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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
+4.86%
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
$51.1B
AUM Growth
-$2.88B
Cap. Flow
+$598M
Cap. Flow %
1.17%
Top 10 Hldgs %
42.82%
Holding
4,986
New
948
Increased
907
Reduced
959
Closed
792

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$347M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$309M
3
BAC icon
Bank of America
BAC
+$58.5M
4
GM icon
General Motors
GM
+$50.6M
5
MDLZ icon
Mondelez International
MDLZ
+$46.5M

Top Sells

Rank Stock Value
1
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$118M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$109M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$101M
4
EFA icon
iShares MSCI EAFE ETF
EFA
+$95.6M
5
GS icon
Goldman Sachs
GS
+$94.8M

Sector Composition

Rank Sector Weight
1 Miscellaneous 95.81%
2 Consumer Discretionary 1.04%
3 Financials 0.65%
4 Consumer Staples 0.6%
5 Technology 0.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPTL icon
4076
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$11.1B
$0 ﹤0.01%
2
– –
SPTM icon
4077
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$14.1B
$0 ﹤0.01%
6
– –
SPTS icon
4078
State Street SPDR Portfolio Short Term Treasury ETF
SPTS
$7.35B
$0 ﹤0.01%
1
– –
SPVM icon
4079
Invesco S&P 500 Value with Momentum ETF
SPVM
$138M
$0 ﹤0.01%
1
– –
SPXU icon
4080
ProShares UltraPro Short S&P 500
SPXU
$407M
– –
0
– –
SPYG icon
4081
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$54.4B
$0 ﹤0.01%
4
– –
SPYV icon
4082
State Street SPDR Portfolio S&P 500 Value ETF
SPYV
$36.6B
$0 ﹤0.01%
4
– –
SQQQ icon
4083
ProShares UltraPro Short QQQ
SQQQ
$2.1B
– –
0
– –
SQQQ icon
4084
PUT
ProShares UltraPro Short QQQ
SQQQ
$2.1B
– –
-5
Closed -$669K
SRLN icon
4085
State Street Blackstone Senior Loan ETF
SRLN
$5.56B
$0 ﹤0.01%
1
– –
SRPT icon
4086
Sarepta Therapeutics
SRPT
$2.21B
– –
-27,349
Closed -$1.1M
SRTY icon
4087
ProShares UltraPro Short Russell2000
SRTY
$72.7M
– –
0
– –
SSD icon
4088
CALL
Simpson Manufacturing
SSD
$7.33B
– –
-2,000
Closed -$88K
SSO icon
4089
ProShares Ultra S&P500
SSO
$9.01B
$0 ﹤0.01%
16
– –
ST icon
4090
CALL
Sensata Technologies
ST
$6.2B
– –
-2,000
Closed -$78K
STAG icon
4091
CALL
STAG Industrial
STAG
$7.24B
– –
-39,100
Closed -$958K
STIP icon
4092
iShares 0-5 Year TIPS Bond ETF
STIP
$16.3B
$0 ﹤0.01%
1
– –
STPZ icon
4093
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$540M
$0 ﹤0.01%
1
– –
STRA icon
4094
Strategic Education
STRA
$1.81B
– –
-756
Closed -$35K
STRA icon
4095
PUT
Strategic Education
STRA
$1.81B
– –
-2,000
Closed -$93K
STX icon
4096
Seagate
STX
$205B
– –
-4,434
Closed -$166K
STZ icon
4097
Constellation Brands
STZ
$20.7B
– –
-12,208
Closed -$1.94M
SUB icon
4098
iShares Short-Term National Muni Bond ETF
SUB
$11.6B
$0 ﹤0.01%
1
– –
SURE icon
4099
AdvisorShares Insider Advantage ETF
SURE
$56.6M
$0 ﹤0.01%
1
– –
SUSA icon
4100
iShares ESG Optimized MSCI USA ETF
SUSA
$4.07B
$0 ﹤0.01%
2
– –
162 163
164
165 166

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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's Q4 2016 filing shows 948 new, 907 increased, 959 reduced and 792 closed positions. Its largest new stake was Bank of America: 3,038,508 shares worth $67.2M. The largest sale was iShares MSCI Emerging Markets ETF, an estimated $118M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Consumer Discretionary and Financials.

  • 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.