
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
| $133K | ﹤0.01% |
27,500
+25,000
| +1,000% | +$742K |
|
2078
CALL
Nabors Industries
NBR
$1.16B
| $132K | ﹤0.01% |
+160
| New | +$113K |
|
2079
PUT
Canadian Solar
CSIQ
$1.05B
| $131K | ﹤0.01% |
+10,900
| New | +$142K |
|
|
SPWR
2080
DELISTED
SunPower Corporation Common Stock
SPWR
| $131K | ﹤0.01% |
30,253
-16,685
| -36% | -$81.6K |
|
|
USCR
2081
CALL
DELISTED
U S Concrete, Inc.
USCR
| $131K | ﹤0.01% |
+2,000
| New | +$111K |
|
|
CAB
2082
DELISTED
Cabela's Inc
CAB
| $131K | ﹤0.01% |
+2,231
| New | +$138K |
|
|
ARR
2083
PUT
Armour Residential REIT
ARR
$2.35B
| $130K | ﹤0.01% |
+1,200
| New | +$133K |
|
2084
CALL
Fossil Group
FOSL
$349M
| $130K | ﹤0.01% |
5,000
+3,000
| +150% | +$90.3K |
|
2085
CALL
Silicon Laboratories
SLAB
$7.2B
| $130K | ﹤0.01% |
+2,000
| New | +$126K |
|
2086
Alliance Resource Partners
ARLP
$3.27B
| $129K | ﹤0.01% |
+5,762
| New | +$135K |
|
2087
PUT
Trex
TREX
$5.15B
| $129K | ﹤0.01% |
+8,000
| New | +$125K |
|
2088
Vail Resorts
MTN
$5.39B
| $128K | ﹤0.01% |
+795
| New | +$126K |
|
2089
Woodward
WWD
$22B
| $128K | ﹤0.01% |
1,847
+1,126
| +156% | +$72.8K |
|
|
WLL
2090
CALL
DELISTED
Whiting Petroleum Corporation
WLL
| $128K | ﹤0.01% |
36
-1,039
| -97% | -$3.12M |
|
2091
LKQ Corp
LKQ
$6.1B
| $127K | ﹤0.01% |
4,132
+1,940
| +89% | +$63.3K |
|
2092
PUT
Nexstar Media Group
NXST
$5.8B
| $127K | ﹤0.01% |
+2,000
| New | +$115K |
|
2093
PUT
Telus
TU
$15.4B
| $127K | ﹤0.01% |
+8,000
| New | +$128K |
|
2094
PUT
Omega Healthcare
OHI
$14.6B
| $126K | ﹤0.01% |
4,000
+3,200
| +400% | +$98.8K |
|
2095
CALL
Ryman Hospitality Properties
RHP
$8.05B
| $126K | ﹤0.01% |
2,000
+600
| +43% | +$33.3K |
|
2096
PUT
Winnebago Industries
WGO
$904M
| $126K | ﹤0.01% |
+4,000
| New | +$125K |
|
|
OAK
2097
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
| $126K | ﹤0.01% |
3,364
+2,408
| +252% | +$96.6K |
|
|
CAVM
2098
CALL
DELISTED
Cavium, Inc.
CAVM
| $125K | ﹤0.01% |
+2,000
| New | +$115K |
|
2099
CALL
Murphy Oil
MUR
$5.17B
| $124K | ﹤0.01% |
4,000
+3,800
| +1,900% | +$115K |
|
2100
CALL
Open Text
OTEX
$6.22B
| $124K | ﹤0.01% |
4,000
-28,800
| -88% | -$898K |
|
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.