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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
+130.56%
5 Year Est. Return
+159.19%
10 Year Est. Return
+649.1%
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
DEEP icon
3176
Acquirers Small and Micro Deep Value ETF
DEEP
$28.5M
$0 ﹤0.01%
1
– –
DELL icon
3177
CALL
Dell
DELL
$289B
– –
-9,760
Closed -$131K
DEM icon
3178
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.97B
$0 ﹤0.01%
1
– –
DES icon
3179
WisdomTree US SmallCap Dividend Fund
DES
$2.22B
$0 ﹤0.01%
3
– –
DEW icon
3180
WisdomTree Global High Dividend Fund
DEW
$155M
$0 ﹤0.01%
1
– –
DFE icon
3181
WisdomTree Europe SmallCap Dividend Fund
DFE
$168M
$0 ﹤0.01%
1
– –
DFJ icon
3182
WisdomTree Japan SmallCap Dividend Fund
DFJ
$397M
$0 ﹤0.01%
1
– –
DGP icon
3183
DB Gold Double Long ETN due February 15, 2038
DGP
$237M
$0 ﹤0.01%
1
– –
DGRE icon
3184
WisdomTree Trust WisdomTree Emerging Markets Quality Dividend Growth Fund
DGRE
$146M
$0 ﹤0.01%
1
– –
DGRO icon
3185
iShares Core Dividend Growth ETF
DGRO
$43.3B
$0 ﹤0.01%
1
– –
DGRS icon
3186
WisdomTree Trust WisdomTree US SmallCap Quality Dividend Growth Fund
DGRS
$414M
$0 ﹤0.01%
1
– –
DGRW icon
3187
WisdomTree Trust WisdomTree US Quality Dividend Growth Fund
DGRW
$17.2B
$0 ﹤0.01%
1
– –
DGS icon
3188
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.76B
$0 ﹤0.01%
1
– –
DGT icon
3189
State Street SPDR Global Dow ETF
DGT
$625M
$0 ﹤0.01%
1
– –
DGZ icon
3190
DB Gold Short ETN due Feb 15 2038
DGZ
$1.74M
$0 ﹤0.01%
1
– –
DHC
3191
Diversified Healthcare Trust
DHC
$2.13B
– –
-909
Closed -$17.6K
DHS icon
3192
WisdomTree US High Dividend Fund
DHS
$1.57B
$0 ﹤0.01%
1
– –
DHR icon
3193
PUT
Danaher
DHR
$139B
– –
-21,883
Closed -$1.52M
DIA icon
3194
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.4B
– –
-120,000
Closed -$21.9M
DIG icon
3195
ProShares Ultra Energy
DIG
$78.2M
$0 ﹤0.01%
1
– –
DIM icon
3196
WisdomTree International MidCap Dividend Fund
DIM
$169M
$0 ﹤0.01%
1
– –
DIN icon
3197
Dine Brands
DIN
$450M
– –
-1,077
Closed -$85K
DIN icon
3198
PUT
Dine Brands
DIN
$450M
– –
-2,000
Closed -$158K
DINO icon
3199
HF Sinclair
DINO
$14.8B
– –
-26,690
Closed -$740K
DIS icon
3200
Walt Disney
DIS
$179B
– –
-414,132
Closed -$40.4M
126 127
128
129 130

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HF
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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.