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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 | |
|---|---|---|---|---|---|---|
1926
CALL
IDEX
IEX
$17.5B
| $180K | ﹤0.01% |
2,000
-1,500
| -43% | -$136K |
|
1927
PUT
PVH
PVH
$4.01B
| $180K | ﹤0.01% |
2,000
-16,900
| -89% | -$1.78M |
|
|
NLSN
1928
PUT
DELISTED
Nielsen Holdings plc
NLSN
| $180K | ﹤0.01% |
+4,300
| New | +$198K |
|
1929
CALL
Axalta
AXTA
$8.15B
| $179K | ﹤0.01% |
+6,600
| New | +$174K |
|
1930
TechnipFMC
FTI
$27.2B
| $179K | ﹤0.01% |
+6,759
| New | +$169K |
|
1931
PUT
Lands' End
LE
$393M
| $179K | ﹤0.01% |
+11,800
| New | +$193K |
|
1932
CALL
ServiceNow
NOW
$121B
| $179K | ﹤0.01% |
12,000
-13,500
| -53% | -$218K |
|
1933
CALL
Powell Industries
POWL
$7.59B
| $179K | ﹤0.01% |
+13,800
| New | +$182K |
|
1934
Idexx Laboratories
IDXX
$46.1B
| $178K | ﹤0.01% |
+1,520
| New | +$173K |
|
|
IPHI
1935
PUT
DELISTED
INPHI CORPORATION
IPHI
| $178K | ﹤0.01% |
+4,000
| New | +$172K |
|
|
ETP
1936
PUT
DELISTED
Energy Transfer Partners, L.P.
ETP
| $178K | ﹤0.01% |
7,400
+1,400
| +23% | +$35.4K |
|
1937
PUT
Alaska Air
ALK
$5.81B
| $177K | ﹤0.01% |
2,000
| – | – |
|
1938
Blackrock
BLK
$176B
| $177K | ﹤0.01% |
464
+171
| +58% | +$62.7K |
|
|
BKS
1939
PUT
DELISTED
Barnes & Noble
BKS
| $177K | ﹤0.01% |
16,000
+14,000
| +700% | +$161K |
|
1940
CALL
Cullen/Frost Bankers
CFR
$10.3B
| $176K | ﹤0.01% |
2,000
+1,700
| +567% | +$136K |
|
|
1941
PUT
Cullen/Frost Bankers
CFR
$10.3B
| $176K | ﹤0.01% |
2,000
-300
| -13% | -$24.1K |
|
1942
PUT
Methanex
MEOH
$4.02B
| $176K | ﹤0.01% |
+4,000
| New | +$160K |
|
1943
PUT
Starwood Property Trust
STWD
$6.01B
| $176K | ﹤0.01% |
8,000
-8,000
| -50% | -$176K |
|
|
SHLX
1944
CALL
DELISTED
Shell Midstream Partners, L.P.
SHLX
| $175K | ﹤0.01% |
6,000
+5,600
| +1,400% | +$156K |
|
|
AFSI
1945
PUT
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $175K | ﹤0.01% |
6,400
+6,100
| +2,033% | +$162K |
|
1946
Pultegroup
PHM
$25.3B
| $174K | ﹤0.01% |
+9,491
| New | +$180K |
|
1947
CALL
Teck Resources
TECK
$32.4B
| $174K | ﹤0.01% |
8,700
-173,200
| -95% | -$3.75M |
|
1948
CALL
Toll Brothers
TOL
$14.5B
| $174K | ﹤0.01% |
5,600
-400
| -7% | -$11.9K |
|
1949
PUT
Arch Capital
ACGL
$33.8B
| $173K | ﹤0.01% |
6,000
+4,800
| +400% | +$130K |
|
1950
PUT
SAP
SAP
$228B
| $173K | ﹤0.01% |
2,000
-26,500
| -93% | -$2.28M |
|
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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.