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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+7.15%
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
$54B
AUM Growth
+$3.28B
Cap. Flow
+$484M
Cap. Flow %
0.9%
Top 10 Hldgs %
49.67%
Holding
4,754
New
1,010
Increased
851
Reduced
828
Closed
714

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$229M
2
MDLZ icon
Mondelez International
MDLZ
+$142M
3
GM icon
General Motors
GM
+$104M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$96.1M
5
META icon
Meta Platforms (Facebook)
META
+$63.1M

Top Sells

Rank Stock Value
1
AAPL icon
Apple
AAPL
+$127M
2
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$72.6M
3
MS icon
Morgan Stanley
MS
+$67.2M
4
QCOM icon
Qualcomm
QCOM
+$46.1M
5
AAL icon
American Airlines Group
AAL
+$45.4M

Sector Composition

Rank Sector Weight
1 Miscellaneous 96.54%
2 Consumer Discretionary 0.79%
3 Communication Services 0.5%
4 Technology 0.49%
5 Consumer Staples 0.49%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPBO icon
3826
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.15B
$0 ﹤0.01%
1
– –
SPDW icon
3827
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$42.5B
$0 ﹤0.01%
1
– –
SPEM icon
3828
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$18B
$0 ﹤0.01%
2
– –
SPEU icon
3829
State Street SPDR Portfolio Europe ETF
SPEU
$734M
$0 ﹤0.01%
1
– –
SPFF icon
3830
Global X SuperIncome Preferred ETF
SPFF
$143M
$0 ﹤0.01%
1
– –
SPGM icon
3831
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.76B
$0 ﹤0.01%
2
– –
SPGP icon
3832
Invesco S&P 500 GARP ETF
SPGP
$2.21B
$0 ﹤0.01%
1
– –
SPHB icon
3833
Invesco S&P 500 High Beta ETF
SPHB
$921M
$0 ﹤0.01%
1
– –
SPHD icon
3834
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.4B
$0 ﹤0.01%
1
– –
SPHY icon
3835
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$12B
$0 ﹤0.01%
1
– –
SPIP icon
3836
State Street SPDR Portfolio TIPS ETF
SPIP
$1.03B
$0 ﹤0.01%
2
– –
SPIB icon
3837
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.6B
$0 ﹤0.01%
1
– –
SPLB icon
3838
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.24B
$0 ﹤0.01%
2
– –
SPYM
3839
State Street SPDR Portfolio S&P 500 ETF
SPYM
$169B
$0 ﹤0.01%
4
– –
SPLV icon
3840
Invesco S&P 500 Low Volatility ETF
SPLV
$7.1B
$0 ﹤0.01%
1
– –
SPMB icon
3841
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$7.11B
$0 ﹤0.01%
1
– –
SPMD icon
3842
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.6B
$0 ﹤0.01%
3
– –
SPR
3843
DELISTED
Spirit AeroSystems
SPR
– –
-115
Closed -$5.08K
SPSB icon
3844
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.5B
$0 ﹤0.01%
1
– –
SPSM icon
3845
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$16.5B
$0 ﹤0.01%
3
– –
SPTI icon
3846
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.6B
$0 ﹤0.01%
2
– –
SPTL icon
3847
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$11.1B
$0 ﹤0.01%
2
– –
SPTM icon
3848
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14.1B
$0 ﹤0.01%
6
– –
SPTS icon
3849
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$7.35B
$0 ﹤0.01%
1
– –
SPVM icon
3850
Invesco S&P 500 Value with Momentum ETF
SPVM
$138M
$0 ﹤0.01%
1
– –
152 153
154
155 156

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Parallax Volatility Advisers's Q3 2016 Portfolio in Review

As of Q3 2016, Parallax Volatility Advisers held 4,754 positions worth $54B, up 6.5% from $50.7B the previous quarter. Its ten largest holdings account for 50% of the portfolio.

Parallax Volatility Advisers's Q3 2016 filing shows 1,010 new, 851 increased, 828 reduced and 714 closed positions. Its largest new stake was Mondelez International: 3,227,770 shares worth $142M. The largest sale was Apple, an estimated $127M.

By sector, the portfolio is most concentrated in Miscellaneous at 97% of assets, down from 97% a quarter earlier, followed by Consumer Discretionary and Communication Services.

  • Parallax Volatility Advisers's largest Q3 2016 buy was Mondelez International: 3,227,770 shares worth $142M.
  • Parallax Volatility Advisers added most to iShares Russell 2000 ETF in Q3 2016, an estimated $229M increase.
  • Parallax Volatility Advisers's biggest Q3 2016 reduction was Apple, cutting an estimated $127M.
  • Parallax Volatility Advisers fully exited Qualcomm in Q3 2016, selling an estimated $46.1M.
  • Parallax Volatility Advisers's ten largest holdings make up 50% of its $54B portfolio in Q3 2016.
  • Parallax Volatility Advisers opened 1,010 new positions and closed 714 in Q3 2016.
  • Parallax Volatility Advisers's portfolio value rose 6.5% quarter-over-quarter to $54B.

Based on Parallax Volatility Advisers's 13F filing for Q3 2016, filed 14 Nov 2016.