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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
IUSV icon
3101
iShares Core S&P US Value ETF
IUSV
$27.2B
$0 ﹤0.01%
3
– –
IUSG icon
3102
iShares Core S&P US Growth ETF
IUSG
$31.7B
$0 ﹤0.01%
2
– –
IVE icon
3103
iShares S&P 500 Value ETF
IVE
$49B
$0 ﹤0.01%
1
– –
IVOG icon
3104
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.62B
$0 ﹤0.01%
2
– –
IVOO icon
3105
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.71B
$0 ﹤0.01%
2
– –
IVOV icon
3106
Vanguard S&P Mid-Cap 400 Value ETF
IVOV
$1.34B
$0 ﹤0.01%
2
– –
IVR icon
3107
CALL
Invesco Mortgage Capital
IVR
$759M
– –
-100
Closed -$15K
IVW icon
3108
iShares S&P 500 Growth ETF
IVW
$73.8B
$0 ﹤0.01%
4
– –
IVZ icon
3109
Invesco
IVZ
$13.1B
– –
-2,303
Closed -$75.1K
IWB icon
3110
iShares Russell 1000 ETF
IWB
$48.2B
$0 ﹤0.01%
1
– –
IWC icon
3111
iShares Micro-Cap ETF
IWC
$1.44B
$0 ﹤0.01%
1
– –
IWD icon
3112
iShares Russell 1000 Value ETF
IWD
$82.2B
$0 ﹤0.01%
1
– –
IWF icon
3113
iShares Russell 1000 Growth ETF
IWF
$121B
$0 ﹤0.01%
4
– –
IWL icon
3114
iShares Russell Top 200 ETF
IWL
$2.19B
$0 ﹤0.01%
1
– –
IWN icon
3115
PUT
iShares Russell 2000 Value ETF
IWN
$14.3B
– –
-5,000
Closed -$591K
IWO icon
3116
iShares Russell 2000 Growth ETF
IWO
$14.3B
$0 ﹤0.01%
1
– –
IWP icon
3117
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$0 ﹤0.01%
2
– –
IWR icon
3118
iShares Russell Mid-Cap ETF
IWR
$56B
$0 ﹤0.01%
4
– –
IWS icon
3119
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$0 ﹤0.01%
1
– –
IWV icon
3120
iShares Russell 3000 ETF
IWV
$19.6B
$0 ﹤0.01%
1
– –
IWX icon
3121
iShares Russell Top 200 Value ETF
IWX
$3.98B
$0 ﹤0.01%
1
– –
IWY icon
3122
iShares Russell Top 200 Growth ETF
IWY
$15.9B
$0 ﹤0.01%
1
– –
IXC icon
3123
iShares Global Energy ETF
IXC
$2.79B
$0 ﹤0.01%
1
– –
IXG icon
3124
iShares Global Financials ETF
IXG
$678M
$0 ﹤0.01%
1
– –
IXJ icon
3125
iShares Global Healthcare ETF
IXJ
$4.07B
$0 ﹤0.01%
2
– –
123 124
125
126 127

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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.