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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
IBKR icon
3001
Interactive Brokers
IBKR
$39.2B
– –
-1,980
Closed -$17K
IBN icon
3002
CALL
ICICI Bank
IBN
$108B
– –
-126,060
Closed -$986K
IBND icon
3003
State Street SPDR Bloomberg International Corporate Bond ETF
IBND
$460M
$0 ﹤0.01%
1
– –
ICE icon
3004
CALL
Intercontinental Exchange
ICE
$85.6B
– –
-26,000
Closed -$1.56M
ICF icon
3005
iShares Select U.S. REIT ETF
ICF
$2.09B
$0 ﹤0.01%
2
– –
ICLN icon
3006
iShares Global Clean Energy ETF
ICLN
$2.31B
$0 ﹤0.01%
1
– –
ICSH icon
3007
iShares Ultra Short Duration Bond Active ETF
ICSH
$8.07B
$0 ﹤0.01%
1
– –
IDCC icon
3008
CALL
InterDigital
IDCC
$7.87B
– –
-100
Closed -$9K
IDGT icon
3009
iShares US Digital Infrastructure and Real Estate ETF
IDGT
$481M
$0 ﹤0.01%
1
– –
IDLV icon
3010
Invesco S&P International Developed Low Volatility ETF
IDLV
$345M
$0 ﹤0.01%
1
– –
IDOG icon
3011
ALPS International Sector Dividend Dogs ETF
IDOG
$551M
$0 ﹤0.01%
1
– –
IDU icon
3012
iShares US Utilities ETF
IDU
$1.35B
$0 ﹤0.01%
2
– –
IDV icon
3013
iShares International Select Dividend ETF
IDV
$8.45B
$0 ﹤0.01%
1
– –
IDX icon
3014
VanEck Indonesia Index ETF
IDX
$32.1M
$0 ﹤0.01%
1
– –
IDXX icon
3015
Idexx Laboratories
IDXX
$44.1B
– –
-1,821
Closed -$282K
IEF icon
3016
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$0 ﹤0.01%
1
– –
IEI icon
3017
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$0 ﹤0.01%
1
– –
IEO icon
3018
iShares US Oil & Gas Exploration & Production ETF
IEO
$580M
$0 ﹤0.01%
1
– –
IEMG icon
3019
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$0 ﹤0.01%
1
– –
IEUR icon
3020
iShares Core MSCI Europe ETF
IEUR
$8.97B
$0 ﹤0.01%
1
– –
IEUS icon
3021
iShares MSCI Europe Small-Cap ETF
IEUS
$180M
$0 ﹤0.01%
1
– –
IEV icon
3022
iShares Europe ETF
IEV
$1.67B
$0 ﹤0.01%
1
– –
IEX icon
3023
PUT
IDEX
IEX
$17B
– –
-900
Closed -$84K
IEZ icon
3024
iShares US Oil Equipment & Services ETF
IEZ
$361M
$0 ﹤0.01%
1
– –
IFF icon
3025
CALL
International Flavors & Fragrances
IFF
$20.2B
– –
-3,400
Closed -$451K
119 120
121
122 123

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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.