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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
XLIS
4926
DELISTED
POWERSHARES S&P SMALLCAP INDUSTRIALS PORTFOLIO
XLIS
$0 ﹤0.01%
1
– –
XLBS
4927
DELISTED
POWERSHARES S&P SMALLCAP MATERIALS PORT
XLBS
$0 ﹤0.01%
1
– –
SLY
4928
DELISTED
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
SLY
$0 ﹤0.01%
2
– –
HAWK
4929
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-2,229
Closed -$67K
GAF
4930
DELISTED
SPDR S&P Emerging Middle East & Africa ETF
GAF
$0 ﹤0.01%
1
– –
STMP
4931
PUT
DELISTED
Stamps.com, Inc.
STMP
– –
-1,600
Closed -$151K
DO
4932
CALL
DELISTED
Diamond Offshore Drilling
DO
– –
-130,000
Closed -$2.29M
WOOF
4933
PUT
DELISTED
VCA Inc.
WOOF
– –
-800
Closed -$56K
CPI
4934
DELISTED
CPI Inflation Hedged ETF
CPI
$0 ﹤0.01%
1
– –
OIL
4935
CALL
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
– –
-600
Closed -$3K
PGM
4936
DELISTED
iPath Bloomberg Platinum Subindex Total Return ETN due June 24, 2038
PGM
$0 ﹤0.01%
1
– –
GSC
4937
DELISTED
GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN (maturity subject to postpone
GSC
$0 ﹤0.01%
1
– –
NORW
4938
DELISTED
Global X MSCI Norway ETF
NORW
$0 ﹤0.01%
1
– –
BZF
4939
DELISTED
WisdomTree Brazilian Real Strategy Fund
BZF
$0 ﹤0.01%
1
– –
JJA
4940
DELISTED
iPath Bloomberg Agriculture Subindex Total Return ETN due October 22, 2037
JJA
$0 ﹤0.01%
1
– –
ALFA
4941
DELISTED
AlphaClone Alternative Alpha ETF
ALFA
$0 ﹤0.01%
1
– –
OLO
4942
DELISTED
DB Crude Oil Long Exchange Traded Notes due June 1, 2038
OLO
$0 ﹤0.01%
1
– –
JJN
4943
DELISTED
iPath Bloomberg Nickel Subindex Total Return ETN due October 22, 2037
JJN
$0 ﹤0.01%
1
– –
VXX
4944
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-68,306
Closed -$8.19M
PTM
4945
DELISTED
E-TRACS UBS Long Platinum ETN
PTM
$0 ﹤0.01%
1
– –
BAL
4946
DELISTED
iPath Bloomberg Cotton Subindex Total Return ETN due June 24, 2038
BAL
$0 ﹤0.01%
1
– –
CN
4947
DELISTED
Xtrackers MSCI All China Equity ETF
CN
$0 ﹤0.01%
1
– –
JJE
4948
DELISTED
iPath Bloomberg Energy Subindex Total Return ETN due October 22, 2037
JJE
$0 ﹤0.01%
1
– –
IPW
4949
DELISTED
SPDR S&P International Energy Sector
IPW
$0 ﹤0.01%
1
– –
IPS
4950
DELISTED
SPDR S&P International Consumer Staples Sector
IPS
$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.