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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
IFGL icon
3026
iShares International Developed Real Estate ETF
IFGL
$83.1M
$0 ﹤0.01%
1
– –
IFV icon
3027
First Trust Dorsey Wright International Focus 5 ETF
IFV
$227M
$0 ﹤0.01%
1
– –
IGE icon
3028
iShares North American Natural Resources ETF
IGE
$741M
$0 ﹤0.01%
1
– –
IGF icon
3029
iShares Global Infrastructure ETF
IGF
$10.9B
$0 ﹤0.01%
1
– –
IGHG icon
3030
ProShares Investment Grade-Interest Rate Hedged
IGHG
$330M
$0 ﹤0.01%
1
– –
IGIB icon
3031
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$0 ﹤0.01%
2
– –
IGLB icon
3032
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.62B
$0 ﹤0.01%
1
– –
IGM icon
3033
iShares Expanded Tech Sector ETF
IGM
$10B
$0 ﹤0.01%
6
– –
IGOV icon
3034
iShares International Treasury Bond ETF
IGOV
$1.53B
$0 ﹤0.01%
2
– –
IGPT icon
3035
Invesco AI and Next Gen Software ETF
IGPT
$1.15B
$0 ﹤0.01%
3
– –
IGSB icon
3036
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$0 ﹤0.01%
2
– –
IGV icon
3037
iShares Expanded Tech-Software Sector ETF
IGV
$12.7B
$0 ﹤0.01%
5
– –
IHE icon
3038
iShares US Pharmaceuticals ETF
IHE
$1.46B
$0 ﹤0.01%
3
– –
IHF icon
3039
iShares US Healthcare Providers ETF
IHF
$1.21B
$0 ﹤0.01%
5
– –
IHDG icon
3040
WisdomTree International Hedged Quality Dividend Growth Fund
IHDG
$2.22B
$0 ﹤0.01%
1
– –
IHI icon
3041
iShares US Medical Devices ETF
IHI
$3.13B
$0 ﹤0.01%
6
– –
IJH icon
3042
iShares Core S&P Mid-Cap ETF
IJH
$122B
$0 ﹤0.01%
5
– –
IJJ icon
3043
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.83B
$0 ﹤0.01%
2
– –
IJK icon
3044
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
$0 ﹤0.01%
4
– –
IJR icon
3045
iShares Core S&P Small-Cap ETF
IJR
$109B
$0 ﹤0.01%
2
– –
IJS icon
3046
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
$0 ﹤0.01%
2
– –
IJT icon
3047
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.26B
$0 ﹤0.01%
2
– –
ILCB icon
3048
iShares Morningstar US Equity ETF
ILCB
$1.27B
$0 ﹤0.01%
4
– –
ILCG icon
3049
iShares Morningstar Growth ETF
ILCG
$3.11B
$0 ﹤0.01%
5
– –
ILCV icon
3050
iShares Morningstar Value ETF
ILCV
$1.32B
$0 ﹤0.01%
2
– –
120 121
122
123 124

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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.