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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 | |
|---|---|---|---|---|---|---|
1976
CALL
Graco
GGG
$13.4B
| $166K | ﹤0.01% |
6,000
-7,500
| -56% | -$197K |
|
1977
PUT
Motorola Solutions
MSI
$72.7B
| $166K | ﹤0.01% |
+2,000
| New | +$157K |
|
1978
PUT
Wabtec
WAB
$50B
| $166K | ﹤0.01% |
2,000
-5,800
| -74% | -$478K |
|
1979
PUT
Woodward
WWD
$22B
| $166K | ﹤0.01% |
2,400
-1,200
| -33% | -$77.6K |
|
1980
PUT
Monolithic Power Systems
MPWR
$66.1B
| $164K | ﹤0.01% |
2,000
| – | – |
|
1981
National Health Investors
NHI
$3.64B
| $164K | ﹤0.01% |
2,215
-4,603
| -68% | -$338K |
|
1982
Universal Display
OLED
$3.95B
| $164K | ﹤0.01% |
2,911
-3,357
| -54% | -$185K |
|
1983
CALL
Ziff Davis
ZD
$1.94B
| $164K | ﹤0.01% |
+2,300
| New | +$146K |
|
|
INVN
1984
PUT
DELISTED
Invensense Inc
INVN
| $164K | ﹤0.01% |
12,800
+10,800
| +540% | +$92.3K |
|
|
PACW
1985
PUT
DELISTED
PacWest Bancorp
PACW
| $163K | ﹤0.01% |
3,000
+1,000
| +50% | +$48.3K |
|
1986
Thor Industries
THO
$4.14B
| $162K | ﹤0.01% |
+1,615
| New | +$146K |
|
|
SDRL
1987
DELISTED
Seadrill Limited Common Stock
SDRL
| $162K | ﹤0.01% |
177
-265
| -60% | -$194K |
|
|
GRA
1988
CALL
DELISTED
W.R. Grace & Co.
GRA
| $162K | ﹤0.01% |
2,400
| – | – |
|
1989
CALL
Host Hotels & Resorts
HST
$17.2B
| $161K | ﹤0.01% |
8,500
-155,000
| -95% | -$2.62M |
|
1990
CALL
Visteon
VC
$2.79B
| $161K | ﹤0.01% |
2,000
| – | – |
|
|
CUDA
1991
DELISTED
Barracuda Networks, Inc.
CUDA
| $161K | ﹤0.01% |
7,505
+6,756
| +902% | +$158K |
|
1992
Ameren
AEE
$30.2B
| $160K | ﹤0.01% |
3,046
+1,055
| +53% | +$52.3K |
|
1993
PUT
Bread Financial
BFH
$4.54B
| $160K | ﹤0.01% |
877
-6,516
| -88% | -$1.13M |
|
|
HDSN
1994
CALL
Hudson Technologies
HDSN
$262M
| $160K | ﹤0.01% |
+20,000
| New | +$141K |
|
1995
PUT
Altisource Portfolio Solutions
ASPS
$63.8M
| $159K | ﹤0.01% |
+750
| New | +$167K |
|
1996
PUT
Fossil Group
FOSL
$349M
| $159K | ﹤0.01% |
6,100
-700
| -10% | -$21.1K |
|
1997
CALL
Protolabs
PRLB
$2.16B
| $159K | ﹤0.01% |
+3,100
| New | +$163K |
|
|
AUY
1998
PUT
DELISTED
Yamana Gold, Inc.
AUY
| $159K | ﹤0.01% |
56,000
+4,000
| +8% | +$13.1K |
|
|
ANDX
1999
PUT
DELISTED
Andeavor Logistics LP
ANDX
| $158K | ﹤0.01% |
3,100
+1,100
| +55% | +$52K |
|
2000
Ericsson
ERIC
$33B
| $157K | ﹤0.01% |
26,872
+15,592
| +138% | +$86.1K |
|
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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.