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
MWA icon
2101
Mueller Water Products
MWA
$4.04B
$1K ﹤0.01%
+104
New +$1.2K
ON icon
2102
ON Semiconductor
ON
$31.3B
$1K ﹤0.01%
76
-427,482
-100% -$6.42M
P
2103
CALL
Everpure Inc
P
$26.6B
$1K ﹤0.01%
100
– –
R icon
2104
Ryder
R
$10.1B
$1K ﹤0.01%
14
-2,717
-99% -$188K
SIRI icon
2105
CALL
SiriusXM
SIRI
$10.2B
$1K ﹤0.01%
10
– –
SOXX icon
2106
iShares Semiconductor ETF
SOXX
$45.5B
$1K ﹤0.01%
27
-3,009
-99% -$142K
ST icon
2107
Sensata Technologies
ST
$6.81B
$1K ﹤0.01%
21
-5,286
-100% -$217K
VEA icon
2108
Vanguard FTSE Developed Markets ETF
VEA
$230B
$1K ﹤0.01%
36
+35
+3,500% +$1.43K
VGK icon
2109
Vanguard FTSE Europe ETF
VGK
$30.8B
$1K ﹤0.01%
25
+24
+2,400% +$1.31K
VIAV icon
2110
Viavi Solutions
VIAV
$9.31B
$1K ﹤0.01%
+91
New +$980
VTI icon
2111
Vanguard Morningstar Total Stock Market ETF
VTI
$670B
$1K ﹤0.01%
9
+1
+13% +$123
WAL icon
2112
Western Alliance Bancorporation
WAL
$9.04B
$1K ﹤0.01%
+21
New +$999
XOMA
2113
DELISTED
Xoma
XOMA
$1K ﹤0.01%
94
– –
MTUS icon
2114
Metallus
MTUS
$851M
$1K ﹤0.01%
+82
New +$1.22K
CNH
2115
CNH Industrial
CNH
$13.4B
$1K ﹤0.01%
+88
New +$830
INFN
2116
DELISTED
Infinera Corporation Common Stock
INFN
$1K ﹤0.01%
103
-6,663
-98% -$68.1K
PACW
2117
DELISTED
PacWest Bancorp
PACW
$1K ﹤0.01%
+22
New +$1.07K
FRC
2118
DELISTED
First Republic Bank
FRC
$1K ﹤0.01%
+6
New +$567
XEC
2119
DELISTED
CIMAREX ENERGY CO
XEC
$1K ﹤0.01%
12
-10
-45% -$1.1K
STAY
2120
DELISTED
Extended Stay America, Inc. Paired Share Unit
STAY
$1K ﹤0.01%
+46
New +$825
SXCP
2121
DELISTED
SunCoke Energy Partners, L.P.
SXCP
$1K ﹤0.01%
67
-237
-78% -$3.95K
ARRS
2122
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$1K ﹤0.01%
+20
New +$549
SVU
2123
CALL
DELISTED
SUPERVALU Inc.
SVU
$1K ﹤0.01%
43
– –
PHH
2124
DELISTED
PHH Corporation
PHH
$1K ﹤0.01%
+81
New +$1.08K
MJN
2125
CALL
DELISTED
Mead Johnson Nutrition Company
MJN
$1K ﹤0.01%
80,000
-2,100
-3% -$187K
83 84
85
86 87

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.