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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
ECH icon
2601
iShares MSCI Chile ETF
ECH
$1.01B
$0 ﹤0.01%
1
– –
ECL icon
2602
CALL
Ecolab
ECL
$78.1B
– –
-27,700
Closed -$3.47M
ECNS icon
2603
iShares MSCI China Small-Cap ETF
ECNS
$64.9M
$0 ﹤0.01%
1
– –
ECON icon
2604
Columbia Emerging Markets Consumer ETF
ECON
$328M
$0 ﹤0.01%
1
– –
EDEN icon
2605
iShares MSCI Denmark ETF
EDEN
$204M
$0 ﹤0.01%
1
– –
EDIV icon
2606
State Street SPDR S&P Emerging Markets Dividend ETF
EDIV
$1.22B
$0 ﹤0.01%
1
– –
EDOG icon
2607
ALPS Emerging Sector Dividend Dogs ETF
EDOG
$29.5M
$0 ﹤0.01%
1
– –
EDU icon
2608
New Oriental
EDU
$9.37B
– –
-6,397
Closed -$386K
EDU icon
2609
PUT
New Oriental
EDU
$9.37B
– –
-5,200
Closed -$314K
EDV icon
2610
Vanguard World Funds Extended Duration ETF
EDV
$3.22B
$0 ﹤0.01%
1
– –
EDZ icon
2611
PUT
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$19.2M
– –
-5,000
Closed -$4.34M
EEFT icon
2612
CALL
Euronet Worldwide
EEFT
$2.72B
– –
-700
Closed -$60K
EEFT icon
2613
Euronet Worldwide
EEFT
$2.72B
– –
-744
Closed -$64K
EEFT icon
2614
PUT
Euronet Worldwide
EEFT
$2.72B
– –
-10,900
Closed -$932K
EELV icon
2615
Invesco S&P Emerging Markets Low Volatility ETF
EELV
$436M
$0 ﹤0.01%
1
– –
EEMA icon
2616
iShares MSCI Emerging Markets Asia ETF
EEMA
$833M
$0 ﹤0.01%
1
– –
EEMV icon
2617
iShares MSCI Emerging Markets Min Vol Factor ETF
EEMV
$3.44B
$0 ﹤0.01%
1
– –
EEMS icon
2618
iShares MSCI Emerging Markets Small-Cap ETF
EEMS
$349M
$0 ﹤0.01%
1
– –
EES icon
2619
WisdomTree US SmallCap Earnings Fund
EES
$719M
$0 ﹤0.01%
3
– –
EET icon
2620
ProShares Ultra MSCI Emerging Markets
EET
$34.5M
$0 ﹤0.01%
1
– –
EEV icon
2621
ProShares Trust UltraShort MSCI Emerging Markets
EEV
$2.42M
– –
0
– –
EFAD icon
2622
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$62.6M
$0 ﹤0.01%
1
– –
EFA icon
2623
iShares MSCI EAFE ETF
EFA
$78B
$0 ﹤0.01%
1
– –
EFAV icon
2624
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.34B
$0 ﹤0.01%
1
– –
EFNL icon
2625
iShares MSCI Finland ETF
EFNL
$244M
$0 ﹤0.01%
1
– –
103 104
105
106 107

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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.