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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
FDN icon
3351
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.42B
$0 ﹤0.01%
1
– –
FDT icon
3352
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.32B
$0 ﹤0.01%
1
– –
FDTS icon
3353
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
FDTS
$13.6M
$0 ﹤0.01%
1
– –
FE icon
3354
FirstEnergy
FE
$27.7B
– –
-145,650
Closed -$4.66M
FEM icon
3355
First Trust Emerging Markets AlphaDEX Fund
FEM
$768M
$0 ﹤0.01%
1
– –
FEMS icon
3356
First Trust Emerging Markets Small Cap AlphaDEX Fund
FEMS
$249M
$0 ﹤0.01%
1
– –
FEP icon
3357
First Trust Europe AlphaDEX Fund
FEP
$530M
$0 ﹤0.01%
1
– –
FENY icon
3358
Fidelity MSCI Energy Index ETF
FENY
$1.93B
$0 ﹤0.01%
1
– –
FEX icon
3359
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.6B
$0 ﹤0.01%
1
– –
FEZ icon
3360
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.51B
$0 ﹤0.01%
1
-79,314
-100% -$2.57M
FGD icon
3361
First Trust Dow Jones Global Select Dividend Index Fund
FGD
$1.58B
$0 ﹤0.01%
1
– –
FGM icon
3362
First Trust Germany AlphaDEX Fund
FGM
$99.1M
$0 ﹤0.01%
1
– –
FHLC icon
3363
Fidelity MSCI Health Care Index ETF
FHLC
$3.32B
$0 ﹤0.01%
1
– –
FIDU icon
3364
Fidelity MSCI Industrials Index ETF
FIDU
$2.39B
$0 ﹤0.01%
1
– –
POWR
3365
iShares U.S. Power Infrastructure ETF
POWR
$456M
$0 ﹤0.01%
1
– –
FIS icon
3366
CALL
Fidelity National Information Services
FIS
$22.1B
– –
-7,400
Closed -$570K
FIS icon
3367
PUT
Fidelity National Information Services
FIS
$22.1B
– –
-5,000
Closed -$385K
FIVN icon
3368
CALL
FIVE9
FIVN
$2.28B
– –
-25,000
Closed -$392K
FIW icon
3369
First Trust Water ETF
FIW
$1.94B
$0 ﹤0.01%
1
– –
FJP icon
3370
First Trust Japan AlphaDEX Fund
FJP
$262M
$0 ﹤0.01%
1
– –
FKU icon
3371
First Trust United Kingdom AlphaDEX Fund
FKU
$39.5M
$0 ﹤0.01%
1
– –
FL
3372
DELISTED
Foot Locker
FL
– –
-1,756
Closed -$125K
FLEX icon
3373
Flex
FLEX
$45B
– –
-1,444
Closed -$15.4K
FLN icon
3374
First Trust Latin America AlphaDEX Fund
FLN
$37.6M
$0 ﹤0.01%
1
– –
FLO icon
3375
Flowers Foods
FLO
$1.57B
– –
-45,950
Closed -$756K
133 134
135
136 137

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Carson Wealth (CWM LLC)
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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.