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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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 | |
|---|---|---|---|---|---|---|
2101
PUT
W.P. Carey
WPC
$16.5B
| $124K | ﹤0.01% |
2,144
+1,736
| +425% | +$102K |
|
|
RGC
2102
CALL
DELISTED
Regal Entertainment Group
RGC
| $124K | ﹤0.01% |
+6,000
| New | +$133K |
|
|
FTR
2103
DELISTED
Frontier Communications Corp.
FTR
| $124K | ﹤0.01% |
+2,438
| New | +$134K |
|
2104
PUT
Alerian MLP ETF
AMLP
$12.9B
| $123K | ﹤0.01% |
+1,960
| New | +$121K |
|
2105
SITE Centers
SITC
$166M
| $123K | ﹤0.01% |
+6,245
| New | +$125K |
|
2106
CALL
Starwood Property Trust
STWD
$5.89B
| $123K | ﹤0.01% |
5,600
-2,200
| -28% | -$48.5K |
|
|
FISV
2107
Fiserv Inc
FISV
$26.9B
| $122K | ﹤0.01% |
+2,292
| New | +$118K |
|
2108
PUT
Invesco
IVZ
$14.3B
| $122K | ﹤0.01% |
4,000
+3,000
| +300% | +$92.3K |
|
2109
Aurinia Pharmaceuticals
AUPH
$2.06B
| $121K | ﹤0.01% |
+57,471
| New | +$185K |
|
|
AGU
2110
PUT
DELISTED
Agrium
AGU
| $121K | ﹤0.01% |
1,200
-19,800
| -94% | -$1.91M |
|
|
CAVM
2111
DELISTED
Cavium, Inc.
CAVM
| $121K | ﹤0.01% |
1,933
+1,480
| +327% | +$85.4K |
|
2112
CALL
AMC Global Media
AMCX
$503M
| $120K | ﹤0.01% |
+2,300
| New | +$119K |
|
2113
CALL
Fortinet
FTNT
$119B
| $120K | ﹤0.01% |
20,000
-40,000
| -67% | -$250K |
|
2114
PUT
Xerox
XRX
$421M
| $120K | ﹤0.01% |
5,199
-7,856
| -60% | -$196K |
|
2115
PUT
The GEO Group
GEO
$4.14B
| $119K | ﹤0.01% |
+4,950
| New | +$96.3K |
|
2116
PUT
SFL Corp
SFL
$1.61B
| $119K | ﹤0.01% |
8,000
+6,000
| +300% | +$84.1K |
|
|
CSC
2117
CALL
DELISTED
Computer Sciences
CSC
| $119K | ﹤0.01% |
2,000
+1,800
| +900% | +$104K |
|
2118
CALL
Autodesk
ADSK
$50.2B
| $118K | ﹤0.01% |
1,600
-41,500
| -96% | -$3.06M |
|
2119
PUT
Healthpeak Properties
DOC
$15B
| $118K | ﹤0.01% |
4,000
-27,403
| -87% | -$835K |
|
2120
CALL
DTE Energy
DTE
$29.1B
| $118K | ﹤0.01% |
1,410
-940
| -40% | -$75.6K |
|
2121
PUT
Columbia Sportswear
COLM
$2.92B
| $117K | ﹤0.01% |
+2,000
| New | +$117K |
|
|
FISV
2122
CALL
Fiserv Inc
FISV
$26.9B
| $117K | ﹤0.01% |
+2,200
| New | +$113K |
|
|
SAND
2123
DELISTED
Sandstorm Gold
SAND
| $117K | ﹤0.01% |
+30,107
| New | +$126K |
|
2124
PUT
WEC Energy
WEC
$35.3B
| $117K | ﹤0.01% |
2,000
| – | – |
|
|
EMBJ
2125
PUT
Embraer S.A. ADS
EMBJ
$13B
| $116K | ﹤0.01% |
+6,000
| New | +$117K |
|
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.