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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
FLOT icon
3376
iShares Floating Rate Bond ETF
FLOT
$10.3B
$0 ﹤0.01%
1
– –
FLRN icon
3377
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.09B
$0 ﹤0.01%
1
– –
FLTR icon
3378
VanEck IG Floating Rate ETF
FLTR
$2.97B
$0 ﹤0.01%
1
– –
FMAT icon
3379
Fidelity MSCI Materials Index ETF
FMAT
$607M
$0 ﹤0.01%
1
– –
FNCL icon
3380
Fidelity MSCI Financials Index ETF
FNCL
$2.42B
$0 ﹤0.01%
1
– –
FNDA icon
3381
Schwab Fundamental US Small Company Index ETF
FNDA
$9.34B
$0 ﹤0.01%
2
– –
FNDB icon
3382
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.45B
$0 ﹤0.01%
3
– –
FNDC icon
3383
Schwab Fundamental International Small Company Index ETF
FNDC
$3.13B
$0 ﹤0.01%
1
– –
FNDE icon
3384
Schwab Fundamental Emerging Markets Large Company Index ETF
FNDE
$9.78B
$0 ﹤0.01%
1
– –
FNDX icon
3385
Schwab Fundamental US Large Company Index ETF
FNDX
$27.2B
$0 ﹤0.01%
3
– –
FNDF icon
3386
Schwab Fundamental International Large Company Index ETF
FNDF
$25.2B
$0 ﹤0.01%
1
– –
FNK icon
3387
First Trust Mid Cap Value AlphaDEX Fund
FNK
$231M
$0 ﹤0.01%
1
– –
FNX icon
3388
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.4B
$0 ﹤0.01%
1
– –
FNY icon
3389
First Trust Mid Cap Growth AlphaDEX Fund
FNY
$597M
$0 ﹤0.01%
1
– –
FPA icon
3390
First Trust Asia Pacific ex-Japan AlphaDEX Fund
FPA
$108M
$0 ﹤0.01%
1
– –
FPX icon
3391
First Trust US Equity Opportunities ETF
FPX
$1.52B
$0 ﹤0.01%
1
– –
FRI icon
3392
First Trust S&P REIT Index Fund
FRI
$197M
$0 ﹤0.01%
1
– –
FSM icon
3393
Fortuna Silver Mines
FSM
$2.91B
$0 ﹤0.01%
+21
New +$132
FSP
3394
CALL
Franklin Street Properties
FSP
$48M
– –
-1,800
Closed -$23K
FSTA icon
3395
Fidelity MSCI Consumer Staples Index ETF
FSTA
$1.42B
$0 ﹤0.01%
1
– –
FTA icon
3396
First Trust Large Cap Value AlphaDEX Fund
FTA
$1.4B
$0 ﹤0.01%
1
– –
FTAG icon
3397
First Trust Exchange-Traded Fund II First Trust Indxx Global Agriculture ETF
FTAG
$14.4M
$0 ﹤0.01%
1
– –
FSZ icon
3398
First Trust Switzerland AlphaDEX Fund
FSZ
$37.4M
$0 ﹤0.01%
1
– –
FTC icon
3399
First Trust Large Cap Growth AlphaDEX Fund
FTC
$1.38B
$0 ﹤0.01%
1
– –
FTCS icon
3400
First Trust Capital Strength ETF
FTCS
$7.93B
$0 ﹤0.01%
1
– –
134 135
136
137 138

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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.