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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
DVN icon
3226
PUT
Devon Energy
DVN
$49.5B
– –
-200,000
Closed -$8.82M
DVY icon
3227
iShares Select Dividend ETF
DVY
$23.6B
$0 ﹤0.01%
1
– –
DVYA icon
3228
iShares Asia/Pacific Dividend ETF
DVYA
$71.6M
$0 ﹤0.01%
1
– –
DVYE icon
3229
iShares Emerging Markets Dividend ETF
DVYE
$1.22B
$0 ﹤0.01%
1
– –
DWAS icon
3230
Invesco Dorsey Wright SmallCap Momentum ETF
DWAS
$450M
$0 ﹤0.01%
1
– –
DWM icon
3231
WisdomTree International Equity Fund
DWM
$692M
$0 ﹤0.01%
1
– –
DWX icon
3232
State Street SPDR S&P International Dividend ETF
DWX
$529M
$0 ﹤0.01%
1
– –
DXD icon
3233
ProShares UltraShort Dow 30
DXD
$38M
– –
0
– –
OPPJ
3234
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$282M
$0 ﹤0.01%
2
– –
DZZ icon
3235
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.35M
$0 ﹤0.01%
1
– –
EBND icon
3236
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.28B
$0 ﹤0.01%
1
– –
ECH icon
3237
iShares MSCI Chile ETF
ECH
$1.07B
$0 ﹤0.01%
1
– –
ECL icon
3238
Ecolab
ECL
$79.9B
– –
-134
Closed -$15.7K
ECNS icon
3239
iShares MSCI China Small-Cap ETF
ECNS
$65.6M
$0 ﹤0.01%
1
– –
ECON icon
3240
Columbia Emerging Markets Consumer ETF
ECON
$336M
$0 ﹤0.01%
1
– –
FOCL
3241
EDAP TMS S.A.
FOCL
$231M
– –
-33,293
Closed -$97K
FOCL
3242
PUT
EDAP TMS S.A.
FOCL
$231M
– –
-50,000
Closed -$145K
EDEN icon
3243
iShares MSCI Denmark ETF
EDEN
$201M
$0 ﹤0.01%
1
– –
EDIV icon
3244
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.22B
$0 ﹤0.01%
1
– –
EDOG icon
3245
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$29.6M
$0 ﹤0.01%
1
– –
EDV icon
3246
Vanguard World Funds Extended Duration ETF
EDV
$3.27B
$0 ﹤0.01%
1
– –
EDZ icon
3247
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18M
– –
0
– –
EEFT icon
3248
Euronet Worldwide
EEFT
$2.76B
– –
-230
Closed -$19K
EEFT icon
3249
PUT
Euronet Worldwide
EEFT
$2.76B
– –
-2,000
Closed -$164K
EELV icon
3250
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$428M
$0 ﹤0.01%
1
– –
128 129
130
131 132

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Credit Agricole
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Carson Wealth (CWM LLC)
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Fayez Sarofim & Co
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Grantham, Mayo, Van Otterloo & Co (GMO)
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Nomura Holdings
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HF
HRT Financial New York $40.1B AUM 58.22% 1-Year Est. Return

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.