We are live on ! Find out more
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
+4.68%
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
$51.6B
AUM Growth
+$3.1B
Cap. Flow
+$1.86B
Cap. Flow %
3.61%
Top 10 Hldgs %
53.05%
Holding
5,102
New
418
Increased
646
Reduced
918
Closed
1,761

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$141M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$107M
3
GOOG icon
Alphabet (Google) Class C
GOOG
+$69.3M
4
INTC icon
Intel
INTC
+$68.2M
5
ILG
ILG, Inc Common Stock
ILG
+$65.9M

Top Sells

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$63.3M
2
MDLZ icon
Mondelez International
MDLZ
+$53.1M
3
EBIX
Ebix Inc
EBIX
+$48.1M
4
ACIW icon
ACI Worldwide
ACIW
+$36.4M
5
CRM icon
Salesforce
CRM
+$24.9M

Sector Composition

Rank Sector Weight
1 Technology 0.85%
2 Consumer Discretionary 0.73%
3 Financials 0.61%
4 Consumer Staples 0.43%
5 Communication Services 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HSTM icon
2976
PUT
HealthStream
HSTM
$819M
– –
-1,000
Closed -$24K
HSY icon
2977
Hershey
HSY
$35.2B
– –
-6
Closed -$1K
HTHT icon
2978
Huazhu Hotels Group
HTHT
$13.1B
– –
-796
Closed -$12K
HUBG icon
2979
PUT
HUB Group
HUBG
$2.85B
– –
-4,000
Closed -$93K
HUBS icon
2980
CALL
HubSpot
HUBS
$12.2B
– –
-14,000
Closed -$848K
HUM icon
2981
Humana
HUM
$43.7B
– –
-4,765
Closed -$1.08M
HUN icon
2982
CALL
Huntsman Corp
HUN
$1.71B
– –
-58,000
Closed -$1.42M
HWC icon
2983
Hancock Whitney
HWC
$6.2B
– –
-42
Closed -$2K
HXL icon
2984
CALL
Hexcel
HXL
$7.79B
– –
-4,000
Closed -$218K
HXL icon
2985
Hexcel
HXL
$7.79B
$0 ﹤0.01%
+1
New +$52
HYD icon
2986
VanEck High Yield Muni ETF
HYD
$4.43B
$0 ﹤0.01%
1
– –
HYEM icon
2987
VanEck Emerging Markets High Yield Bond ETF
HYEM
$523M
$0 ﹤0.01%
1
– –
HYG icon
2988
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$0 ﹤0.01%
1
– –
HYGH icon
2989
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$593M
$0 ﹤0.01%
1
– –
HYHG icon
2990
ProShares High Yield-Interest Rate Hedged ETF
HYHG
$183M
$0 ﹤0.01%
1
– –
HYLS icon
2991
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.61B
$0 ﹤0.01%
1
– –
HYMB icon
2992
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.09B
$0 ﹤0.01%
2
– –
HYS icon
2993
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.75B
$0 ﹤0.01%
1
– –
EUHY
2994
iShares Euro High Yield Corporate Bond USD Hedged ETF
EUHY
$240M
$0 ﹤0.01%
1
– –
IAI icon
2995
iShares US Broker-Dealers & Securities Exchanges ETF
IAI
$1.36B
$0 ﹤0.01%
1
– –
IAG icon
2996
IAMGOLD
IAG
$8.2B
– –
-268
Closed -$1K
IAG icon
2997
PUT
IAMGOLD
IAG
$8.2B
– –
-500
Closed -$2K
IAK icon
2998
iShares US Insurance ETF
IAK
$508M
$0 ﹤0.01%
1
– –
IAT icon
2999
iShares US Regional Banks ETF
IAT
$674M
$0 ﹤0.01%
1
– –
IBB icon
3000
iShares Biotechnology ETF
IBB
$9.34B
$0 ﹤0.01%
3
– –
118 119
120
121 122

Similar funds

Empower Advisory Group
Empower Advisory Group Greenwood Village, Colorado $38.5B AUM 18.4% 1-Year Est. Return
Nomura Asset Management
Nomura Asset Management Tokyo, Japan $38.8B AUM 30.94% 1-Year Est. Return
Credit Agricole
Credit Agricole Montrouge Cedex, France $38.1B AUM
Carson Wealth (CWM LLC)
Carson Wealth (CWM LLC) Omaha, Nebraska $38.1B AUM 19.66% 1-Year Est. Return
Fayez Sarofim & Co
Fayez Sarofim & Co Houston, Texas $39.1B AUM 15.14% 1-Year Est. Return
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO) Boston, Massachusetts $39.1B AUM 28.69% 1-Year Est. Return
Nomura Holdings
Nomura Holdings Tokyo, Japan $37.7B AUM 34.44% 1-Year Est. Return
KBC Group
KBC Group Brussels, Belgium $39.9B AUM 29.7% 1-Year Est. Return

Parallax Volatility Advisers's Q2 2017 Portfolio in Review

As of Q2 2017, Parallax Volatility Advisers held 5,102 positions worth $51.6B, up 6.4% from $48.5B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Parallax Volatility Advisers deployed $1.86B of net new capital in Q2 2017, opening 418 new positions and adding to 646 existing holdings. Its largest new stake was Intel: 1,905,541 shares worth $64.3M.

By sector, the portfolio is most concentrated in Technology at 0.85% of assets, up from 0.55% a quarter earlier, followed by Consumer Discretionary and Financials.

On the sell side, the largest reduction was Caterpillar, an estimated $63.3M trimmed.

  • Parallax Volatility Advisers's largest Q2 2017 buy was Intel: 1,905,541 shares worth $64.3M.
  • Parallax Volatility Advisers added most to State Street Financial Select Sector SPDR ETF in Q2 2017, an estimated $141M increase.
  • Parallax Volatility Advisers's biggest Q2 2017 reduction was Caterpillar, cutting an estimated $63.3M.
  • Parallax Volatility Advisers fully exited FMC in Q2 2017, selling an estimated $24.4M.
  • Parallax Volatility Advisers's ten largest holdings make up 53% of its $51.6B portfolio in Q2 2017.
  • Parallax Volatility Advisers opened 418 new positions and closed 1,761 in Q2 2017.
  • Parallax Volatility Advisers's portfolio value rose 6.4% quarter-over-quarter to $51.6B.

Based on Parallax Volatility Advisers's 13F filing for Q2 2017, filed 14 Aug 2017.