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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
FTDS icon
3401
First Trust Dividend Strength ETF
FTDS
$39.4M
$0 ﹤0.01%
1
– –
FTEC icon
3402
Fidelity MSCI Information Technology Index ETF
FTEC
$21.3B
$0 ﹤0.01%
1
– –
FTHI icon
3403
First Trust Exchange-Traded Fund VI First Trust BuyWrite Income ETF
FTHI
$2.51B
$0 ﹤0.01%
1
– –
FTI icon
3404
CALL
TechnipFMC
FTI
$30.9B
– –
-218,400
Closed -$4.82M
FTLS icon
3405
First Trust Long/Short Equity ETF
FTLS
$2.53B
$0 ﹤0.01%
1
– –
FTQI icon
3406
First Trust Exchange-Traded Fund VI First Trust Hedged BuyWrite Income ETF
FTQI
$969M
$0 ﹤0.01%
1
– –
FTRI icon
3407
First Trust Exchange-Traded Fund II First Trust Indxx Global Natural Resources Income ETF
FTRI
$133M
$0 ﹤0.01%
1
– –
FTSL icon
3408
First Trust Senior Loan Fund ETF
FTSL
$2.41B
$0 ﹤0.01%
1
– –
FUTY icon
3409
Fidelity MSCI Utilities Index ETF
FUTY
$2.31B
$0 ﹤0.01%
1
– –
FV icon
3410
First Trust Dorsey Wright Focus 5 ETF
FV
$3.75B
$0 ﹤0.01%
1
– –
FVD icon
3411
First Trust Value Line Dividend Fund
FVD
$8.06B
$0 ﹤0.01%
1
– –
FWONA icon
3412
Liberty Media Series A
FWONA
$21.9B
– –
-246
Closed -$7K
FXA icon
3413
Invesco CurrencyShares Australian Dollar Trust
FXA
$96.6M
$0 ﹤0.01%
1
– –
FXB icon
3414
Invesco CurrencyShares British Pound Sterling Trust
FXB
$65.1M
$0 ﹤0.01%
1
– –
FXC icon
3415
Invesco CurrencyShares Canadian Dollar Trust
FXC
$70.9M
$0 ﹤0.01%
1
– –
FXE icon
3416
Invesco CurrencyShares Euro Currency Trust
FXE
$371M
$0 ﹤0.01%
1
-114,824
-100% -$12M
FXD icon
3417
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$256M
$0 ﹤0.01%
1
– –
FXF icon
3418
Invesco CurrencyShares Swiss Franc Trust
FXF
$388M
$0 ﹤0.01%
1
– –
FXG icon
3419
First Trust Consumer Staples AlphaDEX Fund
FXG
$223M
$0 ﹤0.01%
1
– –
FXH icon
3420
First Trust Health Care AlphaDEX Fund
FXH
$1.13B
$0 ﹤0.01%
1
– –
FXI icon
3421
iShares China Large-Cap ETF
FXI
$4.16B
$0 ﹤0.01%
1
-259,561
-100% -$9.56M
FXL icon
3422
First Trust Technology AlphaDEX Fund
FXL
$2.76B
$0 ﹤0.01%
1
– –
FXN icon
3423
First Trust Energy AlphaDEX Fund
FXN
$412M
$0 ﹤0.01%
1
– –
FXO icon
3424
First Trust Financials AlphaDEX Fund
FXO
$1.11B
$0 ﹤0.01%
1
– –
FXP icon
3425
ProShares UltraShort FTSE China 50 of ProShares Trust
FXP
$5.49M
– –
0
– –
135 136
137
138 139

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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.