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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
XLK icon
4326
State Street Technology Select Sector SPDR ETF
XLK
$122B
$0 ﹤0.01%
2
– –
XLRE icon
4327
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.25B
$0 ﹤0.01%
1
– –
XLU icon
4328
State Street Utilities Select Sector SPDR ETF
XLU
$22.6B
$0 ﹤0.01%
2
– –
XME icon
4329
State Street SPDR S&P Metals & Mining ETF
XME
$4.92B
$0 ﹤0.01%
1
-64,104
-100% -$1.85M
XMLV icon
4330
Invesco S&P MidCap Low Volatility ETF
XMLV
$739M
$0 ﹤0.01%
1
– –
XMPT icon
4331
VanEck CEF Muni Income ETF
XMPT
$215M
$0 ﹤0.01%
1
– –
XNTK icon
4332
State Street SPDR NYSE Technology ETF
XNTK
$1.91B
$0 ﹤0.01%
2
– –
XOMA
4333
DELISTED
Xoma
XOMA
$0 ﹤0.01%
94
-1
-1% -$6
XPH icon
4334
State Street SPDR S&P Pharmaceuticals ETF
XPH
$616M
$0 ﹤0.01%
2
– –
XPP icon
4335
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$8.11M
$0 ﹤0.01%
1
– –
XSD icon
4336
State Street SPDR S&P Semiconductor ETF
XSD
$2.64B
$0 ﹤0.01%
2
– –
XRT icon
4337
CALL
State Street SPDR S&P Retail ETF
XRT
$279M
– –
-48,300
Closed -$2.1M
XRT icon
4338
State Street SPDR S&P Retail ETF
XRT
$279M
$0 ﹤0.01%
2
– –
XSLV icon
4339
Invesco S&P SmallCap Low Volatility ETF
XSLV
$251M
$0 ﹤0.01%
1
– –
XSW icon
4340
State Street SPDR S&P Software & Services ETF
XSW
$485M
$0 ﹤0.01%
2
– –
XTL icon
4341
State Street SPDR S&P Telecom ETF
XTL
$590M
$0 ﹤0.01%
1
– –
XTN icon
4342
State Street SPDR S&P Transportation ETF
XTN
$349M
$0 ﹤0.01%
2
– –
XYLD icon
4343
Global X S&P 500 Covered Call ETF
XYLD
$3.34B
$0 ﹤0.01%
1
– –
XYL icon
4344
Xylem
XYL
$25.4B
– –
-2,350
Closed -$119K
YCS icon
4345
ProShares UltraShort Yen
YCS
$25.5M
$0 ﹤0.01%
4
– –
YINN icon
4346
Direxion Daily FTSE China Bull 3X ETF
YINN
$627M
– –
0
– –
YXI icon
4347
ProShares Short FTSE China 50 of PROSHARES TRUST
YXI
$4.1M
$0 ﹤0.01%
1
– –
ZBH icon
4348
CALL
Zimmer Biomet
ZBH
$18B
– –
-25,956
Closed -$3.28M
ZG icon
4349
CALL
Zillow
ZG
$7.43B
– –
-30,000
Closed -$1.03M
ZROZ icon
4350
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$1.66B
$0 ﹤0.01%
1
– –
172 173
174
175 176

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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.