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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
LNKD
4901
DELISTED
LinkedIn Corporation
LNKD
– –
-20,606
Closed -$3.94M
LNKD
4902
PUT
DELISTED
LinkedIn Corporation
LNKD
– –
-47,000
Closed -$8.98M
MLPN
4903
DELISTED
Credit Suisse X- Links Cushing MLP Infrastructure ETN's due April 20, 2020
MLPN
– –
-1
Closed –
SCTY
4904
CALL
DELISTED
SolarCity Corporation
SCTY
– –
-182,300
Closed -$3.56M
SCTY
4905
DELISTED
SolarCity Corporation
SCTY
– –
-12,200
Closed -$239K
SCTY
4906
PUT
DELISTED
SolarCity Corporation
SCTY
– –
-487,000
Closed -$9.53M
YPRO
4907
DELISTED
AdvisorShares YieldPro ETF
YPRO
– –
-1
Closed –
RPTP
4908
DELISTED
RAPTOR PHARMACEUTICAL CORP COM STK (DE)
RPTP
– –
-26,775
Closed -$240K
EPRO
4909
DELISTED
AdvisorShares EquityPro ETF
EPRO
– –
-1
Closed –
EEHB
4910
DELISTED
POWERSHARES S&P EMERGING MARKETS HIGH BETA PORTFOLIO
EEHB
$0 ﹤0.01%
1
– –
IDHB
4911
DELISTED
POWERSHARES S&P INTL DEVELOPED HIGH BETA
IDHB
$0 ﹤0.01%
1
– –
EWRM
4912
DELISTED
GUGGENHEIM RUSSELL MIDCAP EQUAL WEIGHT ETF
EWRM
$0 ﹤0.01%
1
– –
EWRS
4913
DELISTED
GUGGENHEIM RUSSELL 2000 EQUAL WEIGHT ETF
EWRS
$0 ﹤0.01%
1
– –
PXMC
4914
DELISTED
POWERSHARES FUNDAMENTAL PURE MID CORE PORTFOLIO
PXMC
$0 ﹤0.01%
1
– –
PXLC
4915
DELISTED
POWERSHARES FUNDAMENTAL PURE LARGE CORE PORTFOLIO
PXLC
$0 ﹤0.01%
1
– –
PWO
4916
DELISTED
POWER SHARES ETF DYNAMIC OTC
PWO
$0 ﹤0.01%
1
– –
PIV
4917
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
$0 ﹤0.01%
1
– –
PWT
4918
DELISTED
POWERSHARES DYNAMIC SMALL CAP GROWTH PORTFOLIO
PWT
$0 ﹤0.01%
1
– –
PWJ
4919
DELISTED
POWERSHARES DYNAMIC MID CAP GRTH PORTFOLIO
PWJ
$0 ﹤0.01%
1
– –
PWY
4920
DELISTED
POWERSHARES DYNAMIC SMALL CAP VALUE PORTFOLIO
PWY
$0 ﹤0.01%
1
– –
ULQ
4921
DELISTED
CLAYMORE US CAPITAL MARKETS MICRO-TERM FIXED INCOME ETF
ULQ
$0 ﹤0.01%
1
– –
XLYS
4922
DELISTED
POWERSHARES S&P SMALLCAP CONSUMER DISCRETIONARY PORT
XLYS
$0 ﹤0.01%
1
– –
XLVS
4923
DELISTED
POWERSHARES S&P SMALLCAP HEALTH CARE PORTFOLIO
XLVS
$0 ﹤0.01%
1
– –
XLPS
4924
DELISTED
POWERSHARES S&P SMALLCAP CONSUMER STAPLES PORT
XLPS
$0 ﹤0.01%
1
– –
XLKS
4925
DELISTED
POWERSHARES S&P SMALLCAP INFORMATION TECHNOLOGY PORTFOLIO
XLKS
$0 ﹤0.01%
1
– –
195 196
197
198 199

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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.