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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
+7.15%
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
$54B
AUM Growth
+$3.28B
Cap. Flow
+$727M
Cap. Flow %
1.35%
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 Consumer Discretionary 0.78%
2 Consumer Staples 0.49%
3 Technology 0.48%
4 Communication Services 0.46%
5 Financials 0.46%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XHB icon
4076
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.54B
– –
-1,000,000
Closed -$33.5M
XHE icon
4077
State Street SPDR S&P Health Care Equipment ETF
XHE
$165M
$0 ﹤0.01%
2
– –
XHS icon
4078
State Street SPDR S&P Health Care Services ETF
XHS
$205M
$0 ﹤0.01%
2
– –
XLB icon
4079
State Street Materials Select Sector SPDR ETF
XLB
$8.52B
$0 ﹤0.01%
2
– –
XLE icon
4080
State Street Energy Select Sector SPDR ETF
XLE
$38.4B
$0 ﹤0.01%
2
– –
XLF icon
4081
State Street Financial Select Sector SPDR ETF
XLF
$58.5B
$0 ﹤0.01%
1
– –
XLG icon
4082
Invesco S&P 500 Top 50 ETF
XLG
$11B
$0 ﹤0.01%
10
– –
XLK icon
4083
State Street Technology Select Sector SPDR ETF
XLK
$123B
$0 ﹤0.01%
2
– –
XLP icon
4084
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$0 ﹤0.01%
1
– –
XLRE icon
4085
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.63B
$0 ﹤0.01%
+1
New +$34
XLU icon
4086
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$0 ﹤0.01%
2
– –
XLV icon
4087
State Street Health Care Select Sector SPDR ETF
XLV
$41.8B
$0 ﹤0.01%
1
– –
XLY icon
4088
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
$0 ﹤0.01%
2
– –
XLY icon
4089
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.9B
– –
-1,940,000
Closed -$75.7M
XMLV icon
4090
Invesco S&P MidCap Low Volatility ETF
XMLV
$751M
$0 ﹤0.01%
1
– –
XMPT icon
4091
VanEck CEF Muni Income ETF
XMPT
$219M
$0 ﹤0.01%
1
– –
XNTK icon
4092
State Street SPDR NYSE Technology ETF
XNTK
$2.22B
$0 ﹤0.01%
2
– –
XPH icon
4093
State Street SPDR S&P Pharmaceuticals ETF
XPH
$503M
$0 ﹤0.01%
2
– –
XPP icon
4094
ProShares Ultra FTSE China 50 of PROSHARES TRUST
XPP
$9.01M
$0 ﹤0.01%
1
– –
XSD icon
4095
State Street SPDR S&P Semiconductor ETF
XSD
$2.93B
$0 ﹤0.01%
2
– –
XRT icon
4096
State Street SPDR S&P Retail ETF
XRT
$332M
$0 ﹤0.01%
2
– –
XSLV icon
4097
Invesco S&P SmallCap Low Volatility ETF
XSLV
$250M
$0 ﹤0.01%
1
– –
XSW icon
4098
State Street SPDR S&P Software & Services ETF
XSW
$477M
$0 ﹤0.01%
2
– –
XTL icon
4099
State Street SPDR S&P Telecom ETF
XTL
$606M
$0 ﹤0.01%
1
– –
XTN icon
4100
State Street SPDR S&P Transportation ETF
XTN
$405M
$0 ﹤0.01%
2
– –
162 163
164
165 166

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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 Consumer Discretionary at 0.78% of assets, up from 0.49% a quarter earlier, followed by Consumer Staples and Technology.

  • 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.