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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
IXN icon
3126
iShares Global Tech ETF
IXN
$8.32B
$0 ﹤0.01%
6
– –
IXP icon
3127
iShares Global Comm Services ETF
IXP
$529M
$0 ﹤0.01%
1
– –
IXUS icon
3128
iShares Core MSCI Total International Stock ETF
IXUS
$58.3B
$0 ﹤0.01%
1
– –
IYC icon
3129
iShares US Consumer Discretionary ETF
IYC
$1.17B
$0 ﹤0.01%
4
– –
IYE icon
3130
iShares US Energy ETF
IYE
$1.74B
$0 ﹤0.01%
1
– –
IYF icon
3131
iShares US Financials ETF
IYF
$4.67B
$0 ﹤0.01%
2
– –
IYG icon
3132
iShares US Financial Services ETF
IYG
$2.16B
$0 ﹤0.01%
3
– –
IYH icon
3133
iShares US Healthcare ETF
IYH
$3.37B
$0 ﹤0.01%
5
– –
IYJ icon
3134
iShares US Industrials ETF
IYJ
$1.98B
$0 ﹤0.01%
2
– –
IYK icon
3135
iShares US Consumer Staples ETF
IYK
$1.4B
$0 ﹤0.01%
3
– –
IYLD icon
3136
iShares Morningstar Multi-Asset Income ETF
IYLD
$125M
$0 ﹤0.01%
1
– –
IYM icon
3137
iShares US Basic Materials ETF
IYM
$1.12B
$0 ﹤0.01%
1
– –
IYT icon
3138
CALL
iShares US Transportation ETF
IYT
$2.26B
– –
-19,200
Closed -$787K
IYT icon
3139
iShares US Transportation ETF
IYT
$2.26B
$0 ﹤0.01%
4
-14,528
-100% -$601K
IYT icon
3140
PUT
iShares US Transportation ETF
IYT
$2.26B
– –
-23,600
Closed -$968K
IYW icon
3141
iShares US Technology ETF
IYW
$23.6B
$0 ﹤0.01%
4
– –
IYY icon
3142
iShares Dow Jones US ETF
IYY
$2.95B
$0 ﹤0.01%
2
– –
IYZ icon
3143
iShares US Telecommunications ETF
IYZ
$1.2B
$0 ﹤0.01%
1
– –
J icon
3144
CALL
Jacobs Solutions
J
$15.9B
– –
-12,211
Closed -$558K
J icon
3145
Jacobs Solutions
J
$15.9B
– –
-4,549
Closed -$208K
J icon
3146
PUT
Jacobs Solutions
J
$15.9B
– –
-12,331
Closed -$565K
JACK icon
3147
CALL
Jack in the Box
JACK
$312M
– –
-10,200
Closed -$1.04M
JAZZ icon
3148
CALL
Jazz Pharmaceuticals
JAZZ
$15.9B
– –
-25,000
Closed -$3.63M
JAZZ icon
3149
PUT
Jazz Pharmaceuticals
JAZZ
$15.9B
– –
-25,000
Closed -$3.63M
JBHT icon
3150
JB Hunt Transport Services
JBHT
$25.5B
– –
-16,645
Closed -$1.47M
124 125
126
127 128

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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.