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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 | |
|---|---|---|---|---|---|---|
1901
CALL
Weibo
WB
$1.95B
| $193K | ﹤0.01% |
4,750
| – | – |
|
1902
PUT
Kulicke & Soffa
KLIC
$4.91B
| $192K | ﹤0.01% |
+12,000
| New | +$175K |
|
1903
CALL
Progress Software
PRGS
$1.73B
| $192K | ﹤0.01% |
6,000
+3,600
| +150% | +$105K |
|
1904
Advanced Energy
AEIS
$13.2B
| $190K | ﹤0.01% |
+3,470
| New | +$178K |
|
1905
CALL
Keurig Dr Pepper
KDP
$41.8B
| $190K | ﹤0.01% |
2,100
-4,900
| -70% | -$430K |
|
|
TGNA
1906
CALL
DELISTED
TEGNA Inc
TGNA
| $190K | ﹤0.01% |
13,906
+12,500
| +889% | +$170K |
|
1907
PUT
3D Systems Corp
DDD
$583M
| $189K | ﹤0.01% |
14,200
-505,300
| -97% | -$7.41M |
|
1908
Tetra Tech
TTEK
$8.78B
| $188K | ﹤0.01% |
+21,800
| New | +$176K |
|
1909
AGNC Investment
AGNC
$12.6B
| $187K | ﹤0.01% |
10,305
+8,464
| +460% | +$160K |
|
1910
PUT
Assurant
AIZ
$14.9B
| $186K | ﹤0.01% |
+2,000
| New | +$175K |
|
1911
CALL
Broadridge
BR
$18.9B
| $186K | ﹤0.01% |
+2,800
| New | +$182K |
|
1912
PUT
Masco
MAS
$15.2B
| $186K | ﹤0.01% |
5,900
-2,100
| -26% | -$67.4K |
|
|
SGI
1913
CALL
Somnigroup International
SGI
$14.6B
| $185K | ﹤0.01% |
10,800
-1,600
| -13% | -$23.9K |
|
|
BNFT
1914
DELISTED
Benefitfocus, Inc.
BNFT
| $185K | ﹤0.01% |
+6,229
| New | +$199K |
|
1915
CALL
Enovis
ENOV
$1.74B
| $184K | ﹤0.01% |
2,963
+639
| +27% | +$37.8K |
|
1916
CALL
Huntington Ingalls Industries
HII
$12.5B
| $184K | ﹤0.01% |
+1,000
| New | +$170K |
|
1917
Precigen
PGEN
$2.46B
| $184K | ﹤0.01% |
7,630
-12,262
| -62% | -$341K |
|
|
MJN
1918
DELISTED
Mead Johnson Nutrition Company
MJN
| $184K | ﹤0.01% |
+2,596
| New | +$193K |
|
1919
Ally Financial
ALLY
$13.6B
| $183K | ﹤0.01% |
9,607
-617
| -6% | -$11.9K |
|
1920
CALL
Bread Financial
BFH
$4.54B
| $183K | ﹤0.01% |
1,002
-1,128
| -53% | -$196K |
|
1921
CALL
InterDigital
IDCC
$8.53B
| $183K | ﹤0.01% |
+2,000
| New | +$160K |
|
1922
PUT
Roper Technologies
ROP
$39B
| $183K | ﹤0.01% |
1,000
-4,000
| -80% | -$717K |
|
1923
Itaú Unibanco
ITUB
$90.5B
| $181K | ﹤0.01% |
36,311
-59,229
| -62% | -$304K |
|
|
GWR
1924
DELISTED
Genesee & Wyoming Inc.
GWR
| $181K | ﹤0.01% |
+2,608
| New | +$186K |
|
1925
PUT
Fortinet
FTNT
$120B
| $180K | ﹤0.01% |
30,000
-24,000
| -44% | -$150K |
|
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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.