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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
HSY icon
3501
Hershey
HSY
$36.1B
– –
-13,190
Closed -$1.3M
HYD icon
3502
VanEck High Yield Muni ETF
HYD
$4.44B
$0 ﹤0.01%
1
– –
HYEM icon
3503
VanEck Emerging Markets High Yield Bond ETF
HYEM
$522M
$0 ﹤0.01%
1
– –
HYGH icon
3504
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$596M
$0 ﹤0.01%
1
– –
HYHG icon
3505
ProShares High Yield-Interest Rate Hedged ETF
HYHG
$185M
$0 ﹤0.01%
1
– –
HYLS icon
3506
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.63B
$0 ﹤0.01%
1
– –
HYMB icon
3507
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.18B
$0 ﹤0.01%
2
– –
HYS icon
3508
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
$0 ﹤0.01%
1
– –
EUHY
3509
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$246M
$0 ﹤0.01%
1
– –
PPLI
3510
People Inc
PPLI
$3.28B
– –
-453
Closed -$5.3K
IAI icon
3511
iShares US Broker-Dealers & Securities Exchanges ETF
IAI
$1.38B
$0 ﹤0.01%
1
– –
IAK icon
3512
iShares US Insurance ETF
IAK
$541M
$0 ﹤0.01%
1
– –
IAT icon
3513
iShares US Regional Banks ETF
IAT
$688M
$0 ﹤0.01%
1
– –
IAU icon
3514
iShares Gold Trust
IAU
$65.9B
$0 ﹤0.01%
1
– –
IBB icon
3515
iShares Biotechnology ETF
IBB
$9.47B
$0 ﹤0.01%
3
– –
IBN icon
3516
CALL
ICICI Bank
IBN
$109B
– –
-4,400
Closed -$30K
IBND icon
3517
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$462M
$0 ﹤0.01%
1
– –
ICE icon
3518
Intercontinental Exchange
ICE
$84.1B
– –
-29,020
Closed -$1.61M
ICE icon
3519
PUT
Intercontinental Exchange
ICE
$84.1B
– –
-45,500
Closed -$2.45M
ICF icon
3520
iShares Select U.S. REIT ETF
ICF
$2.1B
$0 ﹤0.01%
2
– –
ICLN icon
3521
iShares Global Clean Energy ETF
ICLN
$2.37B
$0 ﹤0.01%
1
– –
ICSH icon
3522
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.12B
$0 ﹤0.01%
1
– –
IDGT icon
3523
iShares US Digital Infrastructure and Real Estate ETF
IDGT
$522M
$0 ﹤0.01%
1
– –
IDLV icon
3524
Invesco S&P International Developed Low Volatility ETF
IDLV
$344M
$0 ﹤0.01%
1
– –
IDOG icon
3525
ALPS International Sector Dividend Dogs ETF
IDOG
$552M
$0 ﹤0.01%
1
– –
139 140
141
142 143

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Credit Agricole
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Carson Wealth (CWM LLC)
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Grantham, Mayo, Van Otterloo & Co (GMO)
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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.