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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 | |
|---|---|---|---|---|---|---|
301
Bristol-Myers Squibb
BMY
$132B
| $17.6M | 0.03% |
+300,883
| New | +$16.4M |
|
|
COL
302
CALL
DELISTED
Rockwell Collins
COL
| $17.5M | 0.03% |
189,000
+187,000
| +9,350% | +$16.5M |
|
303
PUT
iShares Silver Trust
SLV
$32B
| $17.5M | 0.03% |
1,159,000
+49,000
| +4% | +$797K |
|
304
CALL
Philip Morris
PM
$288B
| $17.5M | 0.03% |
191,300
-567,100
| -75% | -$52.5M |
|
305
CALL
Sinclair Inc
SBGI
$998M
| $17.4M | 0.03% |
522,400
+422,400
| +422% | +$12.6M |
|
306
PUT
State Street SPDR S&P Bank ETF
KBE
$1.59B
| $17.4M | 0.03% |
400,000
| – | – |
|
307
PUT
Expedia Group
EXPE
$33B
| $17.3M | 0.03% |
152,900
+14,100
| +10% | +$1.72M |
|
308
CALL
Charter Communications
CHTR
$17.4B
| $17.3M | 0.03% |
60,000
-8,000
| -12% | -$2.15M |
|
309
PUT
Rio Tinto
RIO
$169B
| $17.3M | 0.03% |
449,000
-42,800
| -9% | -$1.57M |
|
310
PUT
Chevron
CVX
$412B
| $17.2M | 0.03% |
146,300
+83,000
| +131% | +$9.04M |
|
311
CALL
Hain Celestial
HAIN
$61.5M
| $17.2M | 0.03% |
440,000
+49,200
| +13% | +$1.84M |
|
312
Abbott
ABT
$183B
| $16.9M | 0.03% |
441,032
+45,825
| +12% | +$1.82M |
|
|
WWAV
313
PUT
DELISTED
The WhiteWave Foods Company
WWAV
| $16.7M | 0.03% |
300,000
-311,000
| -51% | -$17M |
|
|
VIAB
314
CALL
DELISTED
Viacom Inc. Class B
VIAB
| $16.7M | 0.03% |
474,700
+175,600
| +59% | +$6.45M |
|
|
S
315
PUT
DELISTED
Sprint Corporation
S
| $16.4M | 0.03% |
1,953,000
+8,000
| +0.4% | +$59.2K |
|
|
ATVI
316
CALL
DELISTED
Activision Blizzard
ATVI
| $16.4M | 0.03% |
455,200
+29,800
| +7% | +$1.19M |
|
317
PUT
iShares MSCI South Korea ETF
EWY
$29B
| $16.4M | 0.03% |
308,000
-75,300
| -20% | -$4.11M |
|
318
CALL
American Tower
AMT
$81.9B
| $16.4M | 0.03% |
155,000
+48,200
| +45% | +$5.24M |
|
319
PUT
ConocoPhillips
COP
$162B
| $16.4M | 0.03% |
326,200
+9,000
| +3% | +$415K |
|
320
CALL
AB InBev
BUD
$157B
| $16.3M | 0.03% |
154,700
-198,700
| -56% | -$22.3M |
|
321
CALL
Williams Companies
WMB
$92.8B
| $16.3M | 0.03% |
523,000
+362,100
| +225% | +$10.9M |
|
322
PUT
MetLife
MET
$60.7B
| $16.1M | 0.03% |
336,039
+31,640
| +10% | +$1.45M |
|
323
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
| $16.1M | 0.03% |
+98,900
| New | +$15.2M |
|
|
X
324
DELISTED
US Steel
X
| $16M | 0.03% |
+486,201
| New | +$13M |
|
325
Starbucks
SBUX
$116B
| $16M | 0.03% |
288,831
-5,584
| -2% | -$309K |
|
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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.