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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+4.86%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$51.1B
AUM Growth
-$2.88B
(-5.3%)
Cap. Flow
+$598M
Cap. Flow
% of AUM
1.17%
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 | Miscellaneous | 95.81% |
| 2 | Consumer Discretionary | 1.04% |
| 3 | Financials | 0.65% |
| 4 | Consumer Staples | 0.6% |
| 5 | Technology | 0.5% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
251
PUT
Corning
GLW
$143B
| $22.5M | 0.04% |
926,800
+317,900
| +52% | +$7.56M |
|
252
PUT
iShares US Real Estate ETF
IYR
$4.32B
| $22.4M | 0.04% |
291,200
-255,300
| -47% | -$19.4M |
|
253
PUT
Starbucks
SBUX
$116B
| $22.2M | 0.04% |
400,500
-205,100
| -34% | -$11.4M |
|
254
Herbalife
HLF
$1.3B
| $22.1M | 0.04% |
+919,378
| New | +$25.1M |
|
255
PUT
Procter & Gamble
PG
$338B
| $22M | 0.04% |
262,200
-2,414,700
| -90% | -$206M |
|
256
State Street SPDR S&P Biotech ETF
XBI
$11.3B
| $21.5M | 0.04% |
364,001
+363,998
| +12,133,267% | +$22.5M |
|
257
Intel
INTC
$552B
| $21.5M | 0.04% |
+593,994
| New | +$21.3M |
|
258
PUT
Biogen
BIIB
$31.4B
| $21.3M | 0.04% |
75,000
+30,000
| +67% | +$8.89M |
|
259
PUT
PepsiCo
PEP
$189B
| $21.3M | 0.04% |
203,200
-108,300
| -35% | -$11.3M |
|
260
CALL
Las Vegas Sands
LVS
$28.5B
| $21.2M | 0.04% |
397,200
+251,300
| +172% | +$14.6M |
|
261
PUT
LyondellBasell Industries
LYB
$20.9B
| $21.1M | 0.04% |
245,400
-124,400
| -34% | -$10.4M |
|
|
TFCFA
262
CALL
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $21M | 0.04% |
748,300
-18,200
| -2% | -$490K |
|
263
iShares 7-10 Year Treasury Bond ETF
IEF
$42.1B
| $20.8M | 0.04% |
198,099
+198,098
| +19,809,800% | +$21.3M |
|
264
CALL
Merck
MRK
$366B
| $20.7M | 0.04% |
368,162
+116,432
| +46% | +$6.81M |
|
265
CALL
Texas Instruments
TXN
$236B
| $20.6M | 0.04% |
283,000
-333,000
| -54% | -$23.8M |
|
266
PUT
eBay
EBAY
$46.5B
| $20.4M | 0.04% |
685,400
-158,700
| -19% | -$4.69M |
|
267
CALL
Hewlett Packard
HPE
$74.4B
| $20.3M | 0.04% |
1,506,692
+1,230,715
| +446% | +$16.4M |
|
|
TWTR
268
PUT
DELISTED
Twitter, Inc.
TWTR
| $20.3M | 0.04% |
1,242,900
+7,200
| +0.6% | +$132K |
|
|
CIT
269
CALL
DELISTED
CIT Group Inc.
CIT
| $20.3M | 0.04% |
474,700
+430,200
| +967% | +$16.9M |
|
270
General Mills
GIS
$20.2B
| $20M | 0.04% |
324,423
+155,793
| +92% | +$9.65M |
|
271
CALL
Honeywell
HON
$66B
| $20M | 0.04% |
191,178
-248,527
| -57% | -$25.3M |
|
272
CALL
Freeport-McMoran
FCX
$110B
| $20M | 0.04% |
1,516,800
-115,400
| -7% | -$1.48M |
|
273
CALL
Middleby
MIDD
$4.91B
| $19.8M | 0.04% |
+153,400
| New | +$19.3M |
|
274
PUT
Arista Networks
ANET
$246B
| $19.7M | 0.04% |
+3,264,000
| New | +$18.3M |
|
275
PUT
Home Depot
HD
$313B
| $19.7M | 0.04% |
147,200
-157,200
| -52% | -$20.3M |
|
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TI
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's Q4 2016 filing shows 948 new, 907 increased, 959 reduced and 792 closed positions. Its largest new stake was Bank of America: 3,038,508 shares worth $67.2M. The largest sale was iShares MSCI Emerging Markets ETF, an estimated $118M.
By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Consumer Discretionary and Financials.
- 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.