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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+4.86%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$51.1B
AUM Growth
-$2.88B
Cap. Flow
+$598M
Cap. Flow %
1.17%
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 Miscellaneous 95.81%
2 Consumer Discretionary 1.04%
3 Financials 0.65%
4 Consumer Staples 0.6%
5 Technology 0.5%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DVN icon
3226
PUT
Devon Energy
DVN
$53.9B
– –
-200,000
Closed -$8.82M
DVY icon
3227
iShares Select Dividend ETF
DVY
$23.7B
$0 ﹤0.01%
1
– –
DVYA icon
3228
iShares Asia/Pacific Dividend ETF
DVYA
$73M
$0 ﹤0.01%
1
– –
DVYE icon
3229
iShares Emerging Markets Dividend ETF
DVYE
$1.29B
$0 ﹤0.01%
1
– –
DWAS icon
3230
Invesco Dorsey Wright SmallCap Momentum ETF
DWAS
$422M
$0 ﹤0.01%
1
– –
DWM icon
3231
WisdomTree International Equity Fund
DWM
$674M
$0 ﹤0.01%
1
– –
DWX icon
3232
State Street SPDR S&P International Dividend ETF
DWX
$527M
$0 ﹤0.01%
1
– –
DXD icon
3233
ProShares UltraShort Dow 30
DXD
$48.5M
– –
0
– –
OPPJ
3234
WisdomTree Trust WisdomTree Japan Opportunities Fund
OPPJ
$294M
$0 ﹤0.01%
2
– –
DZZ icon
3235
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.04M
$0 ﹤0.01%
1
– –
EBND icon
3236
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.3B
$0 ﹤0.01%
1
– –
ECH icon
3237
iShares MSCI Chile ETF
ECH
$1.05B
$0 ﹤0.01%
1
– –
ECL icon
3238
Ecolab
ECL
$77B
– –
-134
Closed -$15.7K
ECNS icon
3239
iShares MSCI China Small-Cap ETF
ECNS
$64.7M
$0 ﹤0.01%
1
– –
ECON icon
3240
Columbia Emerging Markets Consumer ETF
ECON
$324M
$0 ﹤0.01%
1
– –
FOCL
3241
EDAP TMS S.A.
FOCL
$195M
– –
-33,293
Closed -$97K
FOCL
3242
PUT
EDAP TMS S.A.
FOCL
$195M
– –
-50,000
Closed -$145K
EDEN icon
3243
iShares MSCI Denmark ETF
EDEN
$193M
$0 ﹤0.01%
1
– –
EDIV icon
3244
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.23B
$0 ﹤0.01%
1
– –
EDOG icon
3245
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$30.5M
$0 ﹤0.01%
1
– –
EDV icon
3246
Vanguard World Funds Extended Duration ETF
EDV
$3.75B
$0 ﹤0.01%
1
– –
EDZ icon
3247
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.7M
– –
0
– –
EEFT icon
3248
Euronet Worldwide
EEFT
$2.66B
– –
-230
Closed -$19K
EEFT icon
3249
PUT
Euronet Worldwide
EEFT
$2.66B
– –
-2,000
Closed -$164K
EELV icon
3250
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$434M
$0 ﹤0.01%
1
– –
128 129
130
131 132

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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's Q4 2016 filing shows 948 new, 907 increased, 959 reduced and 792 closed positions. Its largest new stake was Bank of America: 3,038,508 shares worth $67.2M. The largest sale was iShares MSCI Emerging Markets ETF, an estimated $118M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Consumer Discretionary and Financials.

  • 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.