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Parallax Volatility Advisers

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
Cap. Flow
-$4.1B
Cap. Flow %
-8.02%
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 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
SPAB icon
4051
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.77B
$0 ﹤0.01%
2
– –
SPBO icon
4052
State Street SPDR Portfolio Corporate Bond ETF
SPBO
$2.1B
$0 ﹤0.01%
1
– –
SPDW icon
4053
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.1B
$0 ﹤0.01%
1
– –
SPEM icon
4054
State Street SPDR Portfolio Emerging Markets ETF
SPEM
$17.6B
$0 ﹤0.01%
2
– –
SPEU icon
4055
State Street SPDR Portfolio Europe ETF
SPEU
$738M
$0 ﹤0.01%
1
– –
SPFF icon
4056
Global X SuperIncome Preferred ETF
SPFF
$142M
$0 ﹤0.01%
1
– –
SPG icon
4057
PUT
Simon Property Group
SPG
$73.8B
– –
-57,400
Closed -$11.9M
SPGI icon
4058
S&P Global
SPGI
$122B
– –
-2,291
Closed -$274K
SPGM icon
4059
State Street SPDR Portfolio MSCI Global Stock Market ETF
SPGM
$1.77B
$0 ﹤0.01%
2
– –
SPGP icon
4060
Invesco S&P 500 GARP ETF
SPGP
$2.3B
$0 ﹤0.01%
1
– –
SPHB icon
4061
Invesco S&P 500 High Beta ETF
SPHB
$1.03B
$0 ﹤0.01%
1
– –
SPHD icon
4062
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.39B
$0 ﹤0.01%
1
– –
SPHY icon
4063
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.6B
$0 ﹤0.01%
1
– –
SPIP icon
4064
State Street SPDR Portfolio TIPS ETF
SPIP
$1B
$0 ﹤0.01%
2
– –
SPIB icon
4065
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$0 ﹤0.01%
1
– –
SPLB icon
4066
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.17B
$0 ﹤0.01%
2
– –
SPYM
4067
State Street SPDR Portfolio S&P 500 ETF
SPYM
$167B
$0 ﹤0.01%
4
– –
SPLV icon
4068
Invesco S&P 500 Low Volatility ETF
SPLV
$7.22B
$0 ﹤0.01%
1
– –
SPMB icon
4069
State Street SPDR Portfolio Mortgage Backed Bond ETF
SPMB
$6.99B
$0 ﹤0.01%
1
– –
SPMD icon
4070
State Street SPDR Portfolio S&P 400 Mid Cap ETF
SPMD
$18.8B
$0 ﹤0.01%
3
– –
SPNT icon
4071
CALL
SiriusPoint
SPNT
$2.8B
– –
-49,500
Closed -$594K
SPR
4072
PUT
DELISTED
Spirit AeroSystems
SPR
– –
-4,000
Closed -$178K
SPSB icon
4073
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.6B
$0 ﹤0.01%
1
– –
SPSM icon
4074
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.5B
$0 ﹤0.01%
3
– –
SPTI icon
4075
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.6B
$0 ﹤0.01%
2
– –
161 162
163
164 165

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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.