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
BA icon
126
CALL
Boeing
BA
$167B
$59M 0.12%
378,700
+89,200
+31% +$13M
EWY icon
127
CALL
iShares MSCI South Korea ETF
EWY
$29B
$58.5M 0.11%
1,100,000
– –
AXP icon
128
CALL
American Express
AXP
$220B
$58.3M 0.11%
787,300
-23,600
-3% -$1.63M
MDLZ icon
129
PUT
Mondelez International
MDLZ
$78.7B
$57M 0.11%
1,285,800
+973,400
+312% +$41.9M
DE icon
130
PUT
Deere & Co
DE
$184B
$56.9M 0.11%
552,200
-147,500
-21% -$13.9M
ILG
131
CALL
DELISTED
ILG, Inc Common Stock
ILG
$56M 0.11%
3,081,300
+1,438,600
+88% +$25.2M
HD icon
132
CALL
Home Depot
HD
$313B
$55M 0.11%
410,000
-472,900
-54% -$61M
KRE icon
133
State Street SPDR S&P Regional Banking ETF
KRE
$4.29B
$54.9M 0.11%
987,940
+799,400
+424% +$39.1M
SVXY icon
134
PUT
ProShares Short VIX Short-Term Futures ETF
SVXY
$256M
$54.6M 0.11%
600,000
– –
XLP icon
135
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
$54.2M 0.11%
1,048,600
+580,600
+124% +$30.1M
VZ icon
136
CALL
Verizon
VZ
$209B
$54M 0.11%
1,012,100
-1,015,300
-50% -$50.7M
PFE icon
137
CALL
Pfizer
PFE
$158B
$53.9M 0.11%
1,750,167
+272,564
+18% +$8.32M
DAL icon
138
PUT
Delta Air Lines
DAL
$51.9B
$52.6M 0.1%
1,068,900
-864,700
-45% -$39.4M
MCD icon
139
CALL
McDonald's
MCD
$181B
$52.4M 0.1%
430,500
+60,600
+16% +$7.11M
NFLX icon
140
CALL
Netflix
NFLX
$320B
$52.2M 0.1%
4,219,000
-1,425,000
-25% -$16.9M
IBM icon
141
PUT
IBM
IBM
$219B
$51.9M 0.1%
327,189
-333,883
-51% -$50.9M
INTC icon
142
PUT
Intel
INTC
$552B
$51.9M 0.1%
1,431,100
-680,600
-32% -$24.4M
HEDJ icon
143
CALL
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.8B
$51.7M 0.1%
+1,800,000
New +$49.2M
BIDU icon
144
PUT
Baidu
BIDU
$31.4B
$51.3M 0.1%
311,900
-116,800
-27% -$19.9M
PEP icon
145
CALL
PepsiCo
PEP
$189B
$50.7M 0.1%
484,900
-200,400
-29% -$21M
FDX icon
146
CALL
FedEx
FDX
$74.3B
$50.6M 0.1%
271,800
+24,500
+10% +$4.5M
HCA icon
147
CALL
HCA Healthcare
HCA
$87B
$50.3M 0.1%
679,900
+29,900
+5% +$2.24M
EWJ icon
148
CALL
iShares MSCI Japan ETF
EWJ
$23.5B
$49.8M 0.1%
1,018,750
+926,562
+1,005% +$46.3M
F icon
149
CALL
Ford
F
$55.8B
$48.6M 0.1%
4,006,200
+587,600
+17% +$7.13M
XLF icon
150
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
$48.3M 0.09%
2,077,936
+2,077,935
+207,793,500% +$44.6M
4 5
6
7 8

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.