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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
FCOM icon
2751
Fidelity MSCI Communication Services Index ETF
FCOM
$1.77B
$0 ﹤0.01%
1
– –
FDD icon
2752
First Trust STOXX European Select Dividend Income Fund
FDD
$891M
$0 ﹤0.01%
1
– –
FDIS icon
2753
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.68B
$0 ﹤0.01%
1
– –
FDL icon
2754
First Trust Morningstar Dividend Leaders Index Fund
FDL
$7.74B
$0 ﹤0.01%
1
– –
FDM icon
2755
First Trust Dow Jones Select MicroCap Index Fund
FDM
$261M
$0 ﹤0.01%
1
– –
FDN icon
2756
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.12B
$0 ﹤0.01%
1
– –
FDS icon
2757
CALL
Factset
FDS
$9.36B
– –
-25,400
Closed -$4.19M
FDS icon
2758
PUT
Factset
FDS
$9.36B
– –
-17,100
Closed -$2.82M
FDT icon
2759
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.26B
$0 ﹤0.01%
1
– –
FDTS icon
2760
First Trust Developed Markets ex-US Small Cap AlphaDEX Fund
FDTS
$12.9M
$0 ﹤0.01%
1
– –
FEM icon
2761
First Trust Emerging Markets AlphaDEX Fund
FEM
$739M
$0 ﹤0.01%
1
– –
FEMS icon
2762
First Trust Emerging Markets Small Cap AlphaDEX Fund
FEMS
$241M
$0 ﹤0.01%
1
– –
FEP icon
2763
First Trust Europe AlphaDEX Fund
FEP
$526M
$0 ﹤0.01%
1
– –
FENY icon
2764
Fidelity MSCI Energy Index ETF
FENY
$2.01B
$0 ﹤0.01%
1
– –
FEX icon
2765
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.57B
$0 ﹤0.01%
1
– –
FEZ icon
2766
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
$0 ﹤0.01%
1
-66,140
-100% -$2.54M
FGD icon
2767
First Trust Dow Jones Global Select Dividend Index Fund
FGD
$1.54B
$0 ﹤0.01%
1
– –
FGM icon
2768
First Trust Germany AlphaDEX Fund
FGM
$98M
$0 ﹤0.01%
1
– –
FHLC icon
2769
Fidelity MSCI Health Care Index ETF
FHLC
$3.28B
$0 ﹤0.01%
1
– –
FISV
2770
PUT
Fiserv Inc
FISV
$28.8B
– –
-4,000
Closed -$231K
FICO icon
2771
CALL
Fair Isaac
FICO
$24.3B
– –
-7,900
Closed -$1.02M
FIDU icon
2772
Fidelity MSCI Industrials Index ETF
FIDU
$2.3B
$0 ﹤0.01%
1
– –
POWR
2773
iShares U.S. Power Infrastructure ETF
POWR
$441M
$0 ﹤0.01%
1
– –
FIW icon
2774
First Trust Water ETF
FIW
$1.85B
$0 ﹤0.01%
1
– –
FIZZ icon
2775
CALL
National Beverage
FIZZ
$2.96B
– –
-400
Closed -$17K
109 110
111
112 113

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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.