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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
+130.56%
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 | |
|---|---|---|---|---|---|---|
2126
CALL
Veeco
VECO
$3.23B
| $116K | ﹤0.01% |
+4,000
| New | +$100K |
|
2127
PUT
Pan American Silver
PAAS
$20.3B
| $114K | ﹤0.01% |
+7,600
| New | +$122K |
|
|
DF
2128
CALL
DELISTED
Dean Foods Company
DF
| $114K | ﹤0.01% |
+5,200
| New | +$98.9K |
|
|
FINL
2129
DELISTED
Finish Line
FINL
| $114K | ﹤0.01% |
6,069
+1,952
| +47% | +$42.5K |
|
2130
CALL
ESCO Technologies
ESE
$8.49B
| $113K | ﹤0.01% |
+2,000
| New | +$102K |
|
2131
Icahn Enterprises
IEP
$5.01B
| $113K | ﹤0.01% |
+1,890
| New | +$102K |
|
2132
Lindsay Corp
LNN
$1.17B
| $113K | ﹤0.01% |
+1,513
| New | +$120K |
|
2133
PUT
Universal Display
OLED
$3.95B
| $113K | ﹤0.01% |
+2,000
| New | +$110K |
|
2134
Boston Beer
SAM
$1.9B
| $113K | ﹤0.01% |
665
+474
| +248% | +$78.5K |
|
|
SLCA
2135
PUT
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
| $113K | ﹤0.01% |
2,000
-23,000
| -92% | -$1.14M |
|
|
FRGI
2136
CALL
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
| $113K | ﹤0.01% |
+3,800
| New | +$106K |
|
|
FINL
2137
PUT
DELISTED
Finish Line
FINL
| $113K | ﹤0.01% |
6,000
-1,200
| -17% | -$26.1K |
|
2138
CALL
Banner Corp
BANR
$2.4B
| $112K | ﹤0.01% |
2,000
| – | – |
|
2139
Northern Trust
NTRS
$33.7B
| $112K | ﹤0.01% |
1,259
-18,912
| -94% | -$1.5M |
|
2140
PUT
PBF Energy
PBF
$7.25B
| $112K | ﹤0.01% |
+4,000
| New | +$97.6K |
|
2141
PUT
Park Aerospace
PKE
$822M
| $112K | ﹤0.01% |
+6,000
| New | +$102K |
|
2142
CALL
Toro Company
TTC
$9.42B
| $112K | ﹤0.01% |
+2,000
| New | +$102K |
|
2143
PUT
Westlake Corp
WLK
$10.1B
| $112K | ﹤0.01% |
2,000
-11,200
| -85% | -$612K |
|
|
RAI
2144
CALL
DELISTED
Reynolds American Inc
RAI
| $112K | ﹤0.01% |
2,000
-60,000
| -97% | -$3.18M |
|
2145
CALL
Clean Harbors
CLH
$16.3B
| $111K | ﹤0.01% |
+2,000
| New | +$101K |
|
2146
PUT
Deckers Outdoor
DECK
$13.5B
| $111K | ﹤0.01% |
12,000
+7,200
| +150% | +$69.3K |
|
2147
Franco-Nevada
FNV
$43.7B
| $111K | ﹤0.01% |
+1,862
| New | +$114K |
|
2148
CALL
Green Plains
GPRE
$1.15B
| $111K | ﹤0.01% |
4,000
+2,000
| +100% | +$53.2K |
|
2149
PUT
Children's Place
PLCE
$58M
| $111K | ﹤0.01% |
1,100
-2,900
| -73% | -$261K |
|
2150
PUT
Safety Insurance
SAFT
$1.52B
| $111K | ﹤0.01% |
1,500
+400
| +36% | +$28K |
|
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.