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
+6%
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
$48.5B
AUM Growth
-$2.6B
Cap. Flow
-$5.66B
Cap. Flow %
-11.68%
Top 10 Hldgs %
49.47%
Holding
5,442
New
1,250
Increased
971
Reduced
1,105
Closed
751

Top Buys

Rank Stock Value
1
CAT icon
Caterpillar
CAT
+$62.5M
2
EBIX
Ebix Inc
EBIX
+$59M
3
B
Barrick Mining
B
+$39.5M
4
ACIW icon
ACI Worldwide
ACIW
+$33M
5
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$30.7M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$369M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$334M
3
GM icon
General Motors
GM
+$152M
4
META icon
Meta Platforms (Facebook)
META
+$102M
5
C icon
Citigroup
C
+$84M

Sector Composition

Rank Sector Weight
1 Consumer Staples 0.62%
2 Technology 0.55%
3 Consumer Discretionary 0.52%
4 Industrials 0.47%
5 Financials 0.43%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ICPT
4876
CALL
DELISTED
Intercept Pharmaceuticals, Inc.
ICPT
– –
-5,000
Closed -$543K
EWGS
4877
DELISTED
iShares MSCI Germany Small-Cap ETF
EWGS
$0 ﹤0.01%
1
– –
KFYP
4878
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
$0 ﹤0.01%
2
– –
RAD
4879
PUT
DELISTED
Rite Aid Corporation
RAD
– –
-20,500
Closed -$3.38M
GLCN
4880
DELISTED
VanEck China Growth Leaders ETF
GLCN
$0 ﹤0.01%
1
– –
SNLN
4881
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
$0 ﹤0.01%
1
– –
HYLD
4882
DELISTED
High Yield ETF
HYLD
$0 ﹤0.01%
1
– –
BICK
4883
DELISTED
First Trust BICK Index Fund
BICK
$0 ﹤0.01%
1
– –
ISEE
4884
CALL
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-27,500
Closed -$133K
ISEE
4885
PUT
DELISTED
IVERIC bio, Inc. Common Stock
ISEE
– –
-21,900
Closed -$106K
QDYN
4886
DELISTED
FlexShares Quality Dividend Dynamic Index Fund
QDYN
$0 ﹤0.01%
1
– –
BCM
4887
DELISTED
iPath Pure Beta Broad Commodity ETN
BCM
$0 ﹤0.01%
1
– –
NIB
4888
DELISTED
iPath Bloomberg Cocoa Subindex Total Return ETN due June 24, 2038
NIB
$0 ﹤0.01%
1
– –
OIL
4889
DELISTED
iPath Pure Beta Crude Oil ETN
OIL
$0 ﹤0.01%
1
– –
LD
4890
DELISTED
iPath Bloomberg Lead Subindex Total Return ETN due June 24, 2038
LD
$0 ﹤0.01%
1
– –
DBD
4891
DELISTED
Diebold Nixdorf Incorporated
DBD
– –
-196
Closed -$5.54K
AUD
4892
CALL
DELISTED
Audacy, Inc.
AUD
– –
-40,900
Closed -$626K
IBDD
4893
DELISTED
iShares iBonds Mar 2023 Term Corporate ETF
IBDD
$0 ﹤0.01%
4
– –
DBS
4894
DELISTED
Invesco DB Silver Fund
DBS
$0 ﹤0.01%
1
– –
GRU
4895
DELISTED
ELEMENTS Linked to the ICE BofAML Commodity Index eXtra Grains Total Return
GRU
$0 ﹤0.01%
1
– –
FNI
4896
DELISTED
First Trust Chindia ETF
FNI
$0 ﹤0.01%
1
– –
CLVS
4897
CALL
DELISTED
Clovis Oncology, Inc.
CLVS
– –
-44,900
Closed -$1.99M
WIL
4898
DELISTED
iPath Women in Leadership ETN
WIL
$0 ﹤0.01%
1
– –
BSJM
4899
DELISTED
Invesco BulletShares 2022 High Yield Corporate Bond ETF
BSJM
$0 ﹤0.01%
1
– –
IMLP
4900
DELISTED
iPath S&P MLP ETN
IMLP
$0 ﹤0.01%
1
– –
194 195
196
197 198

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 Q1 2017 Portfolio in Review

As of Q1 2017, Parallax Volatility Advisers held 5,442 positions worth $48.5B, down 5.1% from $51.1B the previous quarter. Its ten largest holdings account for 49% of the portfolio.

Parallax Volatility Advisers withdrew a net $5.66B in Q1 2017, closing 751 positions and reducing 1,105 holdings. Its most notable exit was Bank of America, an estimated $72.1M position sold in full.

By sector, the portfolio is most concentrated in Consumer Staples at 0.62% of assets, up from 0.6% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Parallax Volatility Advisers opened a new position in Barrick Mining worth $40.6M.

  • Parallax Volatility Advisers's largest Q1 2017 buy was Barrick Mining: 2,139,443 shares worth $40.6M.
  • Parallax Volatility Advisers added most to Caterpillar in Q1 2017, an estimated $62.5M increase.
  • Parallax Volatility Advisers's biggest Q1 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $369M.
  • Parallax Volatility Advisers fully exited Bank of America in Q1 2017, selling an estimated $72.1M.
  • Parallax Volatility Advisers's ten largest holdings make up 49% of its $48.5B portfolio in Q1 2017.
  • Parallax Volatility Advisers opened 1,250 new positions and closed 751 in Q1 2017.
  • Parallax Volatility Advisers's portfolio value fell 5.1% quarter-over-quarter to $48.5B.

Based on Parallax Volatility Advisers's 13F filing for Q1 2017, filed 15 May 2017.