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
FEEU
5001
DELISTED
Barclays ETN+ FI Enhanced Europe 50 ETN
FEEU
$0 ﹤0.01%
1
– –
FTW
5002
DELISTED
First Trust Taiwan AlphaDEX Fund
FTW
$0 ﹤0.01%
1
– –
INP
5003
DELISTED
iPath ETNs Linked to the MSCI India Total Return Index
INP
$0 ﹤0.01%
1
– –
XXV
5004
DELISTED
IPATH INVERSE S&P 500 VIX SHORT-TERM FUTURES ETN
XXV
$0 ﹤0.01%
1
– –
LSTK
5005
DELISTED
iPath Pure Beta Livestock ETN
LSTK
$0 ﹤0.01%
1
– –
CHOC
5006
DELISTED
iPath Pure Beta Cocoa ETN
CHOC
$0 ﹤0.01%
1
– –
SFLA
5007
DELISTED
iPath Long Extended S&P 500 TR Index ETN
SFLA
$0 ﹤0.01%
1
– –
DCNG
5008
DELISTED
iPath Seasonal Natural Gas ETN
DCNG
$0 ﹤0.01%
1
– –
SBV
5009
DELISTED
iPath Pure Beta S&P GSCI-Weighted ETN
SBV
$0 ﹤0.01%
1
– –
IVOP
5010
DELISTED
iPath Inverse S&P 500 VIX Short-Term Futures
IVOP
$0 ﹤0.01%
1
– –
RTLA
5011
DELISTED
iPath Long Extended Russell 2000 TR Index ETN
RTLA
$0 ﹤0.01%
1
– –
DXJR
5012
DELISTED
WisdomTree Japan Hedged Real Estate Fund
DXJR
$0 ﹤0.01%
1
– –
KROO
5013
DELISTED
IQ Australia Small Cap ETF
KROO
$0 ﹤0.01%
1
– –
XIV
5014
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$0 ﹤0.01%
1
– –
DLBL
5015
DELISTED
iPath US Treasury Long Bond Bull ETN
DLBL
$0 ﹤0.01%
1
– –
BOBE
5016
CALL
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-6,900
Closed -$447K
BOBE
5017
PUT
DELISTED
Bob Evans Farms, Inc.
BOBE
– –
-16,400
Closed -$1.06M
MLPJ
5018
DELISTED
Global X Junior MLP ETF
MLPJ
$0 ﹤0.01%
1
– –
TBZ
5019
DELISTED
ProShares UltraShort 3-7 Year Treasury
TBZ
$0 ﹤0.01%
1
– –
QAUS
5020
DELISTED
SPDR MSCI Australia StrategicFactors ETF
QAUS
$0 ﹤0.01%
1
– –
IRY
5021
DELISTED
SPDR S&P International Health Care Sector
IRY
$0 ﹤0.01%
1
– –
QESP
5022
DELISTED
SPDR MSCI Spain StrategicFactors ETF
QESP
$0 ﹤0.01%
1
– –
GMTB
5023
DELISTED
Columbia Core Bond ETF
GMTB
$0 ﹤0.01%
1
– –
IRV
5024
DELISTED
SPDR S&P International Materials Sector
IRV
$0 ﹤0.01%
1
– –
MAUI
5025
DELISTED
AdvisorShares Market Adaptive Unconstrained Income ETF
MAUI
– –
-1
Closed –
199 200
201
202 203

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.