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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 | |
|---|---|---|---|---|---|---|
1951
PUT
BlackBerry
BB
$5.12B
| $172K | ﹤0.01% |
25,000
-12,300
| -33% | -$91.4K |
|
1952
CALL
Hancock Whitney
HWC
$6.3B
| $172K | ﹤0.01% |
+4,000
| New | +$152K |
|
1953
iShares Russell 2000 Growth ETF
IWO
$14.9B
| $172K | ﹤0.01% |
1,120
-1,813
| -62% | -$271K |
|
1954
PUT
Voya Financial
VOYA
$9.08B
| $172K | ﹤0.01% |
+4,400
| New | +$155K |
|
1955
Aon
AON
$76.4B
| $171K | ﹤0.01% |
1,537
-11,086
| -88% | -$1.24M |
|
1956
Wintrust Financial
WTFC
$10.9B
| $171K | ﹤0.01% |
+2,363
| New | +$147K |
|
1957
PUT
Golar LNG
GLNG
$5.11B
| $170K | ﹤0.01% |
+7,400
| New | +$172K |
|
1958
HSBC
HSBC
$352B
| $170K | ﹤0.01% |
4,697
-7,303
| -61% | -$259K |
|
|
OPLN
1959
CALL
Openlane
OPLN
$4.05B
| $170K | ﹤0.01% |
+10,568
| New | +$169K |
|
1960
United States Natural Gas Fund
UNG
$455M
| $170K | ﹤0.01% |
+1,139
| New | +$155K |
|
|
SGEN
1961
DELISTED
Seagen Inc. Common Stock
SGEN
| $170K | ﹤0.01% |
+3,227
| New | +$194K |
|
|
AXON
1962
PUT
Axon Enterprise
AXON
$49.1B
| $169K | ﹤0.01% |
+7,000
| New | +$173K |
|
1963
Textron
TXT
$15.2B
| $169K | ﹤0.01% |
3,483
-4,135
| -54% | -$180K |
|
|
CHUY
1964
PUT
DELISTED
Chuy's Holdings, Inc. Common Stock
CHUY
| $169K | ﹤0.01% |
5,200
+4,000
| +333% | +$121K |
|
|
TECD
1965
PUT
DELISTED
Tech Data Corp
TECD
| $169K | ﹤0.01% |
+2,000
| New | +$166K |
|
1966
PUT
First Horizon
FHN
$12.4B
| $168K | ﹤0.01% |
+8,400
| New | +$148K |
|
1967
Pentair
PNR
$11B
| $168K | ﹤0.01% |
+4,460
| New | +$174K |
|
1968
Texas Roadhouse
TXRH
$13.7B
| $168K | ﹤0.01% |
3,476
+2,310
| +198% | +$102K |
|
|
BCPC
1969
CALL
Balchem Corp
BCPC
$5.7B
| $168K | ﹤0.01% |
+2,000
| New | +$158K |
|
|
BCPC
1970
PUT
Balchem Corp
BCPC
$5.7B
| $168K | ﹤0.01% |
+2,000
| New | +$158K |
|
|
WUBA
1971
PUT
DELISTED
58.com Inc
WUBA
| $168K | ﹤0.01% |
6,000
-30,400
| -84% | -$1.13M |
|
|
NLSN
1972
DELISTED
Nielsen Holdings plc
NLSN
| $167K | ﹤0.01% |
+3,979
| New | +$183K |
|
1973
PUT
Allegiant Air
ALGT
$2.79B
| $166K | ﹤0.01% |
+1,000
| New | +$156K |
|
1974
CALL
BOK Financial
BOKF
$8.78B
| $166K | ﹤0.01% |
2,000
+1,900
| +1,900% | +$146K |
|
1975
PUT
CMS Energy
CMS
$22.4B
| $166K | ﹤0.01% |
4,000
| – | – |
|
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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.