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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
EFG icon
2626
iShares MSCI EAFE Growth ETF
EFG
$16.6B
$0 ﹤0.01%
1
– –
EFO icon
2627
ProShares Ultra MSCI EAFE
EFO
$30.4M
$0 ﹤0.01%
3
– –
EFU icon
2628
ProShares Trust UltraShort MSCI EAFE
EFU
$1.19M
$0 ﹤0.01%
1
– –
EFV icon
2629
iShares MSCI EAFE Value ETF
EFV
$28.8B
$0 ﹤0.01%
1
– –
EFZ icon
2630
ProShares Trust Short MSCI EAFE
EFZ
$10.2M
$0 ﹤0.01%
1
– –
EGHT icon
2631
8x8 Inc
EGHT
$269M
– –
-1,255
Closed -$19K
EHTH icon
2632
eHealth
EHTH
$42.2M
– –
-1,160
Closed -$14K
EHTH icon
2633
PUT
eHealth
EHTH
$42.2M
– –
-1,600
Closed -$19K
EIDO icon
2634
iShares MSCI Indonesia ETF
EIDO
$480M
$0 ﹤0.01%
1
– –
EIRL icon
2635
iShares MSCI Ireland ETF
EIRL
$75.6M
$0 ﹤0.01%
1
– –
EIS icon
2636
iShares MSCI Israel ETF
EIS
$889M
$0 ﹤0.01%
1
– –
EIX icon
2637
PUT
Edison International
EIX
$28.2B
– –
-7,000
Closed -$557K
EINC icon
2638
VanEck Energy Income ETF
EINC
$78.2M
– –
0
– –
EL icon
2639
Estee Lauder
EL
$30.4B
– –
-14,255
Closed -$1.31M
ELD icon
2640
WisdomTree Emerging Markets Local Debt Fund
ELD
$142M
$0 ﹤0.01%
1
– –
EMB icon
2641
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$0 ﹤0.01%
1
– –
EMCB icon
2642
WisdomTree Emerging Markets Corporate Bond Fund
EMCB
$98.5M
$0 ﹤0.01%
1
– –
EME icon
2643
Emcor
EME
$35.2B
– –
-110
Closed -$7K
EME icon
2644
PUT
Emcor
EME
$35.2B
– –
-4,200
Closed -$265K
EMHY icon
2645
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
$0 ﹤0.01%
1
– –
EMIF icon
2646
iShares Emerging Markets Infrastructure ETF
EMIF
$13.2M
$0 ﹤0.01%
1
– –
EMLC icon
2647
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.79B
$0 ﹤0.01%
1
– –
EMLP icon
2648
First Trust North American Energy Infrastructure Fund
EMLP
$4.11B
$0 ﹤0.01%
1
– –
EMN icon
2649
CALL
Eastman Chemical
EMN
$8B
– –
-97,900
Closed -$7.91M
ENFR icon
2650
Alerian Energy Infrastructure ETF
ENFR
$495M
$0 ﹤0.01%
1
– –
104 105
106
107 108

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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.