We are live on ! Find out more
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
ADBE icon
826
Adobe
ADBE
$101B
$2.84M 0.01%
27,570
+2,058
+8% +$218K
TWX
827
DELISTED
Time Warner Inc
TWX
$2.83M 0.01%
29,282
-37,820
-56% -$3.37M
NAVI icon
828
CALL
Navient
NAVI
$870M
$2.83M 0.01%
+172,000
New +$2.67M
ECL icon
829
CALL
Ecolab
ECL
$76.3B
$2.81M 0.01%
24,000
+9,000
+60% +$1.05M
LOW icon
830
PUT
Lowe's Companies
LOW
$111B
$2.81M 0.01%
39,500
-12,000
-23% -$849K
SGI
831
Somnigroup International
SGI
$14.4B
$2.79M 0.01%
+163,388
New +$2.44M
AFL icon
832
PUT
Aflac
AFL
$57.5B
$2.77M 0.01%
79,600
+24,400
+44% +$859K
CHRW icon
833
PUT
C.H. Robinson
CHRW
$17.6B
$2.77M 0.01%
37,800
+18,700
+98% +$1.35M
ROST icon
834
PUT
Ross Stores
ROST
$72B
$2.76M 0.01%
42,100
-131,400
-76% -$8.6M
TD icon
835
CALL
Toronto Dominion Bank
TD
$195B
$2.74M 0.01%
55,500
+1,700
+3% +$79.5K
PH icon
836
Parker-Hannifin
PH
$120B
$2.74M 0.01%
+19,543
New +$2.6M
EXR icon
837
CALL
Extra Space Storage
EXR
$28.7B
$2.73M 0.01%
35,400
– –
TRP icon
838
CALL
TC Energy
TRP
$66.1B
$2.71M 0.01%
+60,000
New +$2.72M
AVGO icon
839
Broadcom
AVGO
$1.73T
$2.71M 0.01%
153,030
+152,200
+18,337% +$2.64M
IAG icon
840
IAMGOLD
IAG
$11.7B
$2.7M 0.01%
+701,252
New +$2.62M
DG icon
841
Dollar General
DG
$27.5B
$2.69M 0.01%
+36,346
New +$2.65M
LLY icon
842
Eli Lilly
LLY
$1T
$2.68M 0.01%
36,470
+20,529
+129% +$1.53M
CHTR icon
843
Charter Communications
CHTR
$16B
$2.68M 0.01%
9,313
+7,426
+394% +$2M
MTDR icon
844
PUT
Matador Resources
MTDR
$7.51B
$2.67M 0.01%
+103,800
New +$2.51M
BLK icon
845
PUT
Blackrock
BLK
$166B
$2.66M 0.01%
7,000
-2,000
-22% -$733K
CRC
846
CALL
DELISTED
California Resources Corporation
CRC
$2.66M 0.01%
+125,100
New +$1.83M
BNY
847
PUT
Bank of New York Mellon
BNY
$110B
$2.66M 0.01%
56,100
-148,800
-73% -$6.71M
TROW icon
848
CALL
T. Rowe Price
TROW
$23B
$2.66M 0.01%
35,300
+16,200
+85% +$1.15M
SAP icon
849
SAP
SAP
$241B
$2.65M 0.01%
30,626
+18,580
+154% +$1.6M
ALK icon
850
CALL
Alaska Air
ALK
$4.5B
$2.64M 0.01%
29,800
+25,300
+562% +$1.99M
32 33
34
35 36

Similar funds

Betterment LLC
Betterment LLC New York $59.1B AUM 18.41% 1-Year Est. Return
DekaBank Deutsche Girozentrale
DekaBank Deutsche Girozentrale Frankfurt, Germany $59.2B AUM 26.02% 1-Year Est. Return
Thrivent Financial for Lutherans
Thrivent Financial for Lutherans Minneapolis, Minnesota $59.5B AUM 35.96% 1-Year Est. Return
AssetMark Inc
AssetMark Inc Concord, California $58.2B AUM 22.78% 1-Year Est. Return
Wealth Enhancement Advisory Services
Wealth Enhancement Advisory Services Plymouth, Minnesota $59.8B AUM 29.42% 1-Year Est. Return
TI
Tidal Investments Milwaukee, Wisconsin $57.8B AUM 72.54% 1-Year Est. Return
State Board of Administration of Florida Retirement System
State Board of Administration of Florida Retirement System Tallahassee, Florida $60.3B AUM 42.74% 1-Year Est. Return
First Eagle Investment Management
First Eagle Investment Management New York $60.8B AUM 26.63% 1-Year Est. Return

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.